Showing results 1 to 20 of 161
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| Issue Date | Title | Author(s) |
| 2019-01-01 | "Animal spirits" and bank's lending behaviour, a disequilibrium approach | Chiarella, C; Di Guilmi, C; Zhi, T |
| 2017-01-02 | A behavioural model of investor sentiment in limit order markets | Chiarella, C; He, XZ; Shi, L; Wei, L |
| 2017-01-01 | MONETARY POLICY and DEBT DEFLATION: SOME COMPUTATIONAL EXPERIMENTS | Chiarella, C; Di Guilmi, C |
| 2016-11-01 | Chasing trends at the micro-level: The effect of technical trading on order book dynamics | Chiarella, C; Ladley, D |
| 2016-06-26 | High frequency trading and learning in a dynamic limit order market | Arifovic, J; Chiarella, C; He, X; Wei, L |
| 2016-06-01 | Stochastic correlation and risk premia in term structure models | Chiarella, C; Hsiao, CY; Tô, TD |
| 2016-02-01 | The evaluation of multiple year gas sales agreement with regime switching | Chiarella, C; Clewlow, L; Kang, B |
| 2016-02-01 | The Return-Volatility Relation in Commodity Futures Markets | Chiarella, C; Kang, B; Nikitopoulos, CS; Tô, TD |
| 2016 | Sustainable Asset Accumulation and Dynamic Portfolio Decisions | Chiarella, C; Semmler, W; Hsiao, C; Mateane, L |
| 2016 | Business Confidence and Macroeconomic Dynamics in a Nonlinear Two-Country Framework with Aggregate Opinion Dynamics | Charpe, M; Chiarella, C; Flaschel, P; Proano, C; Bernard, L; Nyambuu, U |
| 2015-03-25 | Derivative Security Pricing Techniques, Methods and Applications | Chiarella, C; Xue-Zhong, H; Nikitopoulos, CS |
| 2015-01-01 | Approximate hedging of options under jump-diffusion processes | Mina, KF; Cheang, GHL; Chiarella, C |
| 2015-01-01 | Learning, information processing and order submission in limit order markets | Chiarella, C; He, XZ; Wei, L |
| 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 | Heterogeneous expectations in asset pricing: Empirical evidence from the S&P500 | Chiarella, C; He, XZ; Zwinkels, RCJ |
| 2014-01-01 | The numerical solution of the American option pricing problem: Finite difference and transform approaches | Chiarella, C; Kang, B; Meyer, GH |
| 2014-01-01 | Computational Methods for Derivatives with Early Exercise Features | Chiarella, C; Kang, B; Meyer, G; Ziogas, A |
| 2013-11-01 | Humps in the volatility structure of the crude oil futures market: New evidence | Chiarella, C; Kang, B; Nikitopoulos, CS; TÔ, TD |
| 2013-10-04 | American option pricing under two stochastic volatility processes | Chiarella, C; Ziveyi, J |
| 2013-09-01 | The evaluation of American compound option prices under stochastic volatility and stochastic interest rates | Chiarella, C; Kang, B |
