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~language:"eng"
~person:"Chiarella, Carl"
~subject:"Optionspreistheorie"
~subject:"Volatilität"
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Optionspreistheorie
Volatilität
Theorie
77
Theory
75
Keynesian economics
28
Keynesianismus
28
Business cycle
26
Konjunktur
26
Monetary growth model
21
Monetäre Wachstumstheorie
21
Konjunkturtheorie
20
Neoclassical synthesis
19
Neoklassische Synthese
19
Business cycle theory
18
Chaos theory
14
Chaostheorie
14
Volatility
14
Yield curve
14
Zinsstruktur
14
Dynamische Wirtschaftstheorie
11
Economic dynamics
11
Portfolio-Management
10
Stochastic process
10
Stochastischer Prozess
10
Macroeconomics
9
Makroökonomik
9
Nichtlineare Dynamik
9
Option pricing theory
9
Phillips curve
9
Phillips-Kurve
9
Geldpolitik
8
Nonlinear dynamics
8
Portfolio selection
8
Börsenkurs
7
CAPM
7
Estimation
7
Schätzung
7
Share price
7
Wirtschaftliche Instabilität
7
Dynamische Makroökonomie
6
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Chiarella, Carl
McAleer, Michael
57
Gupta, Rangan
32
Pierdzioch, Christian
23
Caporale, Guglielmo Maria
22
Chang, Chia-Lin
21
Gannon, Gerard L.
12
Mumtaz, Haroon
12
Spagnolo, Nicola
12
Alòs, Elisa
11
Buch, Claudia M.
11
Härdle, Wolfgang
11
Bollerslev, Tim
10
Caporin, Massimiliano
10
Diebold, Francis X.
10
Andersen, Torben
9
Cerrato, Mario
9
Döpke, Jörg
9
Guo, Hui
9
Allen, David E.
8
Asai, Manabu
8
Farmer, Roger E. A.
8
Hautsch, Nikolaus
8
Miller, Stephen M.
8
Salisu, Afees A.
8
Theodoridis, Konstantinos
8
Weber, Enzo
8
Yu, Jun
8
Hammoudeh, Shawkat
7
Laurent, Sébastien
7
Pesaran, M. Hashem
7
Siklos, Pierre L.
7
Timmermann, Allan
7
Xu, Yongdeng
7
Ҫepni, Oğuzhan
7
Benk, Szilárd
6
Billio, Monica
6
Bonato, Matteo
6
Branger, Nicole
6
Dijk, Dick van
6
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
11
Working paper / School of Finance and Economics, UTS: Business, University of Technology of Sydney
7
Journal of economic behavior & organization : JEBO
1
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ECONIS (ZBW)
19
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1
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:
2
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:
3
Optimal investment strategies under stochastic volatility : estimation and applications
Chiarella, Carl
;
Hsiao, Chih-ying
-
2010
Persistent link: https://www.econbiz.de/10008663099
Saved in:
4
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
Saved in:
5
Modelling the evolution of credit spreads using the Cox process within the HJM framework : a CDS option pricing model
Chiarella, Carl
;
Fanelli, Viviana
;
Musti, Silvana
-
2009
Persistent link: https://www.econbiz.de/10008662364
Saved in:
6
The representation of American options prices under stochastic volatility and jump-diffusion dynamics
Cheang, Gerald
;
Chiarella, Carl
;
Ziogas, Andrew
-
2009
Persistent link: https://www.econbiz.de/10009233319
Saved in:
7
Estimating behavioural heterogeneity under regime switching
Chiarella, Carl
;
He, Xue-zhong
;
Huang, Weihong
;
Zheng, …
- In:
Journal of economic behavior & organization : JEBO
83
(
2012
)
3
,
pp. 446-460
Persistent link: https://www.econbiz.de/10011584097
Saved in:
8
A class of jump-diffusion bond pricing models within the HJM framework
Chiarella, Carl
;
Nikitopoulos, Christina Sklibosios
-
2004
Persistent link: https://www.econbiz.de/10002260625
Saved in:
9
Learning in a generalized Dornbusch model of exchange rate dynamics
Chiarella, Carl
;
Khomin, Alexander
-
2000
Persistent link: https://www.econbiz.de/10001476004
Saved in:
10
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:
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