A preference free partial differential equation for the term structure of interest rates

von Chiarella, Carl
Veröffentlicht in Financial engineering and the Japanese markets (1996)

Tracking error and active portfolio management

von Hassan, Nadima el
Veröffentlicht 2003

Evaluation of derivative security prices in the Heath Jarrow-Morton framework as path integrals using fast fourier transform techniques

von Chiarella, Carl
Veröffentlicht 1997

A preference free partial differential equation for the term structure of interest rates

von Chiarella, Carl
Veröffentlicht 1996

The valuation of self-funding instalment warrants

von Dewynne, Jeff N.
Veröffentlicht in International journal of theoretical and applied finance (2017)

The evaluation of point barrier options in a path integral framework

von Chiarella, Carl
Veröffentlicht 2005

The evaluation of dicrete barrier options in a path integral framework

von Chiarella, Carl
Veröffentlicht in Computational methods in financial engineering (2008)

Evaluation of American option prices in a path integral framework using Fourier-Hermite series expansions

von Chiarella, Carl
Veröffentlicht in Journal of economic dynamics & control (1999)

Hedging diffusion processes by local risk minimization with applications to index tracking

von Colwell, David
Veröffentlicht in Journal of economic dynamics & control (2007)

Hedging diffusion processes by local risk-minimisation with applications to index tracking

von Cowell, David
Veröffentlicht 2004