| Issue Date | Title | Author(s) |
| 2014-04-01 | A comparative study on time-efficient methods to price compound options in the Heston model | Chiarella, C; Griebsch, S; Kang, B |
| 2014-01-01 | Computational Methods for Derivatives with Early Exercise Features | Chiarella, C; Kang, B; Meyer, G; Ziogas, A |
| 2020-01-01 | Contour-Maintaining-Based Image Adaption for an Efficient Ambulance Service in Intelligent Transportation Systems | Liu, Q; Kang, B; Yu, K; Qi, X; Li, J; Wang, S; Li, HA |
| 2020 | Economic determinants of oil futures volatility: A term structure perspective | Kang, B; Nikitopoulos Sklibosios, C; Prokopczuk, M |
| 2013-09-01 | The evaluation of American compound option prices under stochastic volatility and stochastic interest rates | Chiarella, C; Kang, B |
| 2009-05-01 | The evaluation of american option prices under stochastic volatility and jump-diffusion dynamics using the method of lines | Chiarella, C; Kang, B; Meyer, GH; Ziogas, A |
| 2012-09-01 | The evaluation of barrier option prices under stochastic volatility | Chiarella, C; Kang, B; Meyer, GH |
| 2012-01 | The evaluation of gas swing contracts with regime switching | Chiarella, C; Clewlow, L; Kang, B; Cummins, M; Murphy, F; Miller, JJH |
| 2016-02-01 | The evaluation of multiple year gas sales agreement with regime switching | Chiarella, C; Clewlow, L; Kang, B |
| 2013-11-01 | Humps in the volatility structure of the crude oil futures market: New evidence | Chiarella, C; Kang, B; Nikitopoulos, CS; TÔ, TD |
| 2023-01-01 | IVF-Net: An Infrared and Visible Data Fusion Deep Network for Traffic Object Enhancement in Intelligent Transportation Systems | Ju, M; He, C; Liu, J; Kang, B; Su, J; Zhang, D |
| 2019-01-01 | Marine Vertebrate Predator Detection and Recognition in Underwater Videos by Region Convolutional Neural Network | Park, M; Yang, W; Cao, Z; Kang, B; Connor, D; Lea, MA |
| 2006-01 | Membership Functions for Spatial Proximity | Brennan, J; Martin, EA; Sattar, A; Kang, B |
| 2014-01-01 | The numerical solution of the American option pricing problem: Finite difference and transform approaches | Chiarella, C; Kang, B; Meyer, GH |
| 2003-01 | Optimal Models with Maximizing the Probability of First Achieving Target Value in the Preceding Stages | Lin, Y; Wu, C; Kang, B |
| 2016-02-01 | The Return-Volatility Relation in Commodity Futures Markets | Chiarella, C; Kang, B; Nikitopoulos, CS; Tô, TD |
| 2004-01 | Stochastic Target Hitting Time and the Problem of Early Retirement | Kang, B; Filar, J; Lin, Y; Spanjers, L |
| 2006-01 | Time consistent dynamic risk measures | Kang, B; Filar, J |
| 2006-01-01 | Two types of risk | Filar, JA; Kang, B |
