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isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~person:"Chiarella, Carl"
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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Markovian defaultable HJM term structure models with unspanned stochastic volatility
Chiarella, Carl
;
Chege Maina, Samuel
;
Nikitopoulos, …
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2010
Persistent link: https://www.econbiz.de/10008663092
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A survey of non-linear methods for no-arbitrage bond pricing
Chiarella, Carl
;
Hsiao, Chih-ying
;
Ming Xi Huang
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2010
Persistent link: https://www.econbiz.de/10008663098
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