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~isPartOf:"Computing in Economics and Finance 2002"
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complex dynamics
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Chiarella, Carl
9
El-Hassan, Nadima
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Dieci, Roberto
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Flaschel, Peter
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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
65
Working Paper Series / Finance Discipline Group, Business School
49
Diskussionsarbeit
45
Working paper / School of Finance and Economics, UTS: Business, University of Technology of Sydney
44
Journal of economic behavior & organization : JEBO
31
Journal of economic dynamics & control
28
Working paper / IMK, Institut für Makroökonomie
24
IMK Working Paper
21
Metroeconomica : international review of economics
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Quantitative and empirical analysis of nonlinear dynamic macromodels
19
Diskussionsarbeiten der Fakultät für Wirtschaftswissenschaften der Universität Bielefeld
18
Computational economics
16
U. of Technology, Sydney Finance and Economics Working Paper
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Journal of Economic Behavior & Organization
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Quantitative Finance Research Centre Research Paper
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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BERG working paper series
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Computational Economics
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SpringerLink / Bücher
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Structural change and economic dynamics : SC+ED
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Research paper / Quantitative Finance Research Group, University of Technology Sydney
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Applied mathematical finance
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Diskussionsarbeiten / Institut für Quantitative Ökonomik und Statistik, Universität Berlin
10
Journal of Economic Dynamics and Control
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Metroeconomica
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Routledge frontiers of political economy
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Studies in Nonlinear Dynamics & Econometrics
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Intervention : european journal of economics and economic policies
8
Journal of economics
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Review of political economy
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Structural Change and Economic Dynamics
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The Numerical Solution of the American Option Pricing Problem:Finite Difference and Transform Approaches
8
The journal of futures markets
7
UTS Working Paper
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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
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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
Evaluation of American Strangles
Chiarella, Carl
;
Ziogas, Andrew
-
Society for Computational Economics - SCE
-
2002
Persistent link: https://www.econbiz.de/10005537681
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4
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:
5
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:
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
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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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