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~isPartOf:"Applied mathematical finance"
~person:"Chiarella, Carl"
~person:"Phillips, Peter C. B."
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Chiarella, Carl
Phillips, Peter C. B.
Atkinson, Colin
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Applied mathematical finance
Cowles Foundation discussion paper
104
Cowles Foundation Discussion Paper
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Journal of econometrics
36
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
33
Working paper / School of Finance and Economics, UTS: Business, University of Technology of Sydney
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Econometric theory
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Journal of economic dynamics & control
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Working paper series / Department of Economics, Auckland Business School, The University of Auckland
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Quantitative and empirical analysis of nonlinear dynamic macromodels
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Dynamic Modeling and Econometrics in Economics and Finance
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Economic complexity : non-linear dynamics, multi-agents economies, and learning ; [...selection of communications presented at the COMPLEXITY2000 workshop held in Aix en Provence, France, 4 - 6 May 2000]
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Global analysis of dynamic models in economics and finance : essays in honour of Laura Gardini
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Interest rate futures : estimation of volatility parameters in an arbitrage-free framework
Bhar, Ramaprasad
- In:
Applied mathematical finance
4
(
1997
)
4
,
pp. 181-199
Persistent link: https://www.econbiz.de/10001238761
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Exchange options under jump-diffusion dynamics
Cheang, Gerald H. L.
;
Chiarella, Carl
- In:
Applied mathematical finance
18
(
2011
)
3/4
,
pp. 245-276
Persistent link: https://www.econbiz.de/10009381930
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