Carl Chiarella - Publications, H-index & Citations

Carl Chiarella

university of technology sydney

39H指数

651论文数

7.0K被引数

收录论文 8

发表时间

American option pricing under two stochastic volatility processes

APPLIED MATHEMATICS AND COMPUTATION

IF3.4

2013-11-01

PREAI

Chiarella, Carl; Ziveyi, Jonathan

Humps in the volatility structure of the crude oil futures market: New evidence

ENERGY ECONOMICS

IF14.2

2013-11-01

PREAI

Chiarella, Carl; Kang, Boda; Nikitopoulos, Christina Sklibosios; Thuy-Duong To

Isoelastic oligopolies under uncertainty

APPLIED MATHEMATICS AND COMPUTATION

IF3.4

2013-07-01

PREAI

Chiarella, Carl; Matsumoto, Akio; Szidarovszky, Ferenc

STOCK-FLOW INTERACTIONS, DISEQUILIBRIUM MACROECONOMICS AND THE ROLE OF ECONOMIC POLICY

JOURNAL OF ECONOMIC SURVEYS

IF5

2011-01-11

PREAI

Asada, Toichiro; Chiarella, Carl; Flaschel, Peter; Mouakil, Tarik; Proano, Christian; Semmler, Willi

Modelling the evolution of credit spreads using the Cox process within the HJM framework A CDS option pricing model

EUROPEAN JOURNAL OF OPERATIONAL RESEARCH

IF6

2011-01-01

OAAI

Chiarella, Carl; Fanelli, Viviana; Musti, Silvana

A volatility decomposition control variate technique for Monte Carlo simulations of Heath Jarrow Morton models

EUROPEAN JOURNAL OF OPERATIONAL RESEARCH

IF6

2005-03-01

OAAI

Chiarella, C; Clewlow, L; Musti, S

Preface to the special section on modelling and control of national and regional economies

CONTROL ENGINEERING PRACTICE

IF4.6

1997-04-01

PREAI

Chiarella, C; Vlacic, L

INNOVATION AND THE TRANSFER OF TECHNOLOGY - A LEADER-FOLLOWER MODEL

ECONOMIC MODELLING

IF4.7

1989-10-01

PREAI

CHIARELLA, C; KEMP, MC; VANLONG, N

研究方向