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Showing results 23 to 42 of 161
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Issue Date
Title
Author(s)
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
2005-03-01
The dynamic interaction of speculation and diversification
Chiarella, C
;
Dieci, R
;
Gardini, L
2013-02-01
Dynamic monopoly with bounded continuously distributed delay
Matsumoto, A
;
Chiarella, C
;
Szidarovszky, F
2001-01
Dynamic Oligopilies, Stability & Bifurcation
Szidarovszky, F
;
Chiarella, C
2009-01
Dynamic oligopolies and intertemporal demand interaction
Chiarella, C
;
Szidarovsky, F