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~person:"Chiarella, Carl"
~subject:"Option pricing theory"
~subject:"Share price"
~subject:"Stochastischer Prozess"
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Option pricing theory
Share price
Stochastischer Prozess
Theorie
244
Theory
241
Volatility
33
Volatilität
33
Keynesian economics
29
Keynesianismus
29
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28
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28
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22
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Chiarella, Carl
Phillips, Peter C. B.
70
Härdle, Wolfgang
61
Lux, Thomas
55
Koopman, Siem Jan
52
Caporale, Guglielmo Maria
50
Hautsch, Nikolaus
48
Timmermann, Allan
44
Jarrow, Robert A.
43
Sethi, Suresh
43
Campbell, John Y.
41
Platen, Eckhard
41
Escudero, Laureano F.
40
Yu, Jun
39
McAleer, Michael
38
Post, Thierry
36
Barndorff-Nielsen, Ole E.
35
Gil-Alaña, Luis A.
35
Engle, Robert F.
33
Dow, James
32
Kohlmann, Michael
32
Veronesi, Pietro
31
He, Xue-zhong
30
Liesenfeld, Roman
30
Lo, Andrew W.
30
Madan, Dilip B.
30
Dumas, Bernard
29
Fabozzi, Frank J.
29
Foucault, Thierry
29
Gupta, Rangan
29
Hull, John
29
Linton, Oliver
29
Abel, Andrew B.
28
Garcia, René
28
Horst, Ulrich
28
Carr, Peter
27
Scaillet, Olivier
27
Weber, Michael
27
Westerhoff, Frank H.
27
Wystup, Uwe
27
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
17
Working paper / School of Finance and Economics, UTS: Business, University of Technology of Sydney
5
Journal of economic dynamics & control
3
Discussion paper / Tinbergen Institute
2
International journal of theoretical and applied finance
2
Nonlinear dynamics and heterogeneous interacting agents : [this volume contains a selection of contributions presented ath the WEHIA 03 (Workshop on Economics with Heterogeneous Interacting Agents), which was held at the Institute of World Economics in Kiel, Germany, on May 29-31, 2003 ; WEHIA 03 has been the 8th edition of a workshop ...]
2
Quantitative Finance Research Centre Research Paper
2
The Oxford handbook of computational economics and finance
2
Advances in Pacific Basin financial markets
1
Advances in finance and stochastics : essays in honour of Dieter Sondermann
1
Applied mathematical finance
1
Asia Pacific journal of management : APJM ; a publication of the Faculty of Business Administration, National University of Singapore
1
Computational methods in financial engineering : essays in honour of Manfred Gilli
1
Contemporary quantitative finance : essays in honour of Eckhard Platen
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Dynamic Modeling and Econometrics in Economics and Finance
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Dynamic modeling and econometrics in economics and finance
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Global analysis of dynamic models in economics and finance : essays in honour of Laura Gardini
1
Journal of economic behavior & organization : JEBO
1
Journal of empirical finance
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Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Quantitative and empirical analysis of nonlinear dynamic macromodels
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Research Paper Number: 299, Quantitative Finance Research Centre, University of Technology, Sydney
1
Research paper / Quantitative Finance Research Group, University of Technology Sydney
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The European journal of finance
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The complex dynamics of economic interaction : essays in economics and econophysics
1
Tinbergen Institute Discussion Paper
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University of Technology Sydney Quantitative Finance Research Centre Research Paper
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ECONIS (ZBW)
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EconStor
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1
A stochastic model of real-financial interaction with boundedly rational heterogeneous agents
Chiarella, Carl
;
Flaschel, Peter
;
He, Xue-zhong
;
Hung, Hing
- In:
Quantitative and empirical analysis of nonlinear …
,
(pp. 333-358)
.
2006
Persistent link: https://www.econbiz.de/10003324053
Saved in:
2
American call options on jump-diffusion processes : a Fourier transform approach
Chiarella, Carl
;
Ziogas, Andrew
-
2006
Persistent link: https://www.econbiz.de/10003329756
Saved in:
3
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:
4
The evaluation of barrier option prices under stochastic volatility
Chiarella, Carl
;
Kang, Boda
;
Meyer, Gunter H.
-
2010
Persistent link: https://www.econbiz.de/10008662205
Saved in:
5
Markovian defaultable HJM term structure models with unspanned stochastic volatility
Chiarella, Carl
;
Chege Maina, Samuel
;
Nikitopoulos, …
-
2010
Persistent link: https://www.econbiz.de/10008663092
Saved in:
6
The evaluation of dicrete barrier options in a path integral framework
Chiarella, Carl
;
Hassan, Nadima el
;
Kucera, Adam
- In:
Computational methods in financial engineering : essays …
,
(pp. 117-144)
.
2008
Persistent link: https://www.econbiz.de/10003669615
Saved in:
7
The stochastic dynamics of speculative prices
Chiarella, Carl
;
He, Xue-zhong
;
Zheng, Min
-
2007
Persistent link: https://www.econbiz.de/10003856740
Saved in:
8
Hedge portfolios in markets with price discontinuities
Cheang, Gerald H. L.
;
Chiarella, Carl
-
2008
Persistent link: https://www.econbiz.de/10003856801
Saved in:
9
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
Saved in:
10
Exchange options under jump-diffusion dynamics
Cheang, Gerald H. L.
;
Chiarella, Carl
-
2008
Persistent link: https://www.econbiz.de/10003857157
Saved in:
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