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Showing results 107 to 126 of 161
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Issue Date
Title
Author(s)
2010-01-01
M-6-On Minimal Market Models and Minimal Martingale Measures
Hulley, H
;
Schweizer, M
;
Chiarella, C
;
Novikov, A
2012-12-01
A macrodynamic model of real-financial interaction: Implications of budget equations and capital accumulation
Chiarella, C
;
Flaschel, P
;
Semmler, W
2012
Macroeconomic Stabilization Policies in Intrinsically Unstable Macroeconomies
Chiarella, C
;
Flaschel, P
;
Koeper, C
;
Proano, C
;
Semmler, W
2007-02-01
A Markovian defaultable term structure model with state dependent volatilities
Chiarella, C
;
Sklibosios, CN
;
Schlögl, E
2005-01
Mean variance preferences expectations formation and the dynamics of random asset prices
Bohm, V
;
Chiarella, C
2008-09-01
A model of financial market dynamics with heterogeneous beliefs and state-dependent confidence
Chiarella, C
;
Dieci, R
;
Gardini, L
;
Sbragia, L
2001-01-01
Modelling the currency forward risk premium: A new perspective
Bhar, R
;
Chiarella, C
;
Pham, TM
2011-01
Modelling the evolution of credit spreads using the Cox process within the HJM framework: A CDS option pricing model
Chiarella, C
;
Fanelli, V
;
Musti, S
2012-01
A modern view on Merton's jump-diffusion model
Cheang, GH
;
Chiarella, C
;
Cohen, SN
;
Madan, D
;
Siu, TK
;
Yang, H
2010-01
Monetary Macrodynamics
Asada, T
;
Chiarella, C
;
Flaschel, P
;
Franke, R
2017-01-01
MONETARY POLICY and DEBT DEFLATION: SOME COMPUTATIONAL EXPERIMENTS
Chiarella, C
;
Di Guilmi, C
2006-10-01
Moving average rules as a source of market instability
Chiarella, C
;
He, XZ
;
Hommes, C
2006-01
The multifactor nature of the volatility of futures markets
Chiarella, C
;
To, T
2009-01
A multiobjective model of oligopolies under uncertainty
Chiarella, C
;
Szidarovsky, F
2001-01
The Nonlinear Cournot Model Under Uncertainty with Continously Distributed Time Lags
Chiarella, C
;
Szidarovszky, F
2010-12-01
Nonlinear oligopolies: Stability and bifurcations
Bischi, GI
;
Kopel, M
;
Chiarella, C
;
Szidarovszky, F
2003-10
Nonlinear Phillips curves, complex dynamics and monetary policy in a Keynesian macro model
Chiarella, C
;
Flaschel, P
;
Gong, G
;
Semmler, W
2014-01-01
The numerical solution of the American option pricing problem: Finite difference and transform approaches
Chiarella, C
;
Kang, B
;
Meyer, GH
2002-01
On Filtering in Markovian Term Structure Models
Chiarella, C
;
Pasquali, S
;
Runggaldier, WJ
;
Yong, J
2001-12-01
On filtering in Markovian term structure models: An approximation approach
Chiarella, C
;
Pasquali, S
;
Runggaldier, WJ