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A control variate method for Monte Carlo simulations of Heath-Jarrow-Morton models with jumps
Chiarella, Carl; Nikitopoulos, Christina Sklibosios; … - In: Applied mathematical finance 14 (2007) 5, pp. 365-399
Persistent link: https://www.econbiz.de/10003637449
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A Control Variate Method for Monte Carlo Simulations of Heath-Jarrow-Morton Models with Jumps
Chiarella, Carl; Sklibosios, Christina Nikitopoulos; … - In: Applied mathematical finance 14 (2007) 5, pp. 365-400
Persistent link: https://www.econbiz.de/10008221447
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A square root interest rate model fitting discrete initial term structure data
Schlögl, Erik; Schlögl, Lutz - In: Applied mathematical finance 7 (2000) 3, pp. 183-209
Persistent link: https://www.econbiz.de/10001590502
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A square root interest rate model fitting discrete initial term structure data
Schlögl, Erik; Schlögl, Lutz - In: Applied mathematical finance 7 (2000) 3, pp. 183-210
Persistent link: https://www.econbiz.de/10008217267
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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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American Call Options Under Jump-Diffusion Processes - A Fourier Transform Approach
Chiarella, Carl; Ziogas, Andrew - In: Applied mathematical finance 16 (2009) 1, pp. 37-80
Persistent link: https://www.econbiz.de/10008211950
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Interest rate futures: Estimation of volatility parameters in an arbitrage-free framework page
Bhar, Ramaprasad; Chiarella, Carl - In: Applied mathematical finance 4 (1997) 4, pp. 181-200
Persistent link: https://www.econbiz.de/10008219546
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American Call Options Under Jump-Diffusion Processes - A Fourier Transform Approach
Chiarella, Carl; Ziogas, Andrew - In: Applied mathematical finance 16 (2009) 1-2, pp. 37-80
Persistent link: https://www.econbiz.de/10008311801
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Exchange Options Under Jump-Diffusion Dynamics
Cheang, Gerald; Chiarella, Carl - In: Applied mathematical finance 18 (2011) 3, pp. 245-277
Persistent link: https://www.econbiz.de/10009165441
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The dynamic interaction of speculation and diversification
Chiarella, Carl; Dieci, Roberto; Gardini, Laura - In: Applied mathematical finance 12 (2005) 1, pp. 17-52
Persistent link: https://www.econbiz.de/10002727055