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~isPartOf:"Computing in Economics and Finance 2002"
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complex dynamics
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option price
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Chiarella, Carl
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El-Hassan, Nadima
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Computing in Economics and Finance 2002
Research Paper Series / Finance Discipline Group, Business School
87
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
67
Working Paper Series / Finance Discipline Group, Business School
49
Working paper / School of Finance and Economics, UTS: Business, University of Technology of Sydney
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Journal of economic dynamics & control
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U. of Technology, Sydney Finance and Economics Working Paper
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Quantitative Finance Research Centre Research Paper
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Diskussionsarbeit
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Computational economics
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Jahrbücher für Nationalökonomie und Statistik
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Journal of Economic Behavior & Organization
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Research paper / Quantitative Finance Research Group, University of Technology Sydney
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Veröffentlichungen des Interdisziplinären Arbeitskreises Dritte Welt / Johannes-Gutenberg-Universität Mainz
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Applied mathematical finance
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Journal of Economic Dynamics and Control
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Computational Economics
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The Numerical Solution of the American Option Pricing Problem:Finite Difference and Transform Approaches
8
International journal of theoretical and applied finance
7
Macroeconomic dynamics
7
The journal of futures markets
7
UTS Working Paper
7
Studies in Nonlinear Dynamics & Econometrics
6
The European journal of finance
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Applied Mathematical Finance
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Computing in Economics and Finance 2006
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Quantitative Finance Research Centre Working Paper
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Routledge frontiers of political economy
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Applied geography and development : a biannual collection of recent German contributions
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Asia Pacific journal of management : APJM ; a publication of the Faculty of Business Administration, National University of Singapore
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Computing in Economics and Finance 1997
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Computing in Economics and Finance 2004
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Evaluation of American Strangles
Chiarella, Carl
;
Ziogas, Andrew
-
Society for Computational Economics - SCE
-
2002
Persistent link: https://www.econbiz.de/10005537681
Saved in:
2
PRICE DYNAMICS AND DIVERSIFICATION UNDER HETEROGENEOUS EXPECTATIONS
Chiarella, Carl
;
Dieci, Roberto
;
Gardini, Laura
-
Society for Computational Economics - SCE
-
2002
Persistent link: https://www.econbiz.de/10005537671
Saved in:
3
A Short Time Expansion of the Volatility Function For The Calibration of Option Pricing Models.
Chiarella, Carl
;
Craddock, Mark
;
El-Hassan, Nadima
-
Society for Computational Economics - SCE
-
2002
Persistent link: https://www.econbiz.de/10005537686
Saved in:
4
Numerical Investigations of the Heath Jarrow Morton Model with Forward Rate Dependent Volatility
Chiarella, Carl
;
Musti, Silvana
-
Society for Computational Economics - SCE
-
2002
Persistent link: https://www.econbiz.de/10005537692
Saved in:
5
Nonlinear Phillips Curves, the Emergence of Complex Dynamics and the Role of Monetary Policy Rules
Chiarella, Carl
;
Flaschel, Peter
;
Gong, Gang
;
Semmler, Willi
-
Society for Computational Economics - SCE
-
2002
Persistent link: https://www.econbiz.de/10005537700
Saved in:
6
Asset Price Dynamics among Heterogeneous Interacting Agents
Chiarella, Carl
;
Gallegati, Mauro
;
Leombruni, Roberto
; …
-
Society for Computational Economics - SCE
-
2002
Persistent link: https://www.econbiz.de/10005706646
Saved in:
7
The Pricing of Multifactor Derivative Securities in a Path-Integral Framework using Multidimensional Fourier-Hermite Series Expansions
Chiarella, Carl
;
El-Hassan, Nadima
;
Kucera, Adam
-
Society for Computational Economics - SCE
-
2002
Persistent link: https://www.econbiz.de/10005345422
Saved in:
8
An Adaptive Model on Asset Pricing and Wealth Dynamics with Heterogeneous Trading Strategies
Chiarella, Carl
;
He, Tony
-
Society for Computational Economics - SCE
-
2002
Persistent link: https://www.econbiz.de/10005345425
Saved in:
9
A simple microstructure model of double auction markets
Iori, Giulia
;
Chiarella, Carl
-
Society for Computational Economics - SCE
-
2002
Persistent link: https://www.econbiz.de/10005345475
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