| 2006 |
|---|
| 4 | EE | 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 |
|---|
| 3 | EE | 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) |
| 2 | EE | Carl Chiarella,
Ferenc Szidarovszky:
On the stability of price-adjusting oligopolies with incomplete information.
Int. J. Systems Science 36(8): 501-507 (2005) |
| 2003 |
|---|
| 1 | EE | William A. Barnett,
Carl Chiarella,
Steve Keen,
Robert Marks,
Herman Schnabl:
Commerce, Complexity, and Evolution: Topics in Economics, Finance, Marketing and Management.
J. Artificial Societies and Social Simulation 6(2): (2003) |
