Carl Chiarella

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• Output and Interest Rates. Jump Variable and Phase Diagram Switching Methodologies (RePEc:ams:cdws01:1b.1)
  by Peter Flaschel & Carl Chiarella & Reiner Franke & Willi Semmler
• Asset Price and Wealth Dynamics under Heterogeneous Expectations (RePEc:ams:cdws01:5a.2)
  by Xue-Zhong (Tony) He & Carl Chiarella
• A Dynamic Analysis of Moving Average Rules (RePEc:ams:ndfwpp:04-14)
  by Chiarella, C. & He, X.-Z. & Hommes, C.H.
• The Impact of Heterogeneous Trading Rules on the Limit Order Book and Order Flows (RePEc:arx:papers:0711.3581)
  by Carl Chiarella & Giulia Iori & Josep Perello
• Stock‐Flow Interactions, Disequilibrium Macroeconomics And The Role Of Economic Policy (RePEc:bla:jecsur:v:25:y:2011:i:3:p:569-599)
  by Toichiro Asada & Carl Chiarella & Peter Flaschel & Tarik Mouakil & Christian Proaño & Willi Semmler
• Mean Variance Preferences, Expectations Formation, And The Dynamics Of Random Asset Prices (RePEc:bla:mathfi:v:15:y:2005:i:1:p:61-97)
  by Volker Böhm & Carl Chiarella
• Macroeconomic Stabilization Policies in Intrinsically Unstable Macroeconomies (RePEc:bpj:sndecm:v:16:y:2012:i:2:n:2)
  by Chiarella Carl & Flaschel Peter & Köper Carsten & Proaño Christian & Semmler Willi
• The Fiscal Cost of Financial Instability (RePEc:bpj:sndecm:v:16:y:2012:i:4:n:3)
  by Chiarella Carl & Di Guilmi Corrado
• The limit distribution of evolving strategies in financial markets (RePEc:bpj:sndecm:v:19:y:2015:i:2:p:137-159:n:6)
  by Chiarella Carl & Di Guilmi Corrado
• “Animal spirits” and bank’s lending behaviour, a disequilibrium approach (RePEc:bpj:sndecm:v:24:y:2020:i:2:p:21:n:1)
  by Chiarella Carl & Di Guilmi Corrado & Zhi Tianhao
• Stock Market, Interest Rate and Output: A Model and Estimation for US Time Series Data (RePEc:bpj:sndecm:v:6:y:2002:i:1:n:2)
  by Chiarella Carl & Semmler Willi & Mittnik Stefan & Zhu Peiyuan
• Inferring the Forward Looking Equity Risk Premium from Derivative Prices (RePEc:bpj:sndecm:v:8:y:2004:i:1:n:3)
  by Bhar Ramaprasad & Chiarella Carl & Runggaldier Wolfgang J.
• The birth of limit cycles in Cournot oligopoly models with time delays (RePEc:cmt:pumath:puma1991v002pp0081-0092)
  by Chiarella, C.
• The Impact of Heterogeneous Trading Rules on the Limit Order Book and Order Flows (RePEc:cty:dpaper:08/04)
  by Chiarella, C. & Iori, G. & Perello, J.
• Commerce, Complexity, and Evolution (RePEc:cup:cbooks:9780521088213)
  by None
• The Dynamics of Keynesian Monetary Growth (RePEc:cup:cbooks:9780521180184)
  by Chiarella,Carl & Flaschel,Peter
• Foundations for a Disequilibrium Theory of the Business Cycle (RePEc:cup:cbooks:9780521369923)
  by Chiarella,Carl & Flaschel,Peter & Franke,Reiner
• Commerce, Complexity, and Evolution (RePEc:cup:cbooks:9780521620307)
  by None
• The Dynamics of Keynesian Monetary Growth (RePEc:cup:cbooks:9780521643511)
  by Chiarella,Carl & Flaschel,Peter
• Foundations for a Disequilibrium Theory of the Business Cycle (RePEc:cup:cbooks:9780521850254)
  by Chiarella,Carl & Flaschel,Peter & Franke,Reiner
• Financial Assets, Debt and Liquidity Crises (RePEc:cup:cbooks:9781107004931)
  by Charpe,Matthieu & Chiarella,Carl & Flaschel,Peter & Semmler,Willi
• Financial Assets, Debt and Liquidity Crises (RePEc:cup:cbooks:9781107546660)
  by Charpe,Matthieu & Chiarella,Carl & Flaschel,Peter & Semmler,Willi
• A Dynamic Analysis Of The Microstructure Of Moving Average Rules In A Double Auction Market (RePEc:cup:macdyn:v:16:y:2012:i:04:p:556-575_00)
  by Chiarella, Carl & He, Xue-Zhong & Pellizzari, Paolo
• Monetary Policy And Debt Deflation: Some Computational Experiments (RePEc:cup:macdyn:v:21:y:2017:i:01:p:214-242_00)
  by Chiarella, C. & Di Guilmi, C.
• Dynamics Of Natural Rates Of Growth And Employment (RePEc:cup:macdyn:v:2:y:1998:i:03:p:345-368_00)
  by Chiarella, Carl & Flaschel, Peter
• The Dynamics Of Keynesian Monetary Growth (RePEc:cup:macdyn:v:7:y:2003:i:03:p:473-475_02)
  by Chiarella, Carl & Flaschel, Peter & Wells, Graeme
• Heterogeneous Beliefs, Risk, And Learning In A Simple Asset-Pricing Model With A Market Maker (RePEc:cup:macdyn:v:7:y:2003:i:04:p:503-536_02)
  by Chiarella, Carl & He, Xue-Zhong
• Output, Interest and the Stock Market: An Alternative to the Jump Variable Technique (RePEc:czx:journl:v:8:y:2001:i:13:id:95)
  by Carl Chiarella & Peter Flaschel & Reiner Franke & Willi Semmler
• Investigation nonlinear speculation in cattle, corn, and hog futures markets using logistics smooth transition regression models (RePEc:dar:wpaper:25427)
  by Röthig, Andreas & Chiarella, Carl
• Investigating Nonlinear Speculation in Cattle, Corn, and Hog Futures Markets using Logistic Smooth Transition Regression Models (RePEc:dar:wpaper:29656)
  by Röthig, Andreas & Chiarella, Carl
• Investigating nonlinear speculation in cattle, corn, and hog futures markets using logistic smooth transition regression models (RePEc:dar:wpaper:36774)
  by Röthig, Andreas & Chiarella, Carl
• Investigating nonlinear speculation in cattle, corn, and hog futures markets using logistic smooth transition regression models (RePEc:dar:wpaper:77372)
  by Röthig, Andreas & Chiarella, Carl
• Some Numerical Explorations of the Keynes-Metzler-Goodwin Monetary Growth Model (RePEc:dse:indecr:0012)
  by Chiarella, Carl & Flaschel, Peter
• Financial instability and debt deflation dynamics in a bottom-up approach (RePEc:ebl:ecbull:eb-13-00662)
  by Carl Chiarella & Corrado Di Guilmi
• The Jump Component of the Volatility Structure of Interest Rate Futures Markets: An International Comparison (RePEc:ecj:ac2003:205)
  by To, Thuy Duong & Carl Chiarella
• Estimation of the Volatility Structure of the Fixed Income Market (RePEc:ecm:ausm04:219)
  by Thuy Duong To & Carl Chiarella
• A behavioral asset pricing model with a time-varying second moment (RePEc:eee:chsofr:v:29:y:2006:i:3:p:535-555)
  by Chiarella, Carl & He, Xue-Zhong & Wang, Duo
• Dynamic monopoly with bounded continuously distributed delay (RePEc:eee:chsofr:v:47:y:2013:i:c:p:66-72)
  by Matsumoto, Akio & Chiarella, Carl & Szidarovszky, Ferenc
• The volatility structure of the fixed income market under the HJM framework: A nonlinear filtering approach (RePEc:eee:csdana:v:53:y:2009:i:6:p:2075-2088)
  by Chiarella, Carl & Hung, Hing & T, Thuy-Duong
• Evaluation of American option prices in a path integral framework using Fourier-Hermite series expansions (RePEc:eee:dyncon:v:23:y:1999:i:9-10:p:1387-1424)
  by Chiarella, Carl & El-Hassan, Nadima & Kucera, Adam
• High order disequilibrium growth dynamics: Theoretical aspects and numerical features (RePEc:eee:dyncon:v:24:y:2000:i:5-7:p:935-963)
  by Chiarella, Carl & Flaschel, Peter
• Dynamics of beliefs and learning under aL-processes -- the heterogeneous case (RePEc:eee:dyncon:v:27:y:2003:i:3:p:503-531)
  by Chiarella, Carl & He, Xue-Zhong
• Evaluation of American strangles (RePEc:eee:dyncon:v:29:y:2005:i:1-2:p:31-62)
  by Chiarella, Carl & Ziogas, Andrew
• A dynamic analysis of moving average rules (RePEc:eee:dyncon:v:30:y:2006:i:9-10:p:1729-1753)
  by Chiarella, Carl & He, Xue-Zhong & Hommes, Cars
• Asset price and wealth dynamics in a financial market with heterogeneous agents (RePEc:eee:dyncon:v:30:y:2006:i:9-10:p:1755-1786)
  by Chiarella, Carl & Dieci, Roberto & Gardini, Laura
• The impact of heterogeneous trading rules on the limit order book and order flows (RePEc:eee:dyncon:v:33:y:2009:i:3:p:525-537)
  by Chiarella, Carl & Iori, Giulia
• Preface (RePEc:eee:dyncon:v:34:y:2010:i:11:p:2231-2231)
  by Chiarella, Carl & Duan, Jin-Chuan
• An analysis of the effect of noise in a heterogeneous agent financial market model (RePEc:eee:dyncon:v:35:y:2011:i:1:p:148-162)
  by Chiarella, Carl & He, Xue-Zhong & Zheng, Min
• The financial instability hypothesis: A stochastic microfoundation framework (RePEc:eee:dyncon:v:35:y:2011:i:8:p:1151-1171)
  by Chiarella, Carl & Di Guilmi, Corrado
• Volatility swaps and volatility options on discretely sampled realized variance (RePEc:eee:dyncon:v:47:y:2014:i:c:p:239-262)
  by Lian, Guanghua & Chiarella, Carl & Kalev, Petko S.
• Learning, information processing and order submission in limit order markets (RePEc:eee:dyncon:v:61:y:2015:i:c:p:245-268)
  by Chiarella, Carl & He, Xue-Zhong & Wei, Lijian
• Perfect foresight models and the dynamic instability problem from a higher viewpoint (RePEc:eee:ecmode:v:3:y:1986:i:4:p:283-292)
  by Chiarella, Carl
• The cobweb model: Its instability and the onset of chaos (RePEc:eee:ecmode:v:5:y:1988:i:4:p:377-384)
  by Chiarella, Carl
• Innovation and the transfer of technology : A leader-follower model (RePEc:eee:ecmode:v:6:y:1989:i:4:p:452-456)
  by Chiarella, Carl & Kemp, Murray C. & van Long, Ngo
• A volatility decomposition control variate technique for Monte Carlo simulations of Heath Jarrow Morton models (RePEc:eee:ejores:v:161:y:2005:i:2:p:325-336)
  by Chiarella, Carl & Clewlow, Les & Musti, Silvana
• Modelling the evolution of credit spreads using the Cox process within the HJM framework: A CDS option pricing model (RePEc:eee:ejores:v:208:y:2011:i:2:p:95-108)
  by Chiarella, Carl & Fanelli, Viviana & Musti, Silvana
• Fear or fundamentals? Heterogeneous beliefs in the European sovereign CDS market (RePEc:eee:empfin:v:32:y:2015:i:c:p:19-34)
  by Chiarella, Carl & ter Ellen, Saskia & He, Xue-Zhong & Wu, Eliza
• Stochastic correlation and risk premia in term structure models (RePEc:eee:empfin:v:37:y:2016:i:c:p:59-78)
  by Chiarella, Carl & Hsiao, Chih-Ying & Tô, Thuy-Duong
• Humps in the volatility structure of the crude oil futures market: New evidence (RePEc:eee:eneeco:v:40:y:2013:i:c:p:989-1000)
  by Chiarella, Carl & Kang, Boda & Nikitopoulos, Christina Sklibosios & Tô, Thuy-Duong
• The value of the S&P 500--A macro view of the stock market adjustment process (RePEc:eee:glofin:v:15:y:2004:i:2:p:171-196)
  by Chiarella, Carl & Gao, Shenhuai
• Pricing range notes within Wishart affine models (RePEc:eee:insuma:v:58:y:2014:i:c:p:193-203)
  by Chiarella, Carl & Da Fonseca, José & Grasselli, Martino
• Chasing trends at the micro-level: The effect of technical trading on order book dynamics (RePEc:eee:jbfina:v:72:y:2016:i:s:p:s119-s131)
  by Chiarella, Carl & Ladley, Daniel
• Heterogeneous expectations in asset pricing: Empirical evidence from the S&P500 (RePEc:eee:jeborg:v:105:y:2014:i:c:p:1-16)
  by Chiarella, Carl & He, Xue-Zhong & Zwinkels, Remco C.J.
• Economic dynamics : Wei-Bin Zhang, (Lecture Notes in Economics and Mathematical Systems, Springer Verlag, 1990) vol. 350, pp. x+232, DM 45 (paper) (RePEc:eee:jeborg:v:18:y:1992:i:3:p:443-445)
  by Chiarella, Carl
• Real and monetary cycles in models of Keynes-Wicksell type (RePEc:eee:jeborg:v:30:y:1996:i:3:p:327-351)
  by Chiarella, Carl & Flaschel, Peter
• Speculative behaviour and complex asset price dynamics: a global analysis (RePEc:eee:jeborg:v:49:y:2002:i:2:p:173-197)
  by Chiarella, Carl & Dieci, Roberto & Gardini, Laura
• Dynamic oligopolies without full information and with continuously distributed time lags (RePEc:eee:jeborg:v:54:y:2004:i:4:p:495-511)
  by Chiarella, Carl & Szidarovszky, Ferenc
• A re-evaluation of adaptive expectations in light of global nonlinear dynamic analysis (RePEc:eee:jeborg:v:60:y:2006:i:4:p:526-552)
  by Agliari, Anna & Chiarella, Carl & Gardini, Laura
• An analysis of the cobweb model with boundedly rational heterogeneous producers (RePEc:eee:jeborg:v:61:y:2006:i:4:p:750-768)
  by Chiarella, Carl & He, Xue-Zhong & Hung, Hing & Zhu, Peiyuan
• Heterogeneous expectations and speculative behavior in a dynamic multi-asset framework (RePEc:eee:jeborg:v:62:y:2007:i:3:p:408-427)
  by Chiarella, Carl & Dieci, Roberto & He, Xue-Zhong
• Stock market booms, endogenous credit creation and the implications of broad and narrow banking for macroeconomic stability (RePEc:eee:jeborg:v:83:y:2012:i:3:p:410-423)
  by Chiarella, Carl & Flaschel, Peter & Hartmann, Florian & Proaño, Christian R.
• Estimating behavioural heterogeneity under regime switching (RePEc:eee:jeborg:v:83:y:2012:i:3:p:446-460)
  by Chiarella, Carl & He, Xue-Zhong & Huang, Weihong & Zheng, Huanhuan
• Structural contagion and vulnerability to unexpected liquidity shortfalls (RePEc:eee:jeborg:v:83:y:2012:i:3:p:558-569)
  by Giansante, Simone & Chiarella, Carl & Sordi, Serena & Vercelli, Alessandro
• Keynesian dynamics and the wage-price spiral: A baseline disequilibrium model (RePEc:eee:jmacro:v:28:y:2006:i:1:p:90-130)
  by Asada, Toichiro & Chen, Pu & Chiarella, Carl & Flaschel, Peter
• Moving average rules as a source of market instability (RePEc:eee:phsmap:v:370:y:2006:i:1:p:12-17)
  by Chiarella, Carl & He, Xue-Zhong & Hommes, Cars
• The stochastic bifurcation behaviour of speculative financial markets (RePEc:eee:phsmap:v:387:y:2008:i:15:p:3837-3846)
  by Chiarella, Carl & He, Xue-Zhong & Wang, Duo & Zheng, Min
• Does the market maker stabilize the market? (RePEc:eee:phsmap:v:388:y:2009:i:15:p:3164-3180)
  by Zhu, Mei & Chiarella, Carl & He, Xue-Zhong & Wang, Duo
• Competitive capitalism and cooperative labor management in a dynamic nutshell (RePEc:eee:poleco:v:2:y:1986:i:4:p:499-519)
  by Chiarella, Carl & Sertel, Murat R.
• The dynamic behaviour of workers' enterprises (RePEc:eee:poleco:v:5:y:1989:i:2-3:p:317-331)
  by Chiarella, Carl
• Excessive exchange rate variability : A possible explanation using nonlinear economic dynamics (RePEc:eee:poleco:v:6:y:1990:i:3:p:315-352)
  by Chiarella, Carl
• The bifurcation of probability distributions in a non-linear rational expectations model of monetary economy (RePEc:eee:poleco:v:7:y:1991:i:1:p:65-78)
  by Chiarella, Carl
• Monetary Policy and Debt Deflation: Some Computational Experiments (RePEc:een:camaaa:2013-42)
  by Carl Chiarella & Corrado Di Guilmi
• Learning in a Generalised Dornbusch Model of Exchange Rate Dynamics (RePEc:elg:eechap:1994_16)
  by Carl Chiarella & Alexander Khomin
• The macrodynamics of debt deflation (RePEc:elg:eechap:2074_7)
  by Carl Chiarella & Peter Flaschel & Willi Semmler
• Introduction (RePEc:eme:ceazzz:s0573-8555(05)77001-2)
  by Carl Chiarella & Peter Flaschel & Reiner Franke & Willi Semmler
• AD-AS and the Phillips Curve: A Baseline Disequilibrium Model (RePEc:eme:ceazzz:s0573-8555(05)77007-3)
  by Toichiro Asada & Pu Chen & Carl Chiarella & Peter Flaschel
• Keynesian Macrodynamics and the Phillips Curve: An Estimated Model for the U.S. Economy (RePEc:eme:ceazzz:s0573-8555(05)77008-5)
  by Pu Chen & Carl Chiarella & Peter Flaschel & Willi Semmler
• A Stochastic Model of Real-Financial Interaction with Boundedly Rational Heterogeneous Agents (RePEc:eme:ceazzz:s0573-8555(05)77010-3)
  by Carl Chiarella & Peter Flaschel & Xue-Zhong He & Hing Hung
• A High-Dimensional Model of Real-Financial Market Interaction: The Cascade of Stable Matrices Approach (RePEc:eme:ceazzz:s0573-8555(05)77011-5)
  by Carl Chiarella & Peter Flaschel & Reiner Franke & Willi Semmler
• The Macrodynamics of Debt Deflation (RePEc:epa:cepawp:1999-04)
  by Carl Chiarella & Peter Flaschel & Willi Semmler
• Keynesian Macrodynamics: Convergence, Roads to Instability and the Emergence of Complex Business Fluctuations (RePEc:fau:aucocz:au2010_236)
  by Carl Chiarella & Hing Hung & Peter Flaschel
• Asset price dynamics in a financial market with fundamentalists and chartists (RePEc:hin:jnddns:528706)
  by Carl Chairella & Roberto Dieci & Laura Gardini
• Keynesian Dynamics and the Wage-Price Spiral: Analyzing and Estimating a Baseline Disequilibrium Model (RePEc:icf:icfjmo:v:03:y:2005:i:3:p:6-49)
  by Pu Chen & Carl Chiarella & Peter Flaschel & Willi Semmler
• The dynamic behaviour of asset prices in disequilibrium: a survey (RePEc:ids:ijbeaf:v:2:y:2011:i:2:p:101-139)
  by Carl Chiarella & Roberto Dieci & Xue-Zhong He
• Inference on forward exchange rate risk premium: reviewing signal extraction methods (RePEc:ids:ijmefi:v:2:y:2009:i:2:p:115-125)
  by Ramaprasad Bhar & Carl Chiarella
• On the Economics of International Fisheries (RePEc:ier:iecrev:v:25:y:1984:i:1:p:85-92)
  by Chiarella, Carl, et al
• An evolutionary CAPM under heterogeneous beliefs (RePEc:kap:annfin:v:9:y:2013:i:2:p:185-215)
  by Carl Chiarella & Roberto Dieci & Xue-Zhong He & Kai Li
• A Class of Jump-Diffusion Bond Pricing Models within the HJM Framework (RePEc:kap:apfinm:v:10:y:2003:i:2:p:87-127)
  by Carl Chiarella & Christina Sklibosios
• Heterogeneous Beliefs, Risk and Learning in a Simple Asset Pricing Model (RePEc:kap:compec:v:19:y:2002:i:1:p:95-132)
  by Chiarella, Carl & He, Xue-Zhong
• An Implementation of Bouchouev's Method for a Short Time Calibration of Option Pricing Models (RePEc:kap:compec:v:22:y:2003:i:2:p:113-138)
  by Carl Chiarella & Mark Craddock & Nadima El-Hassan
• Asset Price Dynamics among Heterogeneous Interacting Agents (RePEc:kap:compec:v:22:y:2003:i:2:p:213-223)
  by Carl Chiarella & Mauro Gallegati & Roberto Leombruni & Antonio Palestrini
• The Multifactor Nature of the Volatility of Futures Markets (RePEc:kap:compec:v:27:y:2006:i:2:p:163-183)
  by Carl Chiarella & Thuy-Duong Tô
• The Impact of Short-Sale Constraints on Asset Allocation Strategies via the Backward Markov Chain Approximation Method (RePEc:kap:compec:v:28:y:2006:i:2:p:113-137)
  by Carl Chiarella & Chih-Ying Hsiao
• Intertemporal asset allocation when the underlying factors are unobservable (RePEc:kap:compec:v:29:y:2007:i:3:p:383-418)
  by Carl Chiarella & Chih-Ying Hsiao & Willi Semmler
• A Model of Financial Market Dynamics with Heterogeneous Beliefs and State-Dependent Confidence (RePEc:kap:compec:v:32:y:2008:i:1:p:55-72)
  by Carl Chiarella & Roberto Dieci & Laura Gardini & Lucia Sbragia
• Foreword to the Special Issue of Computational Economics on Complex Dynamics in Economics and Finance (RePEc:kap:compec:v:38:y:2011:i:3:p:207-208)
  by Gian Bischi & Carl Chiarella & Laura Gardini
• Book reviews (RePEc:kap:jeczfn:v:63:y:1996:i:2:p:213-235)
  by M. Streit & D. Schneider & T. Tietenberg & R. Kollmann & C. Chiarella & R. Bommer & E. Plassmann & V. Valli
• Book Reviews (RePEc:kap:jeczfn:v:75:y:2002:i:2:d:10.1007_s007120200013)
  by C. Chiarella
• Book Reviews (RePEc:kap:jeczfn:v:78:y:2003:i:1:d:10.1007_s007120300001)
  by C. Chiarella & P. Flaschel & G. Groh & W. Semmler
• Finite Dimensional Affine Realisations of HJM Models in Terms of Forward Rates and Yields (RePEc:kap:revdev:v:6:y:2003:i:2:p:129-155)
  by Carl Chiarella & Oh Kwon
• Stock market booms, endogenous credit creation and the implications of broad and narrow banking for macroeconomic stability (RePEc:new:wpaper:1107)
  by Carl Chiarella & Peter Flaschel & Florian Hartmann & Christian R. Proaño
• Business Confidence and Macroeconomic Dynamics in a Nonlinear Two-Country Framework with Aggregate Opinion Dynamics (RePEc:new:wpaper:1401)
  by Matthieu Charpe & Carl Chiarella & Peter Flaschel & Christian R. Proaño
• Option Valuation: Some Empirical Results (RePEc:sae:ausman:v:3:y:1978:i:1:p:37-48)
  by Carl Chiarella & Warren R. Hughes
• Interacting Two-Country Business Fluctuations (RePEc:sce:cplx03:02)
  by Toichiro Asada & Carl Chiarella & Peter Flaschel & Reiner Franke
• The Evaluation Of Multiasset European And American Options Via Fourier Hermite Series Expansions (RePEc:sce:scecf0:287)
  by Carl Chiarella, Nadima El-Hassan & Adam Kucera
• A Non-Stationary Asset Pricing Model under Heterogeneous Expectations (RePEc:sce:scecf1:39)
  by Carl Chiarella and Xue-Zhong He
• An Adaptive Model on Asset Pricing and Wealth Dynamics with Heterogeneous Trading Strategies (RePEc:sce:scecf2:135)
  by Carl Chiarella & Tony He
• Asset Price Dynamics among Heterogeneous Interacting Agents (RePEc:sce:scecf2:222)
  by Carl Chiarella & Mauro Gallegati & Roberto Leombruni & Antonio Palestrini
• A Short Time Expansion of the Volatility Function For The Calibration of Option Pricing Models (RePEc:sce:scecf2:261)
  by Carl Chiarella & Mark Craddock & Nadima El-Hassan
• On Market Games with Misspecified Demand Functions : Long Run Outcomes and Global Dynamics (RePEc:sce:scecf2:27)
  by G.I. Bischi, & C. Chiarella & M. Kopel
• Evaluation of American Strangles (RePEc:sce:scecf2:28)
  by Carl Chiarella & Andrew Ziogas
• The Pricing of Multifactor Derivative Securities in a Path-Integral Framework using Multidimensional Fourier-Hermite Series Expansions (RePEc:sce:scecf2:292)
  by Carl Chiarella & Nadima El-Hassan & Adam Kucera
• A simple microstructure model of double auction markets (RePEc:sce:scecf2:44)
  by Giulia Iori & Carl Chiarella
• Numerical Investigations of the Heath Jarrow Morton Model with Forward Rate Dependent Volatility (RePEc:sce:scecf2:84)
  by Carl Chiarella & Silvana Musti
• Price Dynamics And Diversification Under Heterogeneous Expectations (RePEc:sce:scecf2:88)
  by Chiarella, Carl & Dieci, Roberto & Gardini, Laura
• Nonlinear Phillips Curves, the Emergence of Complex Dynamics and the Role of Monetary Policy Rules (RePEc:sce:scecf2:89)
  by Carl Chiarella & Peter Flaschel & Gang Gong & Willi Semmler
• Issues in Evaluating Multifactor Options in a PDE Framework (RePEc:sce:scecf3:110)
  by M. Gilli & C. Chiarella & J. Dewynne
• An Implementation of the Shirakawa Jump-Diffusion Term Structure Model (RePEc:sce:scecf3:201)
  by Christina Nikitopoulos-Sklibosios & Carl Chiarella
• Fading Memory Learning in the Cobweb Model with Risk Averse Heterogeneous Producers (RePEc:sce:scecf3:31)
  by Peiyuan Zhu & Carl Chiarella & Tony He
• McKean’s Method applied to American Call Options on Jump-Diffusion Processes (RePEc:sce:scecf3:39)
  by Andrew Ziogas & Carl Chiarella
• Keynesian Dynamics and the Wage-Price Spiral:Estimating a Baseline Disequilibrium Approach (RePEc:sce:scecf4:149)
  by C. Chiarella & P. Chen
• Pricing American Options on Jump-Diffusion Processes using Fourier-Hermite Series Expansions (RePEc:sce:scecf4:177)
  by Andrew Ziogas & Carl Chiarella
• A Dynamical Analysis of Moving Average Rules (RePEc:sce:scecf4:238)
  by Cars Hommes & Carl Chiarella & Xue-Zhong He
• Asset price and wealth dynamics in a financial market with heterogeneous agents (RePEc:sce:scecf4:261)
  by Carl Chiarella & Roberto Dieci
• Stratetic Asset Allocation with an Arbitrage-Free Bond Market using Dynamic Programming (RePEc:sce:scecf4:73)
  by Carl Chiarella & Chih-ying Hsiao
• Intertemporal Asset Allocation with Inflation-Indexed Bonds (RePEc:sce:scecf5:168)
  by C. Chiarella & C. Hsiao
• Keynesian Dynamics and the Wage-Price Spiral:Estimating and Analyzing a Baseline Disequilibrium Approach (RePEc:sce:scecf5:211)
  by W. Semmler & P. Chen & C. Chiarella
• The Valuation Of American Exchange Options Under (RePEc:sce:scecf5:483)
  by Gerald H. L. Cheang & Carl Chiarella & Andrew Ziogas
• Pricing American Options under Stochastic Volatility (RePEc:sce:scecf5:77)
  by Andrew Ziogas & Carl Chiarella
• The Valuation of Multiple Asset American Options under Jump Diffusion Processes (RePEc:sce:scecf5:83)
  by A. Ziogas & G. Cheang & C. Chiarella
• Visual Modeling of Endogenous Fluctuations in Economic Dynamic Systems (RePEc:sce:scecf7:109)
  by Carl Chiarella & Alexander Khomin
• Option Pricing in a Path Integral Framework Using Fourier-Hermite Series Expansions (RePEc:sce:scecf7:132)
  by Carl Chiarella, Nadima El-Hassan, & Adam Kucera
• A Model of Monetary Growth for a Small Open Economy (RePEc:sce:scecf7:138)
  by Carl Chiarella & Peter Flaschel
• Adaptive Rational Expectations in Models of Monetary Dynamics (RePEc:sce:scecf7:97)
  by Carl Chiarella & Alexander Khomin
• Heterogeneous Beliefs, Risk and Learning in a Simple Asset-Pricing Model (RePEc:sce:scecf9:223)
  by Xue-Zhong He & Carl Chiarella
• Applying Disequilibrium Growth Theory: Debt Effects and Debt Deflation (RePEc:sce:scecf9:714)
  by Carl Chiarella & Peter Flaschel
• Aggregation of Heterogeneous Beliefs and Asset Pricing: A Mean-Variance Analysis (RePEc:sce:scecfa:108)
  by Carl Chiarella & Roberto Dieci & Tony He
• Numerical Methods for American Spread Options under Jump Diffusion Processes (RePEc:sce:scecfa:137)
  by Finance, University of Technology, Sydney,; Gunter Meyer, School of Mathematics, Georgia Institute of Technology,; Andrew Ziogas, School of Economics & Gerald H. L. Cheang & Carl Chiarella & Gunter Me
• A Dynamic Heterogeneous Beliefs CAPM (RePEc:sce:scecfa:181)
  by Carl Chiarella & Xue-Zhong He & Roberto Dieci & University of Technology Sydney
• The Volatility Structure of the Fixed Income Markets under the HJM Framework (RePEc:sce:scecfa:260)
  by Thuy Duong To & Carl Chiarella & Hing Hung
• Pricing American Options under Stochastic Volatility and Jump Diffusion Dynamics (RePEc:sce:scecfa:44)
  by Carl Chiarella & Andrew Ziogas
• Adaptively evolving expectations in models of monetarydynamics‐ The fundamentalists forward looking (RePEc:spr:annopr:v:89:y:1999:i:0:p:21-34:10.1023/a:1018975607106)
  by C. Chiarella & P. Khomin
• Keynesian monetary growth dynamicsin open economies (RePEc:spr:annopr:v:89:y:1999:i:0:p:35-59:10.1023/a:1018992010740)
  by C. Chiarella & P. Flaschel
• The feedback channels in macroeconomics: analytical foundations for structural econometric model building (RePEc:spr:cejnor:v:14:y:2006:i:3:p:261-288)
  by Pu Chen & Carl Chiarella & Peter Flaschel & Willi Semmler
• The Stock Option Problem (RePEc:spr:dymchp:978-3-662-45906-5_1)
  by Carl Chiarella & Xue-Zhong He & Christina Sklibosios Nikitopoulos
• Pricing Derivative Securities: A General Approach (RePEc:spr:dymchp:978-3-662-45906-5_10)
  by Carl Chiarella & Xue-Zhong He & Christina Sklibosios Nikitopoulos
• Applying the General Pricing Framework (RePEc:spr:dymchp:978-3-662-45906-5_11)
  by Carl Chiarella & Xue-Zhong He & Christina Sklibosios Nikitopoulos
• Jump-Diffusion Processes (RePEc:spr:dymchp:978-3-662-45906-5_12)
  by Carl Chiarella & Xue-Zhong He & Christina Sklibosios Nikitopoulos
• Option Pricing Under Jump-Diffusion Processes (RePEc:spr:dymchp:978-3-662-45906-5_13)
  by Carl Chiarella & Xue-Zhong He & Christina Sklibosios Nikitopoulos
• Partial Differential Equation Approach Under Geometric Jump-Diffusion Process (RePEc:spr:dymchp:978-3-662-45906-5_14)
  by Carl Chiarella & Xue-Zhong He & Christina Sklibosios Nikitopoulos
• Stochastic Volatility (RePEc:spr:dymchp:978-3-662-45906-5_15)
  by Carl Chiarella & Xue-Zhong He & Christina Sklibosios Nikitopoulos
• Pricing the American Feature (RePEc:spr:dymchp:978-3-662-45906-5_16)
  by Carl Chiarella & Xue-Zhong He & Christina Sklibosios Nikitopoulos
• Pricing Options Using Binomial Trees (RePEc:spr:dymchp:978-3-662-45906-5_17)
  by Carl Chiarella & Xue-Zhong He & Christina Sklibosios Nikitopoulos
• Volatility Smiles (RePEc:spr:dymchp:978-3-662-45906-5_18)
  by Carl Chiarella & Xue-Zhong He & Christina Sklibosios Nikitopoulos
• Allowing for Stochastic Interest Rates in the Black–Scholes Model (RePEc:spr:dymchp:978-3-662-45906-5_19)
  by Carl Chiarella & Xue-Zhong He & Christina Sklibosios Nikitopoulos
• Stochastic Processes for Asset Price Modelling (RePEc:spr:dymchp:978-3-662-45906-5_2)
  by Carl Chiarella & Xue-Zhong He & Christina Sklibosios Nikitopoulos
• Change of Numeraire (RePEc:spr:dymchp:978-3-662-45906-5_20)
  by Carl Chiarella & Xue-Zhong He & Christina Sklibosios Nikitopoulos
• The Paradigm Interest Rate Option Problem (RePEc:spr:dymchp:978-3-662-45906-5_21)
  by Carl Chiarella & Xue-Zhong He & Christina Sklibosios Nikitopoulos
• Modelling Interest Rate Dynamics (RePEc:spr:dymchp:978-3-662-45906-5_22)
  by Carl Chiarella & Xue-Zhong He & Christina Sklibosios Nikitopoulos
• Interest Rate Derivatives: One Factor Spot Rate Models (RePEc:spr:dymchp:978-3-662-45906-5_23)
  by Carl Chiarella & Xue-Zhong He & Christina Sklibosios Nikitopoulos
• Interest Rate Derivatives: Multi-Factor Models (RePEc:spr:dymchp:978-3-662-45906-5_24)
  by Carl Chiarella & Xue-Zhong He & Christina Sklibosios Nikitopoulos
• The Heath–Jarrow–Morton Framework (RePEc:spr:dymchp:978-3-662-45906-5_25)
  by Carl Chiarella & Xue-Zhong He & Christina Sklibosios Nikitopoulos
• The LIBOR Market Model (RePEc:spr:dymchp:978-3-662-45906-5_26)
  by Carl Chiarella & Xue-Zhong He & Christina Sklibosios Nikitopoulos
• An Initial Attempt at Pricing an Option (RePEc:spr:dymchp:978-3-662-45906-5_3)
  by Carl Chiarella & Xue-Zhong He & Christina Sklibosios Nikitopoulos
• The Stochastic Differential Equation (RePEc:spr:dymchp:978-3-662-45906-5_4)
  by Carl Chiarella & Xue-Zhong He & Christina Sklibosios Nikitopoulos
• Manipulating Stochastic Differential Equations and Stochastic Integrals (RePEc:spr:dymchp:978-3-662-45906-5_5)
  by Carl Chiarella & Xue-Zhong He & Christina Sklibosios Nikitopoulos
• Ito’s Lemma and Its Applications (RePEc:spr:dymchp:978-3-662-45906-5_6)
  by Carl Chiarella & Xue-Zhong He & Christina Sklibosios Nikitopoulos
• The Continuous Hedging Argument (RePEc:spr:dymchp:978-3-662-45906-5_7)
  by Carl Chiarella & Xue-Zhong He & Christina Sklibosios Nikitopoulos
• The Martingale Approach (RePEc:spr:dymchp:978-3-662-45906-5_8)
  by Carl Chiarella & Xue-Zhong He & Christina Sklibosios Nikitopoulos
• The Partial Differential Equation Approach Under Geometric Brownian Motion (RePEc:spr:dymchp:978-3-662-45906-5_9)
  by Carl Chiarella & Xue-Zhong He & Christina Sklibosios Nikitopoulos
• Introduction (RePEc:spr:dymchp:978-3-662-49229-1_1)
  by Carl Chiarella & Willi Semmler & Chih-Ying Hsiao & Lebogang Mateane
• Forecasting and Low Frequency Movements of Asset Returns (RePEc:spr:dymchp:978-3-662-49229-1_2)
  by Carl Chiarella & Willi Semmler & Chih-Ying Hsiao & Lebogang Mateane
• Portfolio Modeling with Sustainability Constraints (RePEc:spr:dymchp:978-3-662-49229-1_3)
  by Carl Chiarella & Willi Semmler & Chih-Ying Hsiao & Lebogang Mateane
• Dynamic Saving and Portfolio Decisions-Theory (RePEc:spr:dymchp:978-3-662-49229-1_4)
  by Carl Chiarella & Willi Semmler & Chih-Ying Hsiao & Lebogang Mateane
• Asset Accumulation with Estimated Low Frequency Movements of Asset Returns (RePEc:spr:dymchp:978-3-662-49229-1_5)
  by Carl Chiarella & Willi Semmler & Chih-Ying Hsiao & Lebogang Mateane
• Asset Accumulation and Portfolio Decisions with Time Varying Asset Returns and Labor Income (RePEc:spr:dymchp:978-3-662-49229-1_6)
  by Carl Chiarella & Willi Semmler & Chih-Ying Hsiao & Lebogang Mateane
• Continuous and Discrete Time Modeling (RePEc:spr:dymchp:978-3-662-49229-1_7)
  by Carl Chiarella & Willi Semmler & Chih-Ying Hsiao & Lebogang Mateane
• Asset Accumulation and Portfolio Decisions Under Inflation Risk (RePEc:spr:dymchp:978-3-662-49229-1_8)
  by Carl Chiarella & Willi Semmler & Chih-Ying Hsiao & Lebogang Mateane
• Concluding Remarks (RePEc:spr:dymchp:978-3-662-49229-1_9)
  by Carl Chiarella & Willi Semmler & Chih-Ying Hsiao & Lebogang Mateane
• Derivative Security Pricing (RePEc:spr:dymeef:978-3-662-45906-5)
  by Carl Chiarella & Xue-Zhong He & Christina Sklibosios Nikitopoulos
• Sustainable Asset Accumulation and Dynamic Portfolio Decisions (RePEc:spr:dymeef:978-3-662-49229-1)
  by Carl Chiarella & Willi Semmler & Chih-Ying Hsiao & Lebogang Mateane
• Forward rate dependent Markovian transformations of the Heath-Jarrow-Morton term structure model (RePEc:spr:finsto:v:5:y:2001:i:2:p:237-257)
  by Carl Chiarella & Oh Kang Kwon
• An Adaptive Model of Asset Price and Wealth Dynamics in a Market with Heterogeneous Trading Strategies (RePEc:spr:ihichp:978-3-540-49487-4_20)
  by Carl Chiarella & Xue-Zhong He
• The Birth of Limit Cycles in Nonlinear Oligopolies with Continuously Distributed Information Lags (RePEc:spr:isochp:978-0-306-48102-4_12)
  by Carl Chiarella & Ferenc Szidarovszky
• Time-varying beta: a boundedly rational equilibrium approach (RePEc:spr:joevec:v:23:y:2013:i:3:p:609-639)
  by Carl Chiarella & Roberto Dieci & Xue-Zhong He
• Asset Price Dynamics and Diversification with Heterogeneous Agents (RePEc:spr:lnechp:978-3-540-27296-0_17)
  by Carl Chiarella & Roberto Died & Laura Gardini
• An Asset Pricing Model with Adaptive Heterogeneous Agents and Wealth Effects (RePEc:spr:lnechp:978-3-540-27296-0_18)
  by Carl Chiarella & Xue-Zhong He
• Statistical Properties of a Heterogeneous Asset Pricing Model with Time-varying Second Moment (RePEc:spr:lnechp:978-3-540-28727-8_7)
  by Carl Chiarella & Xue-Zhong He & Duo Wang
• Nonlinear Oligopolies (RePEc:spr:sprbok:978-3-642-02106-0)
  by Gian Italo Bischi & Carl Chiarella & Michael Kopel & Ferenc Szidarovszky
• Nonlinear Dynamics in Economics, Finance and Social Sciences (RePEc:spr:sprbok:978-3-642-04023-8)
  by None
• Global Analysis of Dynamic Models in Economics and Finance (RePEc:spr:sprbok:978-3-642-29503-4)
  by None
• The Evaluation of Discrete Barrier Options in a Path Integral Framework (RePEc:spr:sprchp:978-3-540-77958-2_7)
  by Carl Chiarella & Nadima El-Hassan & Adam Kucera
• The Classical Cournot Model (RePEc:spr:sprchp:978-3-642-02106-0_1)
  by Gian-Italo Bischi & Carl Chiarella & Michael Kopel & Ferenc Szidarovszky
• Concave Oligopolies (RePEc:spr:sprchp:978-3-642-02106-0_2)
  by Gian-Italo Bischi & Carl Chiarella & Michael Kopel & Ferenc Szidarovszky
• General Oligopolies (RePEc:spr:sprchp:978-3-642-02106-0_3)
  by Gian-Italo Bischi & Carl Chiarella & Michael Kopel & Ferenc Szidarovszky
• Modified and Extended Oligopolies (RePEc:spr:sprchp:978-3-642-02106-0_4)
  by Gian-Italo Bischi & Carl Chiarella & Michael Kopel & Ferenc Szidarovszky
• Oligopolies with Misspecified and Uncertain Price Functions, and Learning (RePEc:spr:sprchp:978-3-642-02106-0_5)
  by Gian-Italo Bischi & Carl Chiarella & Michael Kopel & Ferenc Szidarovszky
• Overview and Directions for Future Research (RePEc:spr:sprchp:978-3-642-02106-0_6)
  by Gian-Italo Bischi & Carl Chiarella & Michael Kopel & Ferenc Szidarovszky
• The Dynamic Interaction of Speculation and Diversification (RePEc:taf:apmtfi:v:12:y:2005:i:1:p:17-52)
  by Carl Chiarella & Roberto Dieci & Laura Gardini
• A Control Variate Method for Monte Carlo Simulations of Heath-Jarrow-Morton Models with Jumps (RePEc:taf:apmtfi:v:14:y:2007:i:5:p:365-399)
  by Carl Chiarella & Christina Nikitopoulos Sklibosios & Erik Schlogl
• American Call Options Under Jump-Diffusion Processes - A Fourier Transform Approach (RePEc:taf:apmtfi:v:16:y:2009:i:1:p:37-79)
  by Carl Chiarella & Andrew Ziogas
• Exchange Options Under Jump-Diffusion Dynamics (RePEc:taf:apmtfi:v:18:y:2011:i:3:p:245-276)
  by Gerald Cheang & Carl Chiarella
• Correction: Exchange Option under Jump-diffusion Dynamics (RePEc:taf:apmtfi:v:22:y:2015:i:1:p:99-103)
  by Ruggero Caldana & Gerald H. L. Cheang & Carl Chiarella & Gianluca Fusai
• Interest rate futures: estimation of volatility parameters in an arbitrage-free framework (RePEc:taf:apmtfi:v:4:y:1997:i:4:p:181-199)
  by Ramaprasad Bhar & Carl Chiarella
• Do heterogeneous beliefs diversify market risk? (RePEc:taf:eurjfi:v:17:y:2011:i:3:p:241-258)
  by Carl Chiarella & Roberto Dieci & Xue-Zhong He
• Heterogeneous expectations and exchange rate dynamics (RePEc:taf:eurjfi:v:19:y:2013:i:5:p:392-419)
  by Carl Chiarella & Xue-Zhong He & Min Zheng
• Transformation of Heath?Jarrow?Morton models to Markovian systems (RePEc:taf:eurjfi:v:3:y:1997:i:1:p:1-26)
  by R. Bhar & C. Chiarella
• Expectations of monetary policy in Australia implied by the probability distribution of interest rate derivatives (RePEc:taf:eurjfi:v:6:y:2000:i:2:p:113-125)
  by Ramaprasad Bhar & Carl Chiarella
• The representation of American options prices under stochastic volatility and jump-diffusion dynamics (RePEc:taf:quantf:v:13:y:2013:i:2:p:241-253)
  by Gerald H. L. Cheang & Carl Chiarella & Andrew Ziogas
• Pricing American options written on two underlying assets (RePEc:taf:quantf:v:14:y:2014:i:3:p:409-426)
  by Carl Chiarella & Jonathan Ziveyi
• A behavioural model of investor sentiment in limit order markets (RePEc:taf:quantf:v:17:y:2017:i:1:p:71-86)
  by Carl Chiarella & Xue-Zhong He & Lei Shi & Lijian Wei
• Asset price and wealth dynamics under heterogeneous expectations (RePEc:taf:quantf:v:1:y:2001:i:5:p:509-526)
  by C. Chiarella & X-Z. He
• A simulation analysis of the microstructure of double auction markets (RePEc:taf:quantf:v:2:y:2002:i:5:p:346-353)
  by Carl Chiarella & Giulia Iori
• Editorials (RePEc:taf:quantf:v:5:y:2005:i:3:p:235-235)
  by Carl Chiarella & Eckhard Platen
• A Dynamic Analysis of Moving Average Rules (RePEc:tin:wpaper:20050057)
  by Carl Chiarella & Tony He & Cars H. Hommes
• Monetary Policy and Debt Deflation: Some Computational Experiments (RePEc:uts:ecowps:10)
  by Carl Chiarella & Corrado Di Guilmi
• Fading Memory Learning in the Cobweb Model with Risk Averse Heterogeneous Producers (RePEc:uts:rpaper:108)
  by Carl Chiarella & Xue-Zhong He & Peiyuan Zhu
• McKean's Methods Applied to American Call Options on Jump-Diffusion Processes (RePEc:uts:rpaper:117)
  by Carl Chiarella & Andrew Ziogas
• A Survey of the Integral Representation of American Option Prices (RePEc:uts:rpaper:118)
  by Carl Chiarella & Adam Kucera & Andrew Ziogas
• Pricing American Interest Rate Options in a Heath-Jarrow-Morton Framework Using Method of Lines (RePEc:uts:rpaper:12)
  by Carl Chiarella & Nadima El-Hassan
• Evaluation of Point Barrier Options in a Path Integral Framework Using Fourier-Hermite Expansions (RePEc:uts:rpaper:126)
  by Carl Chiarella & Nadima El-Hassan & Adam Kucera
• Classes of Interest Rate Models Under the HJM Framework (RePEc:uts:rpaper:13)
  by Carl Chiarella & Oh-Kang Kwon
• A Class of Jump-Diffusion Bond Pricing Models within the HJM Framework (RePEc:uts:rpaper:132)
  by Carl Chiarella & Christina Nikitopoulos-Sklibosios
• A Dynamic Analysis of Moving Average Rules (RePEc:uts:rpaper:133)
  by Carl Chiarella & Xue-Zhong He & Cars Hommes
• Asset Price and Wealth Dynamics in a Financial Market with Heterogeneous Agents (RePEc:uts:rpaper:134)
  by Carl Chiarella & Roberto Dieci & Laura Gardini
• A Markovian Defaultable Term Structure Model with State Dependent Volatilities (RePEc:uts:rpaper:135)
  by Carl Chiarella & Erik Schlögl & Christina Nikitopoulos-Sklibosios
• A Behavioural Asset Pricing Model with a Time-Varying Second Moment (RePEc:uts:rpaper:141)
  by Carl Chiarella & Xue-Zhong He & Duo Wang
• Statistical Properties of a Heterogeneous Asset Price Model with Time-Varying Second Moment (RePEc:uts:rpaper:142)
  by Carl Chiarella & Xue-Zhong He & Duo Wang
• Pricing American Options on Jump-Diffusion Processes using Fourier Hermite Series Expansions (RePEc:uts:rpaper:145)
  by Carl Chiarella & Andrew Ziogas
• The Multifactor Nature of the Volatility of the Eurodollar Futures Market (RePEc:uts:rpaper:150)
  by Carl Chiarella & Thuy-Duong To
• The Volatility Structure of the Fixed Income Market under the HJM Framework: A Nonlinear Filtering Approach (RePEc:uts:rpaper:151)
  by Carl Chiarella & Hing Hung & Thuy-Duong To
• The Impact of Heterogeneous Trading Rules on the Limit Order Book and Order Flows (RePEc:uts:rpaper:152)
  by Carl Chiarella & Giulia Iori
• Heterogeneous Expectations and Speculative Behaviour in a Dynamic Multi-Asset Framework (RePEc:uts:rpaper:166)
  by Carl Chiarella & Roberto Dieci & Xue-Zhong He
• A Control Variate Method for Monte Carlo Simulations of Heath-Jarrow-Morton with Jumps (RePEc:uts:rpaper:167)
  by Carl Chiarella & Christina Nikitopoulos-Sklibosios & Erik Schlogl
• The Impact of Short-Sale Constraints on Asset Allocation Strategies via the Backward Markov Chain Approximation Method (RePEc:uts:rpaper:171)
  by Carl Chiarella & Chih-Ying Hsiao
• Investigating Nonlinear Speculation in Cattle, Corn and Hog Futures Markets Using Logistic Smooth Transition Regression Models (RePEc:uts:rpaper:172)
  by Andreas Röthig & Carl Chiarella
• American Call Options on Jump-Diffusion Processes: A Fourier Transform Approach (RePEc:uts:rpaper:174)
  by Carl Chiarella & Andrew Ziogas
• Heterogeneous Beliefs, Risks and Learning in a Simple Asset Pricing Model (RePEc:uts:rpaper:18)
  by Carl Chiarella & Xue-Zhong He
• Aggregation of Heterogeneous Beliefs and Asset Pricing Theory: A Mean-Variance Analysis (RePEc:uts:rpaper:186)
  by Carl Chiarella & Roberto Dieci & Xue-Zhong He
• Intertemporal Investment Strategies Under Inflation Risk (RePEc:uts:rpaper:192)
  by Carl Chiarella & Chih-Ying Hsiao & Willi Semmler
• The History of the Quantitative Methods in Finance Conference Series. 1992-2007 (RePEc:uts:rpaper:207)
  by Carl Chiarella & Eckhard Platen
• The Stochastic Dynamics of Speculative Prices (RePEc:uts:rpaper:208)
  by Carl Chiarella & Xue-Zhong He & Min Zheng
• Hedge Portfolios in Markets with Price Discontinuities (RePEc:uts:rpaper:218)
  by Gerald H.L. Cheang & Carl Chiarella
• The Evaluation of American Option Prices Under Stochastic Volatility and Jump-Diffusion Dynamics Using the Method of Lines (RePEc:uts:rpaper:219)
  by Carl Chiarella & Boda Kang & Gunter H. Meyer & Andrew Ziogas
• Heterogeneity, Market Mechanisms, and Asset Price Dynamics (RePEc:uts:rpaper:231)
  by Carl Chiarella & Roberto Dieci & Xue-Zhong He
• Modelling the Evolution of Credit Spreads using the Cox Process within the HUM Framework: A CDS Option Pricing Model (RePEc:uts:rpaper:232)
  by Carl Chiarella & Viviana Fanelli & Silvana Musti
• Exchange Options Under Jump-Diffusion Dynamics (RePEc:uts:rpaper:235)
  by Gerald H. L. Cheang & Carl Chiarella
• Heterogeneous Expectations and Exchange Rate Dynamics (RePEc:uts:rpaper:243)
  by Carl Chiarella & Xue-Zhong He & Min Zheng
• The Evaluation of American Compound Option Prices Under Stochastic Volatility Using the Sparse Grid Approach (RePEc:uts:rpaper:245)
  by Carl Chiarella & Boda Kang
• A Dynamic Analysis of the Microstructure of Moving Average Rules in a Double Auction Market (RePEc:uts:rpaper:251)
  by Carl Chiarella & Xue-Zhong He & Paolo Pellizzari
• A Framework for CAPM with Heterogenous Beliefs (RePEc:uts:rpaper:254)
  by Carl Chiarella & Roberto Dieci & Xue-Zhong He
• Modelling the Evolution of Credit Spreads Using the Cox Process Within the HJM Framework A CDS Option Pricing Model (RePEc:uts:rpaper:255)
  by Carl Chiarella & Viviana Fanelli & Silvana Musti
• An Analysis of American Options Under Heston Stochastic Volatility and Jump-Diffusion Dynamics (RePEc:uts:rpaper:256)
  by Gerald Cheang & Carl Chiarella & Andrew Ziogas
• Modelling and Estimating the Forward Price Curve in the Energy Market (RePEc:uts:rpaper:260)
  by Carl Chiarella & Les Clewlow & Boda Kang
• The Evaluation Of Barrier Option Prices Under Stochastic Volatility (RePEc:uts:rpaper:266)
  by Carl Chiarella & Boda Kang & Gunter H. Meyer
• The Financial Instability Hypothesis: A Stochastic Microfoundation Framework (RePEc:uts:rpaper:273)
  by Carl Chiarella & Corrado Di Guilmi
• Time-Varying Beta: A Boundedly Rational Equilibrium Approach (RePEc:uts:rpaper:275)
  by Carl Chiarella & Roberto Dieci & Xue-Zhong He
• Optimal Investment Strategies under Stochastic Volatility - Estimation and Applications (RePEc:uts:rpaper:276)
  by Carl Chiarella & Chih-Ying Hsiao
• A Survey of Non-linear Methods for No-arbitrage Bond Pricing (RePEc:uts:rpaper:277)
  by Carl Chiarella & Chih-Ying Hsiao & Ming Xi Huang
• Small Traders in Currency Futures Markets (RePEc:uts:rpaper:278)
  by Carl Chiarella & Andreas Rothig
• Markovian Defaultable HJM Term Structure Models with Unspanned Stochastic Volatility (RePEc:uts:rpaper:283)
  by Carl Chiarella & Samuel Chege Maina & Christina Nikitopoulos-Sklibosios
• A Modern View on Merton's Jump-Diffusion Model (RePEc:uts:rpaper:287)
  by Gerald Cheang & Carl Chiarella
• The Evaluation of Multiple Year Gas Sales Agreement with Regime Switching (RePEc:uts:rpaper:288)
  by Carl Chiarella & Les Clewlow & Boda Kang
• Estimating Behavioural Heterogeneity Under Regime Switching (RePEc:uts:rpaper:290)
  by Carl Chiarella & Xue-Zhong He & Weihong Huang & Huanhuan Zheng
• Two Stochastic Volatility Processes - American Option Pricing (RePEc:uts:rpaper:292)
  by Carl Chiarella & Jonathan Ziveyi
• Credit Derivative Pricing with Stochastic Volatility Models (RePEc:uts:rpaper:293)
  by Carl Chiarella & Samuel Chege Maina & Christina Nikitopoulos-Sklibosios
• Limit Distribution of Evolving Strategies in Financial Markets (RePEc:uts:rpaper:294)
  by Carl Chiarella & Corrado Di Guilmi
• Stochastic Correlation and Risk Premia in Term Structure Models (RePEc:uts:rpaper:298)
  by Carl Chiarella & Chih-Ying Hsiao & Thuy-Duong To
• Particle Filters for Markov Switching Stochastic Volatility Models (RePEc:uts:rpaper:299)
  by Yun Bao & Carl Chiarella & Boda Kang
• Modelling Default Correlations in a Two-Firm Model with Dynamic Leverage Ratios (RePEc:uts:rpaper:304)
  by Carl Chiarella & Chi-Fai Lo & Ming Xi Huang
• Humps in the Volatility Structure of the Crude Oil Futures Market (RePEc:uts:rpaper:308)
  by Carl Chiarella & Boda Kang & Christina Nikitopoulos-Sklibosios & Thuy-Duong To
• An Evolutionary CAPM Under Heterogeneous Beliefs (RePEc:uts:rpaper:315)
  by Carl Chiarella & Roberto Dieci & Xue-Zhong He & Kai Li
• Pricing Interest Rate Derivatives in a Multifactor HJM Model with Time (RePEc:uts:rpaper:317)
  by Ingo Beyna & Carl Chiarella & Boda Kang
• Representation and Numerical Approximation of American Option Prices under Heston Stochastic Volatility Dynamics (RePEc:uts:rpaper:327)
  by Thomas Adolfsson & Carl Chiarella & Andrew Ziogas & Jonathan Ziveyi
• Investigating Time-Efficient Methods to Price Compound Options in the Heston Model (RePEc:uts:rpaper:328)
  by Carl Chiarella & Susanne Griebsch & Boda Kang
• Learning and Evolution of Trading Strategies in Limit Order Markets (RePEc:uts:rpaper:335)
  by Carl Chiarella & Xue-Zhong He & Lijian Wei
• The Return-Volatility Relation in Commodity Futures Markets (RePEc:uts:rpaper:336)
  by Carl Chiarella & Boda Kang & Christina Sklibosios Nikitopoulos & Thuy-Duong To
• A Class of Heath-Jarrow-Morton Term Structure Models with Stochastic Volatility (RePEc:uts:rpaper:34)
  by Carl Chiarella & Oh-Kang Kwon
• Approximate Hedging of Options under Jump-Diffusion Processes (RePEc:uts:rpaper:340)
  by Karl Mina & Gerald Cheang & Carl Chiarella
• A Behavioural Model of Investor Sentiment in Limit Order Markets (RePEc:uts:rpaper:342)
  by Carl Chiarella & Xue-Zhong He & Lei Shi & Lijian Wei
• Heterogeneous Expectations in Asset Pricing: Empirical Evidence from the S&P500 (RePEc:uts:rpaper:344)
  by Carl Chiarella & Xue-Zhong He & Remco C.J. Zwinkels
• Heterogeneous Beliefs, Risk and Learning in a Simple Asset Pricing Model with a Market Maker (RePEc:uts:rpaper:35)
  by Carl Chiarella & Xue-Zhong He
• The Reduction of Forward Rate Dependent Volatility HJM Models to Markovian Form: Pricing European Bond Option (RePEc:uts:rpaper:36)
  by Ram Bhar & Carl Chiarella & Nadima El-Hassan & Xiaosu Zheng
• On Candlestick-based Trading Rules Profitability Analysis via Parametric Bootstraps and Multivariate Pair-Copula based Models (RePEc:uts:rpaper:362)
  by Andreea Röthig & Andreas Röthig & Carl Chiarella
• Pricing American Options under Regime Switching Using Method of Lines (RePEc:uts:rpaper:368)
  by Carl Chiarella & Christina Nikitopoulos-Sklibosios & Erik Schlogl & Hongang Yang
• Stability of Competitive Equilibria with Heterogeneous Beliefs and Learning (RePEc:uts:rpaper:37)
  by Carl Chiarella & Xue-Zhong He
• The Calibration of Stock Option Pricing Models Using Inverse Problem Methodology (RePEc:uts:rpaper:39)
  by Carl Chiarella & Mark Craddock & Nadima El-Hassan
• Modeling the Currency Forward Risk Premium: Theory and Evidence (RePEc:uts:rpaper:41)
  by Ram Bhar & Carl Chiarella & Toan Pham
• Infering Forward Looking Financial Market Risk Premia from Derivatives Prices (RePEc:uts:rpaper:42)
  by Ram Bhar & Carl Chiarella
• A Complete Stochastic Volatility Model in the HJM Framework (RePEc:uts:rpaper:43)
  by Carl Chiarella & Oh-Kang Kwon
• Mean Variance Preferences, Expectations Formation, and the Dynamics of Random Asset Prices (RePEc:uts:rpaper:46)
  by Volker Bohm & Carl Chiarella
• Speculative Behaviour and Complex Asset Price Dynamics (RePEc:uts:rpaper:49)
  by Carl Chiarella & Roberto Dieci & Laura Gardini
• Forward Rate Dependent Markovian Transformations of the Heath-Jarrow-Morton Term Structure Model (RePEc:uts:rpaper:5)
  by Carl Chiarella & Oh-Kang Kwon
• State Variables and the Affine Nature of Markovian HJM Term Structure Models (RePEc:uts:rpaper:52)
  by Carl Chiarella & Oh-Kang Kwon
• Dynamics of Beliefs and Learning Under aL Processes - The Homogeneous Case (RePEc:uts:rpaper:53)
  by Carl Chiarella & Xue-Zhong He
• Dynamics of Beliefs and Learning Under aL Processes - The Heterogeneous Case (RePEc:uts:rpaper:55)
  by Carl Chiarella & Xue-Zhong He
• Asset Price and Wealth Dynamics Under Heterogeneous Expectations (RePEc:uts:rpaper:56)
  by Carl Chiarella & Xue-Zhong He
• On Filtering in Markovian Term Structure Models (An Approximation Approach) (RePEc:uts:rpaper:65)
  by Carl Chiarella & Sara Pasquali & Wolfgang Runggaldier
• Estimation in Models of the Instantaneous Short Term Interest Rate By Use of a Dynamic Bayesian Algorithm (RePEc:uts:rpaper:68)
  by Ram Bhar & Carl Chiarella & Wolfgang Runggaldier
• Filtering Equity Risk Premia From Derivative Prices (RePEc:uts:rpaper:69)
  by Ram Bhar & Carl Chiarella & Wolfgang Runggaldier
• A Maximum Likelihood Approach to Estimation of Heath-Jarrow-Morton Models (RePEc:uts:rpaper:80)
  by Ram Bhar & Carl Chiarella & Thuy Duong To
• Evaluation of American Strangles (RePEc:uts:rpaper:83)
  by Carl Chiarella & Andrew Ziogas
• An Adaptive Model on Asset Pricing and Wealth Dynamics with Heterogeneous Trading Strategies (RePEc:uts:rpaper:84)
  by Carl Chiarella & Xue-Zhong He
• A Dynamic Analysis of Speculation Across Two Markets (RePEc:uts:rpaper:89)
  by Carl Chiarella & Roberto Dieci & Laura Gardini
• Learning in a Generalized Dornbusch Model of Exchange Rate Dynamics (RePEc:uts:wpaper:102)
  by Carl Chiarella & Alexander Khomin
• Output, Financial Markets and Growth (RePEc:uts:wpaper:108)
  by Carl Chiarella & Peter Flaschel & Reiner Franke & Willi Semmler
• Price Flexibility and Debt Dynamics in a High Order AS-AD Model (RePEc:uts:wpaper:109)
  by Carl Chiarella & Peter Flaschel & Willi Semmler
• The Birth of Limit Cycles in Cournot Oligopoly Models with Time Delays (RePEc:uts:wpaper:11)
  by Carl Chiarella
• Real-Financial Interaction: A Reconsideration of the Blanchard Model with a State-of-Market Dependent Reaction Coefficient (RePEc:uts:wpaper:111)
  by Carl Chiarella & Peter Flaschel & Willi Semmler
• Real-Financial Interaction: Integrating Supply Side Wage-Price Dynamics and the Stock Market (RePEc:uts:wpaper:112)
  by Carl Chiarella & Peter Flaschel & Reiner Franke & Willi Semmler
• Type I Spurious Regression in Econometrics (RePEc:uts:wpaper:114)
  by Carl Chiarella & Shenhuai Gao
• Modelling the Value of the S&P 500 - A System Dynamics Perspective (RePEc:uts:wpaper:115)
  by Carl Chiarella & Shenhuai Gao
• Solving the Price-Earnings Puzzle (RePEc:uts:wpaper:116)
  by Carl Chiarella & Shenhuai Gao
• Nonlinear Phillips Curves, Complex Dynamics and Monetary Policy in a Keynesian Macro Model (RePEc:uts:wpaper:120)
  by Carl Chiarella & Peter Flaschel & Gang Gong & Willi Semmler
• Stability Analysis of a High-Dimensional Macrodynamic Model of Real-Financial Interaction: A Cascade of Matrices Approach (RePEc:uts:wpaper:123)
  by Carl Chiarella & Peter Flaschel & Reiner Franke & Willi Semmler
• Keynes-Metzler-Goodwin Model Building: The Closed Economy (RePEc:uts:wpaper:124)
  by Toichiro Asada & Carl Chiarella & Peter Flaschel
• Output and the Term Structure of Interest Rates: Ways Out of th Jump-Variable Conundrum (RePEc:uts:wpaper:125)
  by Carl Chiarella & Peter Flaschel & Reiner Franke & Willi Semmler
• Real-Financial Interaction: Implications of Budget Equations and Capital Accumulation (RePEc:uts:wpaper:127)
  by Carl Chiarella & Peter Flaschel & Willi Semmler
• Interacting Two-Country Business Fluctuations (RePEc:uts:wpaper:128)
  by Toichiro Asada & Carl Chiarella & Peter Flaschel & Reiner Franke
• The Structure of Keynesian Macrodynamics: A Framework for Future Research (RePEc:uts:wpaper:129)
  by Carl Chiarella & Peter Flaschel & Peiyuan Zhu
• The Dynamics of Speculative Behaviour (RePEc:uts:wpaper:13)
  by Carl Chiarella
• Continuous Time Model Estimation (RePEc:uts:wpaper:138)
  by Carl Chiarella & Shenhuai Gao
• Keynesian Dynamics and the Wage-Price Spiral: A Baseline Disequilibrium Model (RePEc:uts:wpaper:139)
  by Toichiro Asada & Pu Chen & Carl Chiarella & Peter Flaschel
• Developments in Nonlinear Economic Dynamics: Past, Present and Future (RePEc:uts:wpaper:14)
  by Carl Chiarella
• Keynesian Disequilibrium Dynamics: Convergence, Roads to Instability and the Emergence of Complex Business Fluctuations (RePEc:uts:wpaper:146)
  by Pu Chen & Carl Chiarella & Peter Flaschel & Hing Hung
• Keynesian Macrodynamics and the Phillips Curve. An Estimated Baseline Macromodel for the U.S. Economy (RePEc:uts:wpaper:147)
  by Pu Chen & Carl Chiarella & Peter Flaschel & Willi Semmler
• Keynesian AD-AS, Quo Vadis? (RePEc:uts:wpaper:151)
  by Toichiro Asada & Carl Chiarella & Peter Flaschel & Christian R. Proaño
• Modelling the "Animal Spirits" of Bank's Lending Behaviour (RePEc:uts:wpaper:183)
  by Carl Chiarella & Corrado Di Guilmi & Tianhao Zhi
• Determinants of Corporate Capital Structure: Australian Evidence (RePEc:uts:wpaper:3)
  by Carl Chiarella & Toan Pham & Ah Boon Sim & Madeleine Tan
• The Interaction of the Financing and Investment Decisions: Preliminary Results in the Australian Context (RePEc:uts:wpaper:4)
  by Carl Chiarella & Toan Pham & Ah Boon Sim & Madeleine Tan
• A Dynamic Analysis of Cournot Duopoly in Imperfectly Competitive Product and Factor Markets (RePEc:uts:wpaper:43)
  by Carl Chiarella & Koji Okuguchi
• Keynesian Monetary Growth Dynamics: The Missing Prototype (RePEc:uts:wpaper:52)
  by Carl Chiarella & Peter Flaschel
• Transformation of Heath-Jarrow-Morton Models to Markovian Systems (RePEc:uts:wpaper:53)
  by Ram Bhar & Carl Chiarella
• The Estimation of the Heath-Jarrow-Morton Model by Use of Kalman Filtering Techniques (RePEc:uts:wpaper:54)
  by Ram Bhar & Carl Chiarella
• Interest Rate Futures: Estimation of Volatility Parameters in an Arbitrage-Free Framework (RePEc:uts:wpaper:55)
  by Ram Bhar & Carl Chiarella
• Estimating the Term Structure of Volatility in Futures Yield - A Maximum Likelihood Approach (RePEc:uts:wpaper:56)
  by Ram Bhar & Carl Chiarella
• Monetary and Fiscal Policy Under Nonlinear Exchange Rate Dynamics (RePEc:uts:wpaper:6)
  by Carl Chiarella
• A Preference Free Partial Differential Equation for the Term Structure of Interest Rates (RePEc:uts:wpaper:63)
  by Carl Chiarella & Nadima El-Hassan
• Learning Dynamics in a Nonlinear Stochastic Model of Exchange Rates (RePEc:uts:wpaper:64)
  by Carl Chiarella & Alexander Khomin
• Bootstrap Results From the State Space From Representation of the Heath-Jarrow-Morton Model (RePEc:uts:wpaper:66)
  by Ram Bhar & Carl Chiarella
• Construction of Zero-Coupon Yield Curve From Coupon Bond Yield Using Australian Data (RePEc:uts:wpaper:70)
  by Ram Bhar & Carl Chiarella
• Evaluation of Derivative Security Prices in the Heath-Jarrow-Morton Framework as Path Integrals Using Fast Fourier Transform Techniques (RePEc:uts:wpaper:72)
  by Carl Chiarella & Nadima El-Hassan
• A Survey of Models for the Pricing of Interest Rate Derivatives (RePEc:uts:wpaper:75)
  by Carl Chiarella & Nadima El-Hassan
• Approximating Heath-Jarrow-Morton Non-Markovian Term Structure of Interest Rate Models with Markovian Systems (RePEc:uts:wpaper:76)
  by Ram Bhar & Carl Chiarella
• Disequilibrium Growth Theory: Foundations, Synthesis, Perspectives (RePEc:uts:wpaper:85)
  by Carl Chiarella & Peter Flaschel
• The Birth of Limit Cycles in Nonlinear Oligopolies with Continuously Distributed Information Lags (RePEc:uts:wpaper:87)
  by Carl Chiarella & Ferenz Szidarovszky
• The Dynamics of the Cobweb when Producers are Risk Averse Learners (RePEc:uts:wpaper:90)
  by Carl Chiarella & Xue-Zhong He
• Towards Applied Disequilibrium Growth Theory: I The Starting Model (RePEc:uts:wpaper:93)
  by Carl Chiarella & Peter Flaschel
• Towards Applied Disequilibrium Growth Theory: II Intensive Form and Steady State Analysis of the Model (RePEc:uts:wpaper:94)
  by Carl Chiarella & Peter Flaschel
• Towards Applied Disequilibrium Growth Theory: III Basic Partial Feedback Structures and Stability Issues (RePEc:uts:wpaper:95)
  by Carl Chiarella & Peter Flaschel
• Towards Applied Disequilibrium Growth Theory: IV Numerical Investigations of the Core 18D Model (RePEc:uts:wpaper:96)
  by Carl Chiarella & Peter Flaschel & Peiyuan Zhu
• Towards Applied Disequilibrium Growth Theory: V Housing Investment Cycles, Private Debt Accumulation and Deflation (RePEc:uts:wpaper:97)
  by Carl Chiarella & Peter Flaschel
• Towards Applied Disequilibrium Growth Theory: VI Substitution, Money-Holdings, Wealth-Effects and Further Extensions (RePEc:uts:wpaper:98)
  by Carl Chiarella & Peter Flaschel & Gangolf Groh & Carsten Köper & Willi Semmler
• Towards Applied Disequilibrium Growth Theory: VII Intensive Form and Steady State Calculation in the Case of Substitution (RePEc:uts:wpaper:99)
  by Carl Chiarella & Peter Flaschel & Gangolf Groh & Carsten Köper & Willi Semmler
• The jump component of the volatility structure of interest rate futures markets: An international comparison (RePEc:wly:jfutmk:v:23:y:2003:i:12:p:1125-1158)
  by Carl Chiarella & Thuy‐Duong Tô
• Investigating nonlinear speculation in cattle, corn, and hog futures markets using logistic smooth transition regression models (RePEc:wly:jfutmk:v:27:y:2007:i:8:p:719-737)
  by Andreas Röthig & Carl Chiarella
• Small traders in currency futures markets (RePEc:wly:jfutmk:v:31:y:2011:i:9:p:898-914)
  by Andreas Röthig & Carl Chiarella
• The Return–Volatility Relation in Commodity Futures Markets (RePEc:wly:jfutmk:v:36:y:2016:i:2:p:127-152)
  by Carl Chiarella & Boda Kang & Christina Sklibosios Nikitopoulos & Thuy‐Duong Tô
• The Volatility of the Instantaneous Spot Interest Rate Implied by Arbitrage Pricing - A Dynamic Bayesian Approach (RePEc:wpa:wuwpfi:0409002)
  by Ram Bhar & Carl Chiarella & Hing Hung & Wolfgang Runggaldier
• Estimating the Volatility Structure of an Arbitrage-Free Interest Rate Model Via the Futures Markets (RePEc:wpa:wuwpfi:0409003)
  by Ram Bhar & Carl Chiarella & Thuy-Duong To
• Keynesian Dynamics and the Wage Price Spiral. A Baseline Disequilibrium Approach (RePEc:wpa:wuwpma:0409001)
  by Toichiro Asada & Pu Chen & Carl Chiarella & Peter Flaschel
• The Long Run Outcomes And Global Dynamics Of A Duopoly Game With Misspecified Demand Functions (RePEc:wsi:igtrxx:v:06:y:2004:i:03:n:s0219198904000253)
  by Gian-Italo Bischi & Carl Chiarella & Michael Kopel
• A Game Theoretical Model Of International Fishing With Time Delay (RePEc:wsi:igtrxx:v:06:y:2004:i:03:n:s0219198904000277)
  by Ferenc Szidarovszky & Andrew Engel & Carl Chiarella
• A Markovian Defaultable Term Structure Model With State Dependent Volatilities (RePEc:wsi:ijtafx:v:10:y:2007:i:01:n:s0219024907004147)
  by Carl Chiarella & Christina Nikitopoulos Sklibosios & Erik Schlögl
• The Evaluation Of American Option Prices Under Stochastic Volatility And Jump-Diffusion Dynamics Using The Method Of Lines (RePEc:wsi:ijtafx:v:12:y:2009:i:03:n:s0219024909005270)
  by Carl Chiarella & Boda Kang & Gunter H. Meyer & Andrew Ziogas
• Credit Derivatives Pricing With Stochastic Volatility Models (RePEc:wsi:ijtafx:v:16:y:2013:i:04:n:s0219024913500192)
  by Carl Chiarella & Samuel Chege Maina & Christina Nikitopoulos Sklibosios
• Approximate Hedging Of Options Under Jump-Diffusion Processes (RePEc:wsi:ijtafx:v:18:y:2015:i:04:n:s0219024915500247)
  by Karl Friedrich Mina & Gerald H. L. Cheang & Carl Chiarella
• The Evaluation Of Multiple Year Gas Sales Agreement With Regime Switching (RePEc:wsi:ijtafx:v:19:y:2016:i:01:n:s0219024916500059)
  by Carl Chiarella & Les Clewlow & Boda Kang
• Interacting Business Cycle Fluctuations: A Two-Country Model (RePEc:wsi:serxxx:v:51:y:2006:i:03:n:s0217590806002433)
  by Carl Chiarella & Peter Flaschel & Hing Hung
• The Numerical Solution of the American Option Pricing Problem:Finite Difference and Transform Approaches (RePEc:wsi:wsbook:8736)
  by Carl Chiarella & Boda Kang & Gunter H Meyer
• On Filtering in Markovian Term Structure Models (RePEc:wsi:wschap:9789812799579_0012)
  by Carl Chiarella & Sara Pasquali & Wolfgang J. Runggaldier
• Introduction (RePEc:wsi:wschap:9789814452625_0001)
  by Carl Chiarella & Boda Kang & Gunter H. Meyer
• The Merton and Heston Model for a Call (RePEc:wsi:wschap:9789814452625_0002)
  by Carl Chiarella & Boda Kang & Gunter H. Meyer
• American Call Options under Jump-Diffusion Processes (RePEc:wsi:wschap:9789814452625_0003)
  by Carl Chiarella & Boda Kang & Gunter H. Meyer
• American Option Prices under Stochastic Volatility and Jump-Diffusion Dynamics — The Transform Approach (RePEc:wsi:wschap:9789814452625_0004)
  by Carl Chiarella & Boda Kang & Gunter H. Meyer
• Representation and Numerical Approximation of American Option Prices under Heston (RePEc:wsi:wschap:9789814452625_0005)
  by Carl Chiarella & Boda Kang & Gunter H. Meyer
• Fourier Cosine Expansion Approach (RePEc:wsi:wschap:9789814452625_0006)
  by Carl Chiarella & Boda Kang & Gunter H. Meyer
• A Numerical Approach to Pricing American Call Options under SVJD (RePEc:wsi:wschap:9789814452625_0007)
  by Carl Chiarella & Boda Kang & Gunter H. Meyer
• Conclusion (RePEc:wsi:wschap:9789814452625_0008)
  by Carl Chiarella & Boda Kang & Gunter H. Meyer
• Investigating nonlinear speculation in cattle, corn, and hog futures markets using logistic smooth transition regression models (RePEc:zbw:darddp:dar_36774)
  by Röthig, Andreas & Chiarella, Carl
• Stabilizing an unstable economy: on the choice of proper policy measures (RePEc:zbw:ifwedp:200950)
  by Asada, Toichiro & Chiarella, Carl & Flaschel, Peter & Mouakil, Tarik & Proaño, Christian R.
• Stabilizing an unstable economy: On the choice of proper policy measures (RePEc:zbw:ifweej:201021)
  by Asada, Toichiro & Chiarella, Carl & Flaschel, Peter & Mouakil, Tarik & Proaño, Christian R.