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~isPartOf:"International journal of theoretical and applied finance"
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Chiarella, Carl
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Nikitopoulos, Christina Sklibosios
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CHIARELLA, CARL
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International journal of theoretical and applied finance
Research Paper Series / Finance Discipline Group, Business School
88
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
65
Working Paper Series / Finance Discipline Group, Business School
49
Working paper / School of Finance and Economics, UTS: Business, University of Technology of Sydney
45
Journal of economic dynamics & control
25
Journal of economic behavior & organization : JEBO
19
U. of Technology, Sydney Finance and Economics Working Paper
16
Quantitative Finance Research Centre Research Paper
14
Diskussionsarbeit
12
Research paper / Quantitative Finance Research Group, University of Technology Sydney
12
The journal of futures markets
12
Applied mathematical finance
11
Asia-Pacific financial markets
11
Journal of Economic Behavior & Organization
11
Computational economics
10
Journal of Economic Dynamics and Control
10
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
10
Computing in Economics and Finance 2002
9
Quantitative and empirical analysis of nonlinear dynamic macromodels
9
Computational Economics
8
The Numerical Solution of the American Option Pricing Problem:Finite Difference and Transform Approaches
8
Asia-Pacific Financial Markets
7
Energy economics
7
Macroeconomic dynamics
7
Mathematical finance : an international journal of mathematics, statistics and financial theory
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UTS Working Paper
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Applied Mathematical Finance
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Finance and stochastics
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International review of financial analysis
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SpringerLink / Bücher
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The European journal of finance
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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 2006
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Discussion paper series
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Journal of Futures Markets
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Quantitative Finance Research Centre Working Paper
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Routledge frontiers of political economy
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Studies in Nonlinear Dynamics & Econometrics
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Computing in Economics and Finance 1997
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A nonlinear filtering approach to volatility estimation with a view towards high frequency
Frey, Rüdiger
;
Runggaldier, Wolfgang J.
- In:
International journal of theoretical and applied finance
4
(
2001
)
2
,
pp. 199-210
Persistent link: https://www.econbiz.de/10001578681
Saved in:
2
Credit risk and incomplete information : filtering and EM parameter estimation
Fontana, Claudio
;
Runggaldier, Wolfgang J.
- In:
International journal of theoretical and applied finance
13
(
2010
)
5
,
pp. 683-715
Persistent link: https://www.econbiz.de/10008904347
Saved in:
3
A filtering approach to pricing in multifactor term structure models
Gombani, Andrea
;
Runggaldier, Wolfgang J.
- In:
International journal of theoretical and applied finance
4
(
2001
)
2
,
pp. 303-320
Persistent link: https://www.econbiz.de/10001578740
Saved in:
4
CREDIT DERIVATIVES PRICING WITH STOCHASTIC VOLATILITY MODELS
CHIARELLA, CARL
;
MAINA, SAMUEL CHEGE
;
SKLIBOSIOS, …
- In:
International journal of theoretical and applied finance
16
(
2013
)
4
Persistent link: https://www.econbiz.de/10010151928
Saved in:
5
Credit derivatives pricing with stochastic volatility models
Chiarella, Carl
;
Chege Maina, Samuel
;
Nikitopoulos, …
- In:
International journal of theoretical and applied finance
16
(
2013
)
4
,
pp. 1-28
Persistent link: https://www.econbiz.de/10009779780
Saved in:
6
A Markovian defaultable term structure model with state dependent volatilities
Chiarella, Carl
;
Nikitopoulos, Christina Sklibosios
; …
- In:
International journal of theoretical and applied finance
10
(
2007
)
1
,
pp. 155-202
Persistent link: https://www.econbiz.de/10003415746
Saved in:
7
The evaluation of American option prices under stochastic volatitlity and jump-diffusion dynamics using the method of lines
Chiarella, Carl
;
Kang, Boda
;
Meyer, Gunter H.
;
Ziogas, …
- In:
International journal of theoretical and applied finance
12
(
2009
)
3
,
pp. 393-425
Persistent link: https://www.econbiz.de/10003867417
Saved in:
8
The evaluation of multiple year gas sales agreement with regime switching
Chiarella, Carl
;
Clewlow, Les
;
Kang, Boda
- In:
International journal of theoretical and applied finance
19
(
2016
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10011453874
Saved in:
9
Approximate hedging of options under jump-diffusion processes
Mina, Karl Friedrich
;
Cheang, Gerald H. L.
;
Chiarella, Carl
- In:
International journal of theoretical and applied finance
18
(
2015
)
4
,
pp. 1-26
Persistent link: https://www.econbiz.de/10011403772
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