The following pages link to Carl Chiarella (Q186807):
Displaying 50 items.
- The volatility of the instantaneous spot interest rate implied by arbitrage pricing -- a dynamic Bayesian approach (Q2507934) (← links)
- Pricing range notes within Wishart affine models (Q2513635) (← links)
- Isoelastic oligopolies under uncertainty (Q2513904) (← links)
- Intertemporal asset allocation when the underlying factors are unobservable (Q2642603) (← links)
- The limit distribution of evolving strategies in financial markets (Q2687863) (← links)
- ``Animal spirits'' and bank's lending behaviour, a disequilibrium approach (Q2697072) (← links)
- On the asymptotic behavior of dynamic rent-seeking games (Q2707121) (← links)
- The estimation of the Heath-Jarrow-Morton model by use of Kalman filtering techniques (Q2715555) (← links)
- The dynamics of the cobweb when producers are risk averse learners (Q2725648) (← links)
- AS-AD disequilibrium dynamics and economic growth (Q2725649) (← links)
- The evaluation of multiple year gas sales agreement with regime switching (Q2797875) (← links)
- Credit derivatives pricing with stochastic volatility models (Q2842532) (← links)
- Pricing American options written on two underlying assets (Q2879038) (← links)
- Exchange Options Under Jump-Diffusion Dynamics (Q2889586) (← links)
- The Evaluation of Gas Swing Contracts with Regime Switching (Q2920957) (← links)
- The Numerical Solution of the American Option Pricing Problem (Q2946361) (← links)
- Representation of American Option Prices Under Heston Stochastic Volatility Dynamics Using Integral Transforms (Q3000886) (← links)
- (Q3023815) (← links)
- A Reconsideration of the Formal Minskyan Analysis: Microfundations, Endogenous Money and the Public Sector (Q3191526) (← links)
- A Homoclinic Route to Volatility: Dynamics of Asset Prices Under Autoregressive Forecasting (Q3191534) (← links)
- On the Economics of International Fisheries (Q3323646) (← links)
- Stock Market, Interest Rate and Output: A Model and Estimation for US Time Series Data (Q3368288) (← links)
- Inferring the Forward Looking Equity Risk Premium from Derivative Prices (Q3368328) (← links)
- (Q3395305) (← links)
- American Call Options Under Jump‐Diffusion Processes – A Fourier Transform Approach (Q3395729) (← links)
- A MARKOVIAN DEFAULTABLE TERM STRUCTURE MODEL WITH STATE DEPENDENT VOLATILITIES (Q3444869) (← links)
- (Q3499312) (← links)
- (Q3524413) (← links)
- A Framework for CAPM with Heterogeneous Beliefs (Q3569490) (← links)
- (Q3635809) (← links)
- (Q3635810) (← links)
- THE EVALUATION OF AMERICAN OPTION PRICES UNDER STOCHASTIC VOLATILITY AND JUMP-DIFFUSION DYNAMICS USING THE METHOD OF LINES (Q3637887) (← links)
- (Q3653766) (← links)
- An example of diabetes compartment modelling (Q3737269) (← links)
- The cournot-nash and cooperative solutions in the harvesting of a fish stock (Q3760264) (← links)
- (Q4016865) (← links)
- THE TIME-SETTLEMENT BEHAVIOUR OF A RIGID DIE RESTING ON A DEEP CLAY LAYER (Q4096504) (← links)
- (Q4241017) (← links)
- On filtering in Markovian term structure models: an approximation approach (Q4330064) (← links)
- (Q4430373) (← links)
- HETEROGENEOUS BELIEFS, RISK, AND LEARNING IN A SIMPLE ASSET-PRICING MODEL WITH A MARKET MAKER (Q4434336) (← links)
- (Q4464586) (← links)
- (Q4494355) (← links)
- Interest rate futures: estimation of volatility parameters in an arbitrage-free framework (Q4541546) (← links)
- (Q4550918) (← links)
- A behavioural model of investor sentiment in limit order markets (Q4555059) (← links)
- Asset price and wealth dynamics under heterogeneous expectations (Q4646504) (← links)
- A simulation analysis of the microstructure of double auction markets* (Q4646795) (← links)
- THE LONG RUN OUTCOMES AND GLOBAL DYNAMICS OF A DUOPOLY GAME WITH MISSPECIFIED DEMAND FUNCTIONS (Q4655033) (← links)
- A GAME THEORETICAL MODEL OF INTERNATIONAL FISHING WITH TIME DELAY (Q4655034) (← links)
