Skip navigation
Statistics
Help
About OPUS
How to Deposit
Managing Copyright
Browse
UTS Organisational Groups
Browse Items by:
Issue Date
Author
Title
Type
ARC/NHRMC Funded
Search OPUS
OPUS at UTS
Browsing byAuthorKang, B
Jump to:
0-9
A
B
C
D
E
F
G
H
I
J
K
L
M
N
O
P
Q
R
S
T
U
V
W
X
Y
Z
or enter first few letters:
Sort by:
title
issue date
submit date
ARC/NHRMC funded
In order:
Ascending
Descending
Results/Page
5
10
15
20
25
30
35
40
45
50
55
60
65
70
75
80
85
90
95
100
Authors/Record:
All
1
5
10
15
20
25
30
35
40
45
50
Showing results 4 to 19 of 19
< previous
Issue Date
Title
Author(s)
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