The following pages link to Carl Chiarella (Q186807):
Displaying 50 items.
- American option pricing under two stochastic volatility processes (Q278970) (← links)
- A comparative study on time-efficient methods to price compound options in the Heston model (Q316625) (← links)
- Sustainable asset accumulation and dynamic portfolio decisions (Q318857) (← links)
- The evaluation of barrier option prices under stochastic volatility (Q356102) (← links)
- An evolutionary CAPM under heterogeneous beliefs (Q470657) (← links)
- The financial instability hypothesis: a stochastic microfoundation framework (Q550828) (← links)
- Modelling the evolution of credit spreads using the Cox process within the HJM framework: a CDS option pricing model (Q621671) (← links)
- An analysis of the effect of noise in a heterogeneous agent financial market model (Q622244) (← links)
- The dynamics of speculative behaviour (Q684761) (← links)
- (Q814313) (redirect page) (← links)
- Cournot oligopolies with product differentiation under uncertainty (Q814314) (← links)
- An analysis of the complex dynamic behaviour of nonlinear oligopoly models with time delays. (Q815637) (← links)
- A class of jump-diffusion bond pricing models within the HJM framework (Q816765) (← links)
- The multifactor nature of the volatility of futures markets (Q853577) (← links)
- The impact of short-sale constraints on asset allocation strategies via the backward Markov chain approximation method (Q857737) (← links)
- My chaotic career-from billiard balls to economic dynamics and financial markets (Q943157) (← links)
- A behavioral asset pricing model with a time-varying second moment (Q943159) (← links)
- A model of financial market dynamics with heterogeneous beliefs and state-dependent confidence (Q943958) (← links)
- Evaluation of American strangles (Q953735) (← links)
- A dynamic analysis of moving average rules (Q959647) (← links)
- Asset price and wealth dynamics in a financial market with heterogeneous agents (Q959648) (← links)
- The volatility structure of the fixed income market under the HJM framework: a nonlinear filtering approach (Q961403) (← links)
- A preference free partial differential equation for the term structure of interest rates (Q1000411) (← links)
- A complete Markovian stochastic volatility model in the HJM framework (Q1000522) (← links)
- The elements of a nonlinear theory of economic dynamics (Q1188683) (← links)
- The Bertrand oligopoly with information lag. (Q1412118) (← links)
- Classes of interest rate models under the HJM framework (Q1415420) (← links)
- Modelling the currency forward risk premium: A new perspective (Q1417040) (← links)
- An implementation of Bouchouev's method for a short time calibration of option pricing models (Q1417057) (← links)
- Asset price dynamics among heterogeneous interacting agents (Q1417067) (← links)
- Finite dimensional affine realisations of HJM models in terms of forward rates and yields (Q1421716) (← links)
- A game theoretical partially cooperative model of international fishing with time delay (Q1433617) (← links)
- Nonlinear Phillips curves, complex dynamics and monetary policy in a Keynesian macro model (Q1433622) (← links)
- Bounded continuously distributed delays in dynamic oligopolies (Q1433793) (← links)
- The asymptotic behavior of dynamic rent-seeking games (Q1609051) (← links)
- Heterogeneous beliefs, risk and learning in a simple asset pricing model (Q1610301) (← links)
- Learning, information processing and order submission in limit order markets (Q1657445) (← links)
- The asymptotic behavior of dynamic producer-consumer systems (Q1765050) (← links)
- Keynesian monetary growth dynamics in open economies (Q1808177) (← links)
- Adaptively evolving expectations in models of monetary dynamics: The fundamentalists forward looking (Q1808178) (← links)
- Dynamics of beliefs and learning under \(a_{L}\)-processes -- the heterogeneous case (Q1853206) (← links)
- On the attractivity of a class of homogeneous dynamic economic systems (Q1863625) (← links)
- A stability analysis of the perfect foresight map in nonlinear models of monetary dynamics (Q1878201) (← links)
- A volatility decomposition control variate technique for Monte Carlo simulations of Heath-Jarrow-Morton models (Q1887921) (← links)
- Evaluation of American option prices in a path integral framework using Fourier-Hermite series expansions (Q1960553) (← links)
- High order disequilibrium growth dynamics: Theoretical aspects and numerical features (Q1978596) (← links)
- Volatility swaps and volatility options on discretely sampled realized variance (Q1991924) (← links)
- The impact of heterogeneous trading rules on the limit order book and order flows (Q2271649) (← links)
- Derivative security pricing. Techniques, methods and applications (Q2339801) (← links)
- The feedback channels in macroeconomics: analytical foundations for structural econometric model building (Q2461262) (← links)
