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Issue DateTitleAuthor(s)
Jan-2011Modelling the evolution of credit spreads using the Cox process within the HJM framework: A CDS option pricing modelChiarella, C; Fanelli, V; Musti, S
Jan-2001The Nonlinear Cournot Model Under Uncertainty with Continously Distributed Time LagsChiarella, C; Szidarovszky, F
1-Dec-2005Asset price dynamics and diversification with heterogeneous agentsChiarella, C; Died, R; Gardini, L
Jan-2001Price Flexibility & Debt Dynamics in a High Order AS-AD ModelChiarella, C; Flaschel, P; Semmler, W
1-Mar-2005A volatility decomposition control variate technique for Monte Carlo simulations of Heath Jarrow Morton modelsChiarella, C; Clewlow, L; Musti, S
Jan-2006The feedback channels in macroeconomics: analytical foundations for structural econometric model buildingChen, P; Chiarella, C; Flaschel, P; Semmler, W
Jan-2013Integrated aggregate supply chain planning using memetic algorithm - A performance analysis case studyFahimnia, B; Zanjirani Farahani, R; Sarkis, J
Jan-2006Time consistent dynamic risk measuresKang, B; Filar, J
1-Dec-2005An asset pricing model with adaptive heterogeneous agents and wealth effectsChiarella, C; He, XZ
16-Aug-2014Real time disruption management for a two-stage batch production-inventory system with reliability considerationsPaul, SK; Sarker, R; Essam, D
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