 | 2011 |
|---|
| 7 |       | Carl Chiarella,
Viviana Fanelli,
Silvana Musti:
Modelling the evolution of credit spreads using the Cox process within the HJM framework: A CDS option pricing model.
European Journal of Operational Research 208(2): 95-108 (2011) |
| 2009 |
|---|
| 6 | | Carl Chiarella,
Hing Hung,
Thuy-Duong Tô:
The volatility structure of the fixed income market under the HJM framework: A nonlinear filtering approach.
Computational Statistics & Data Analysis 53(6): 2075-2088 (2009) |
| 2006 |
|---|
| 5 | | Ramaprasad Bhar,
Carl Chiarella,
Hing Hung,
Wolfgang J. Runggaldier:
The volatility of the instantaneous spot interest rate implied by arbitrage pricing - A dynamic Bayesian approach.
Automatica 42(8): 1381-1393 (2006) |
| 2005 |
|---|
| 4 | | Carl Chiarella,
Les Clewlow,
Silvana Musti:
A volatility decomposition control variate technique for Monte Carlo simulations of Heath Jarrow Morton models.
European Journal of Operational Research 161(2): 325-336 (2005) |
| 3 | | Carl Chiarella,
Ferenc Szidarovszky:
On the stability of price-adjusting oligopolies with incomplete information.
Int. J. Systems Science 36(8): 501-507 (2005) |
| 2004 |
|---|
| 2 | | Gian Italo Bischi,
Carl Chiarella,
Michael Kopel:
The Long Run Outcomes and Global Dynamics of a duopoly Game with misspecified Demand Functions.
IGTR 6(3): 343-379 (2004) |
| 1 | | Ferenc Szidarovszky,
Andrew Engel,
Carl Chiarella:
A Game Theoretical Model of International Fishing with Time Delay.
IGTR 6(3): 391-415 (2004) |
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