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Items where Author is "Chiarella, C."

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Caldana, R., Cheang, G.H.L., Chiarella, C. and Fusai, G. (2015). Correction: Exchange Option under Jump-diffusion Dynamics. Applied Mathematical Finance, 22(1), doi: 10.1080/1350486X.2014.937564

Chiarella, C., Iori, G. and Perello, J. (2008). The impact of heterogeneous trading rules on the limit order book and order flows. Journal Of Economic Dynamics & Control, 33(3), pp. 525-537. doi: 10.1016/j.jedc.2008.08.001


Chiarella, C., Iori, G. and Perello, J. (2008). The Impact of Heterogeneous Trading Rules on the Limit Order Book and Order Flows (08/04). London, UK: Department of Economics, City University London.

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