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Browsing byAuthorChiarella, C
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Showing results 158 to 161 of 161
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Issue Date
Title
Author(s)
2004-01
The value of the S&P 500 - a macro view of the stock market adjustment process.
Chiarella, C
;
Gao, S
2005-03-01
A volatility decomposition control variate technique for Monte Carlo simulations of Heath Jarrow Morton models
Chiarella, C
;
Clewlow, L
;
Musti, S
2006-08
The volatility of the instantaneous spot interest rate implied by arbitrage pricing - A dynamic Bayesian approach
Bhar, R
;
Chiarella, C
;
Hung, H
;
Runggaldier, WJ
2009-04-15
The volatility structure of the fixed income market under the HJM framework: A nonlinear filtering approach
Chiarella, C
;
Hung, H
;
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