Narrow search
Showing 1 - 10 of 29
Cover Image
A behavioural model of investor sentiment in limit order markets
Chiarella, Carl; He, Xue-zhong; Shi, Lei; Wei, Lijian - 2014
Persistent link: https://www.econbiz.de/10010349284
Cover Image
Output, interest and the stock market : a reconsideration of the jump variable technique
Chiarella, Carl (contributor) - 2001
Persistent link: https://www.econbiz.de/10001585472
Cover Image
Stock market, interest rate and output : a model and estimation for US time series data
Chiarella, Carl; Semmler, Willi; Mittnik, Stefan - 1998
Persistent link: https://www.econbiz.de/10013385366
Cover Image
The evaluation of barrier option prices under stochastic volatility
Chiarella, Carl; Kang, Boda; Meyer, Gunter H. - 2010
Persistent link: https://www.econbiz.de/10008662205
Cover Image
Modelling and estimating the forward price curve in the energy market
Chiarella, Carl; Chewlow, Les; King, Boda - 2009
Persistent link: https://www.econbiz.de/10008662359
Cover Image
Markovian defaultable HJM term structure models with unspanned stochastic volatility
Chiarella, Carl; Chege Maina, Samuel; Nikitopoulos, … - 2010
Persistent link: https://www.econbiz.de/10008663092
Cover Image
Optimal investment strategies under stochastic volatility : estimation and applications
Chiarella, Carl; Hsiao, Chih-ying - 2010
Persistent link: https://www.econbiz.de/10008663099
Cover Image
The evaluation of American compound option prices under stochastic volatility using the sparse grid approach
Chiarella, Carl; Kang, Boda - 2009
Persistent link: https://www.econbiz.de/10003857524
Cover Image
Investigating time-efficient methods to price compound options in the Heston Model
Chiarella, Carl; Griebsch, Susanne; Kang, Boda - 2013
Persistent link: https://www.econbiz.de/10009744645
Cover Image
Representation and numerical approximation of American option prices under Heston stochastic volatility dynamics
Adolfsson, Thomas; Chiarella, Carl; Ziogas, Andrew; … - 2013
Persistent link: https://www.econbiz.de/10009725619