OPUS at UTS: Search - Open Publications of UTS Scholars

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Issue Date	Title	Author(s)
2013-01	The representation of American options prices under stochastic volatility and jump-diffusion dynamics	Cheang, GH; Chiarella, C; Ziogas, A
2008-01	Pricing American Options Under Stochastic Volatility and Jump-Diffusion Dynamics	Chiarella, C; Meyer, G; Ziogas, A; Muller, K; Steffens, U
2005-01	Evaluation of American strangles	Chiarella, C; Ziogas, A
2009-01	American Call Options Under Jump-Diffusion Processes - A Fourier Transform Approach	Chiarella, C; Ziogas, A
2010	Representation of American Option Prices Under Heston Stochastic Volatility Dynamics Using Integral Transforms	Chiarella, C; Ziogas, A; Ziveyi, J

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