The following pages link to Carl Chiarella (Q186807):
Displaying 28 items.
- (Q4680645) (← links)
- Correction: Exchange Option under Jump-diffusion Dynamics (Q4682474) (← links)
- (Q4792531) (← links)
- (Q4925745) (← links)
- APPROXIMATE HEDGING OF OPTIONS UNDER JUMP-DIFFUSION PROCESSES (Q5265239) (← links)
- (Q5292099) (← links)
- (Q5292100) (← links)
- (Q5292102) (← links)
- (Q5292103) (← links)
- (Q5303065) (← links)
- (Q5308308) (← links)
- (Q5322348) (← links)
- A Control Variate Method for Monte Carlo Simulations of Heath–Jarrow–Morton Models with Jumps (Q5440089) (← links)
- The Dynamic Interaction of Speculation and Diversification (Q5460660) (← links)
- MEAN VARIANCE PREFERENCES, EXPECTATIONS FORMATION, AND THE DYNAMICS OF RANDOM ASSET PRICES (Q5464336) (← links)
- (Q5475479) (← links)
- On the Evaluation of Integrals Related to the Error Function (Q5539422) (← links)
- (Q5573833) (← links)
- (Q5692534) (← links)
- An Asset Pricing Model with Adaptive Heterogeneous Agents and Wealth Effects (Q5692535) (← links)
- On the stability of price-adjusting oligopolies with incomplete information (Q5704625) (← links)
- The representation of American options prices under stochastic volatility and jump-diffusion dynamics (Q5746758) (← links)
- Macroeconomic Stabilization Policies in Intrinsically Unstable Macroeconomies (Q5881637) (← links)
- The Fiscal Cost of Financial Instability (Q5881658) (← links)
- Forward rate dependent Markovian transformations of the Heath-Jarrow-Morton term structure model (Q5936316) (← links)
- Prixe flexibility and debt dynamics in a high order AS-AD model. (Q5951607) (← links)
- Asset price dynamics in a financial market with fundamentalists and chartists (Q5953153) (← links)
- The nonlinear Cournot model under uncertainty with continuously distributed time lags. (Q5957414) (← links)
