Browsing by Author Chiarella, C

Showing results 1 to 20 of 162  next >
Issue DateTitleAuthor(s)
2-Jan-2017A behavioural model of investor sentiment in limit order marketsChiarella, C; He, XZ; Shi, L; Wei, L
30-Nov-2016Chasing trends at the micro-level: The effect of technical trading on order book dynamicsChiarella, C; Ladley, D
26-Jun-2016High frequency trading and learning in a dynamic limit order marketArifovic, J; Chiarella, C; He, X; Wei, L
23-Feb-2016Stochastic correlation and risk premia in term structure modelsChiarella, C; Hsiao, C; To, T
1-Feb-2016The Evaluation Of Multiple Year Gas Sales Agreement With Regime SwitchingChiarella, C; Clewlow, L; Kang, B
2016Sustainable Asset Accumulation and Dynamic Portfolio DecisionsChiarella, C; Semmler, W; Hsiao, C; Mateane, L
2016Business Confidence and Macroeconomic Dynamics in a Nonlinear Two-Country Framework with Aggregate Opinion DynamicsCharpe, M; Chiarella, C; Flaschel, P; Proano, C; Bernard, L; Nyambuu, U
2016The return-volatility relation in commodity futures marketsChiarella, C; Kang, B; To, T; Nikitopoulos Sklibosios, C
1-Dec-2015Learning, information processing and order submission in limit order marketsChiarella, C; He, X; Wei, L
11-Jun-2015Approximate Hedging of Options Under Jump-Diffusion ProcessesMina, K; Cheang, G; Chiarella, C
25-Mar-2015Derivative Security Pricing Techniques, Methods and ApplicationsChiarella, C; Xue-Zhong, H; Nikitopoulos, CS
Jan-2014Computational methods for derivatives with early exercise featuresChiarella, C; Kang, B; Meyer, G; Ziogas, A; Schmedders, K; Judd, KL
Jan-2014A comparative study on time-efficient methods to price compound options in the Heston modelChiarella, C; Griebsch, S; Kang, B
Jan-2014The numerical solution of the American option pricing problem: Finite difference and transform approachesChiarella, C; Kang, B; Meyer, G
Jan-2014Heterogeneous expectations in asset pricing: Empirical evidence from the S&P500Chiarella, C; He, X; Zwinkels, R
Jan-2013Keynes, the dynamic stochastic general equilibrium model, and the business cycleChiarella, C; Flaschel, P; Semmler, W; Ryuzo Kuroki
Jan-2013The representation of American options prices under stochastic volatility and jump-diffusion dynamicsCheang, GH; Chiarella, C; Ziogas, A
Jan-2013Credit portfolio correlations with dynamic leverage ratiosChiarella, C; Huang, N; Chi-Fai Lo, E; Rösch, D; Scheule, H
Jan-2013Dynamic monopoly with bounded continuously distributed delayMatsumoto, A; Chiarella, C; Szidarovszky, F
Jan-2013Isoelastic oligopolies under uncertaintyChiarella, C; Matsumoto, A; Szidarovszky, F