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isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
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Stochastic volatility
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Option pricing theory
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Chiarella, Carl
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
International journal of theoretical and applied finance
20
The journal of futures markets
11
The journal of computational finance
8
International Journal of Theoretical and Applied Finance (IJTAF)
7
Physica A: Statistical Mechanics and its Applications
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Department of Economics working paper
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Discussion paper / Tinbergen Institute
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Econometric Institute research papers
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European journal of operational research : EJOR
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Finance and Stochastics
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Review of Derivatives Research
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BIFEC Book of Abstracts & Proceedings
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Economics Working Papers / Department of Economics and Business, Universitat Pompeu Fabra
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Federal Reserve Bank of Cleveland working paper series
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Finance and stochastics
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Insurance / Mathematics & economics
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International journal of financial engineering
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Journal of econometrics
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Journal of risk
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Quantitative Finance
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Asia-Pacific Financial Markets
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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Financial Innovation
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Interest rate modelling after the financial crisis
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Regime switching rough Heston model
Alfeus, Mesias
;
Overbeck, Ludger
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2018
Persistent link: https://www.econbiz.de/10011778197
Saved in:
2
The return-volatility relation in commodity futures markets
Chiarella, Carl
;
Kang, Boda
;
Sklibosios Nikitopoulosa, …
-
2013
Persistent link: https://www.econbiz.de/10009789508
Saved in:
3
Quasi- Monte Carol methods for the Heston model
Baldeaux, Jan
;
Roberts, Dale
-
2012
Persistent link: https://www.econbiz.de/10009564454
Saved in:
4
Two stochastic volatility processes : American option pricing
Chiarella, Carl
;
Ziveyi, Jonathan
-
2011
Persistent link: https://www.econbiz.de/10009564619
Saved in:
5
Simulation of diversified portfolios in a continuous financial market
Platen, Eckhard
;
Rendek, Renata
-
2010
Persistent link: https://www.econbiz.de/10008663093
Saved in:
6
Optimal investment strategies under stochastic volatility : estimation and applications
Chiarella, Carl
;
Hsiao, Chih-ying
-
2010
Persistent link: https://www.econbiz.de/10008663099
Saved in:
7
Simulation of diversified portfolios in a continuous financial market
Platen, Eckhard
;
Rendek, Renata
-
2009
Persistent link: https://www.econbiz.de/10008662353
Saved in:
8
The evaluation of American compound option prices under stochastic volatility using the sparse grid approach
Chiarella, Carl
;
Kang, Boda
-
2009
Persistent link: https://www.econbiz.de/10003857524
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