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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
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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
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The black scholes barenblatt equation for options with uncertain volatility and its application to static hedging
Meyer, Gunter H. - In: International journal of theoretical and applied finance 9 (2006) 5, pp. 673-703
Persistent link: https://www.econbiz.de/10003378988
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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
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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
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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
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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