Browsing byAuthorChiarella, C

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Issue DateTitleAuthor(s)
2010-01-01M-6-On Minimal Market Models and Minimal Martingale MeasuresHulley, H; Schweizer, M; Chiarella, C; Novikov, A
2012-12-01A macrodynamic model of real-financial interaction: Implications of budget equations and capital accumulationChiarella, C; Flaschel, P; Semmler, W
2012Macroeconomic Stabilization Policies in Intrinsically Unstable MacroeconomiesChiarella, C; Flaschel, P; Koeper, C; Proano, C; Semmler, W
2007-02-01A Markovian defaultable term structure model with state dependent volatilitiesChiarella, C; Sklibosios, CN; Schlögl, E
2005-01Mean variance preferences expectations formation and the dynamics of random asset pricesBohm, V; Chiarella, C
2008-09-01A model of financial market dynamics with heterogeneous beliefs and state-dependent confidenceChiarella, C; Dieci, R; Gardini, L; Sbragia, L
2001-01-01Modelling the currency forward risk premium: A new perspectiveBhar, R; Chiarella, C; Pham, TM
2011-01Modelling the evolution of credit spreads using the Cox process within the HJM framework: A CDS option pricing modelChiarella, C; Fanelli, V; Musti, S
2012-01A modern view on Merton's jump-diffusion modelCheang, GH; Chiarella, C; Cohen, SN; Madan, D; Siu, TK; Yang, H
2010-01Monetary MacrodynamicsAsada, T; Chiarella, C; Flaschel, P; Franke, R
2017-01-01MONETARY POLICY and DEBT DEFLATION: SOME COMPUTATIONAL EXPERIMENTSChiarella, C; Di Guilmi, C
2006-10-01Moving average rules as a source of market instabilityChiarella, C; He, XZ; Hommes, C
2006-01The multifactor nature of the volatility of futures marketsChiarella, C; To, T
2009-01A multiobjective model of oligopolies under uncertaintyChiarella, C; Szidarovsky, F
2001-01The Nonlinear Cournot Model Under Uncertainty with Continously Distributed Time LagsChiarella, C; Szidarovszky, F
2010-12-01Nonlinear oligopolies: Stability and bifurcationsBischi, GI; Kopel, M; Chiarella, C; Szidarovszky, F
2003-10Nonlinear Phillips curves, complex dynamics and monetary policy in a Keynesian macro modelChiarella, C; Flaschel, P; Gong, G; Semmler, W
2014-01-01The numerical solution of the American option pricing problem: Finite difference and transform approachesChiarella, C; Kang, B; Meyer, GH
2002-01On Filtering in Markovian Term Structure ModelsChiarella, C; Pasquali, S; Runggaldier, WJ; Yong, J
2001-12-01On filtering in Markovian term structure models: An approximation approachChiarella, C; Pasquali, S; Runggaldier, WJ