Browsing byAuthorChiarella, C

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Issue DateTitleAuthor(s)
2016-11-01Chasing trends at the micro-level: The effect of technical trading on order book dynamicsChiarella, C; Ladley, D
2003-01A Class of Jump-Diffusion Bond Pricing Models within the HJM FrameworkChiarella, C; Nikitopoulos Sklibosios, C
2001-01-01Classes of interest rate models under the HJM frameworkChiarella, C; Kwon, OK
2014-04-01A comparative study on time-efficient methods to price compound options in the Heston modelChiarella, C; Griebsch, S; Kang, B
2014-01-01Computational Methods for Derivatives with Early Exercise FeaturesChiarella, C; Kang, B; Meyer, G; Ziogas, A
2010-01Continuity Theorems in Boundary Crossing Problems for Diffusion ProcessesBorovkov, K; Downes, AN; Novikov, A; Chiarella, C; Novikov, A
2007-01A Control Variate Method for Monte Carlo Simulations of Heath-Jarrow-Morton Models with JumpsChiarella, C; Nikitopoulos Sklibosios, C; Schlogl, E
2005-01Cournot oligopolies with product differentiation under uncertaintyChiarella, C; Szidarovszky, F
2013-06-01Credit derivatives pricing with stochastic volatility modelsChiarella, C; Maina, SC; Sklibosios, CN
2013-01Credit portfolio correlations with dynamic leverage ratiosChiarella, C; Huang, N; Chi-Fai Lo, E; Rösch, D; Scheule, H
2015-03-25Derivative Security Pricing Techniques, Methods and ApplicationsChiarella, C; Xue-Zhong, H; Nikitopoulos, CS
2011-03-01Do heterogeneous beliefs diversify market risk?Chiarella, C; Dieci, R; He, XZ
2009-05-25Does the market maker stabilize the market?Zhu, M; Chiarella, C; He, XZ; Wang, D
2006A dynamic analysis of moving average rulesChiarella, C; He, X-Z; Hommes, C
2012-09A DYNAMIC ANALYSIS OF THE MICROSTRUCTURE OF MOVING AVERAGE RULES IN A DOUBLE AUCTION MARKETChiarella, C; He, X-Z; Pellizzari, P
2011-01The dynamic behaviour of asset prices in disequilibrium: a surveyChiarella, C; Dieci, R; He, X
2005-03-01The dynamic interaction of speculation and diversificationChiarella, C; Dieci, R; Gardini, L
2013-02-01Dynamic monopoly with bounded continuously distributed delayMatsumoto, A; Chiarella, C; Szidarovszky, F
2001-01Dynamic Oligopilies, Stability & BifurcationSzidarovszky, F; Chiarella, C
2009-01Dynamic oligopolies and intertemporal demand interactionChiarella, C; Szidarovsky, F