Showing results 19 to 38 of 161
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Issue Date | Title | Author(s) |
2006-08-01 | A behavioral asset pricing model with a time-varying second moment | Chiarella, C; He, XZ; Wang, D |
2017-01-02 | A behavioural model of investor sentiment in limit order markets | Chiarella, C; He, XZ; Shi, L; Wei, L |
2003-12 | Bounded continuously distributed delays in dynamic oligopolies | Chiarella, C; Szidarovszky, F |
2016 | Business Confidence and Macroeconomic Dynamics in a Nonlinear Two-Country Framework with Aggregate Opinion Dynamics | Charpe, M; Chiarella, C; Flaschel, P; Proano, C; Bernard, L; Nyambuu, U |
2016-11-01 | Chasing trends at the micro-level: The effect of technical trading on order book dynamics | Chiarella, C; Ladley, D |
2003-01 | A Class of Jump-Diffusion Bond Pricing Models within the HJM Framework | Chiarella, C; Nikitopoulos Sklibosios, C |
2001-01-01 | Classes of interest rate models under the HJM framework | Chiarella, C; Kwon, OK |
2014-04-01 | A comparative study on time-efficient methods to price compound options in the Heston model | Chiarella, C; Griebsch, S; Kang, B |
2014-01-01 | Computational Methods for Derivatives with Early Exercise Features | Chiarella, C; Kang, B; Meyer, G; Ziogas, A |
2010-01 | Continuity Theorems in Boundary Crossing Problems for Diffusion Processes | Borovkov, K; Downes, AN; Novikov, A; Chiarella, C; Novikov, A |
2007-01 | A Control Variate Method for Monte Carlo Simulations of Heath-Jarrow-Morton Models with Jumps | Chiarella, C; Nikitopoulos Sklibosios, C; Schlogl, E |
2005-01 | Cournot oligopolies with product differentiation under uncertainty | Chiarella, C; Szidarovszky, F |
2013-06-01 | Credit derivatives pricing with stochastic volatility models | Chiarella, C; Maina, SC; Sklibosios, CN |
2013-01 | Credit portfolio correlations with dynamic leverage ratios | Chiarella, C; Huang, N; Chi-Fai Lo, E; Rösch, D; Scheule, H |
2015-03-25 | Derivative Security Pricing Techniques, Methods and Applications | Chiarella, C; Xue-Zhong, H; Nikitopoulos, CS |
2011-03-01 | Do heterogeneous beliefs diversify market risk? | Chiarella, C; Dieci, R; He, XZ |
2009-05-25 | Does the market maker stabilize the market? | Zhu, M; Chiarella, C; He, XZ; Wang, D |
2006 | A dynamic analysis of moving average rules | Chiarella, C; He, X-Z; Hommes, C |
2012-09 | A DYNAMIC ANALYSIS OF THE MICROSTRUCTURE OF MOVING AVERAGE RULES IN A DOUBLE AUCTION MARKET | Chiarella, C; He, X-Z; Pellizzari, P |
2011-01 | The dynamic behaviour of asset prices in disequilibrium: a survey | Chiarella, C; Dieci, R; He, X |