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Particle filters for Markov switching stochastic volatility models
Yun, Bao; Chiarella, Carl; Kang, Boda - 2012
Persistent link: https://www.econbiz.de/10009564477
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Pricing American options under regime switching using method of lines
Chiarella, Carl; Nikitopoulos, Christina Sklibosios; … - 2016
Persistent link: https://www.econbiz.de/10011777915
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A dynamic analysis of speculation across two markets
Chiarella, Carl (contributor); Dieci, Roberto (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002260577
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Asset price dynamics with time-varying second moment
Chiarella, Carl; He, Xue-zhong; Wang, Duo - 2004
Persistent link: https://www.econbiz.de/10002554388
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The stochastic dynamics of speculative prices
Chiarella, Carl; He, Xue-zhong; Zheng, Min - 2007
Persistent link: https://www.econbiz.de/10003856740
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Hedge portfolios in markets with price discontinuities
Cheang, Gerald H. L.; Chiarella, Carl - 2008
Persistent link: https://www.econbiz.de/10003856801
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The evaluation of American option prices under stochastic volatility and jump-diffusion dynamics using the method of lines
Chiarella, Carl; Kang, Boda; Meyer, Gunter H.; Ziogas, … - 2008
Persistent link: https://www.econbiz.de/10003856817
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Heterogeneity, market mechanisms, and asset price dynamics
Chiarella, Carl; Dieci, Roberto; He, Xue-zhong - 2008
Persistent link: https://www.econbiz.de/10003857135
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Exchange options under jump-diffusion dynamics
Cheang, Gerald H. L.; Chiarella, Carl - 2008
Persistent link: https://www.econbiz.de/10003857157
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Heterogeneous expectations and exchange rate dynamics
Chiarella, Carl; He, Xue-zhong; Zheng, Min - 2009
Persistent link: https://www.econbiz.de/10003857279