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~person:"Chiarella, Carl"
~subject:"Optionspreistheorie"
~subject:"Share price"
~subject:"Stochastischer Prozess"
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Optionspreistheorie
Share price
Stochastischer Prozess
Theorie
245
Theory
242
Volatility
33
Volatilität
33
Keynesian economics
29
Keynesianismus
29
CAPM
28
Stochastic process
28
Börsenkurs
22
Monetary growth model
22
Monetäre Wachstumstheorie
22
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22
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22
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20
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20
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20
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19
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19
Option pricing theory
19
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18
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18
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18
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18
Portfolio selection
18
Anlageverhalten
17
Behavioural finance
17
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16
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16
Konjunktur
16
Nichtlineare Dynamik
16
Financial crisis
15
Finanzkrise
15
Nonlinear dynamics
15
Macroeconomics
14
Makroökonomik
14
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14
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13
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English
63
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Chiarella, Carl
Phillips, Peter C. B.
70
Härdle, Wolfgang
60
Lux, Thomas
55
Koopman, Siem Jan
52
Caporale, Guglielmo Maria
51
Hautsch, Nikolaus
48
Timmermann, Allan
44
Sethi, Suresh
43
Campbell, John Y.
42
Jarrow, Robert A.
42
Platen, Eckhard
41
Escudero, Laureano F.
40
McAleer, Michael
38
Yu, Jun
38
Post, Thierry
36
Wystup, Uwe
36
Barndorff-Nielsen, Ole E.
35
Gil-Alaña, Luis A.
34
Engle, Robert F.
33
Kohlmann, Michael
33
Dow, James
32
Horst, Ulrich
31
Veronesi, Pietro
31
He, Xue-zhong
30
Hull, John
30
Liesenfeld, Roman
30
Lo, Andrew W.
30
Madan, Dilip B.
30
Dumas, Bernard
29
Fabozzi, Frank J.
29
Foucault, Thierry
29
Linton, Oliver
29
Abel, Andrew B.
28
Garcia, René
28
Carr, Peter
27
Gupta, Rangan
27
Pierdzioch, Christian
27
Scaillet, Olivier
27
Weber, Michael
27
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Quantitative Finance Research Centre <Sydney>
1
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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
1
Diskussionsarbeit
1
Dynamic Modeling and Econometrics in Economics and Finance
1
Dynamic modeling and econometrics in economics and finance
1
Forschungsberichte / Ludwig Boltzmann Institut zur Analyse Wirtschaftspolitischer Aktivitäten
1
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
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Quantitative and empirical analysis of nonlinear dynamic macromodels
1
Research Paper Number: 299, Quantitative Finance Research Centre, University of Technology, Sydney
1
Research paper / Quantitative Finance Research Group, University of Technology Sydney
1
SpringerLink / Bücher
1
The European journal of finance
1
The complex dynamics of economic interaction : essays in economics and econophysics
1
Tinbergen Institute Discussion Paper
1
University of Technology Sydney Quantitative Finance Research Centre Research Paper
1
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ECONIS (ZBW)
62
EconStor
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1
Evaluation of derivative security prices in the Heath Jarrow-Morton framework as path integrals using fast fourier transform techniques
Chiarella, Carl
;
Hassan, Nadima el
-
1997
Persistent link: https://www.econbiz.de/10000985681
Saved in:
2
Learning dynamics in a nonlinear stochastic model of exchange rate
Chiarella, Carl
;
Khomin, Alexander
-
1996
Persistent link: https://www.econbiz.de/10001376973
Saved in:
3
Estimating interest rate futures model in the Heath-Jarrow-Morton framework
Bhar, Ramaprasad
- In:
Advances in Pacific Basin financial markets
4
(
1998
),
pp. 211-226
Persistent link: https://www.econbiz.de/10001250661
Saved in:
4
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:
5
Stochastic correlation and risk premia in term structure models
Chiarella, Carl
;
Hsiao, Chih-ying
;
Tô, Thuy-Duong
- In:
Journal of empirical finance
37
(
2016
),
pp. 59-78
Persistent link: https://www.econbiz.de/10011662911
Saved in:
6
Learning, information processing and order submission in limit order markets
Chiarella, Carl
;
He, Xue-zhong
;
Wei, Lijian
- In:
Journal of economic dynamics & control
61
(
2015
),
pp. 245-268
Persistent link: https://www.econbiz.de/10011589535
Saved in:
7
Derivative security pricing : techniques, methods and applications
Chiarella, Carl
;
He, Xue-zhong
;
Nikitopoulos, Christina …
-
2015
Persistent link: https://www.econbiz.de/10010505260
Saved in:
8
Heterogeneous expectations in asset pricing : empirical evidence from the S&P500
Chiarella, Carl
;
He, Xue-zhong
;
Zwinkels, Remco C. J.
- In:
Journal of economic behavior & organization : JEBO
105
(
2014
),
pp. 1-16
Persistent link: https://www.econbiz.de/10010465070
Saved in:
9
Pricing American options under regime switching using method of lines
Chiarella, Carl
;
Nikitopoulos, Christina Sklibosios
; …
-
2016
Persistent link: https://www.econbiz.de/10011777915
Saved in:
10
Particle filters for Markov switching stochastic volatility models
Yun, Bao
;
Chiarella, Carl
;
Kang, Boda
- In:
The Oxford handbook of computational economics and finance
,
(pp. 249-266)
.
2018
Persistent link: https://www.econbiz.de/10011952212
Saved in:
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