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Kang, B
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Showing results 1 to 15 of 15
Issue Date
Title
Author(s)
1-Apr-2014
A comparative study on time-efficient methods to price compound options in the Heston model
Chiarella, C
;
Griebsch, S
;
Kang, B
1-Jan-2014
Computational Methods for Derivatives with Early Exercise Features
Chiarella, C
;
Kang, B
;
Meyer, G
;
Ziogas, A
1-Sep-2013
The evaluation of American compound option prices under stochastic volatility and stochastic interest rates
Chiarella, C
;
Kang, B
1-May-2009
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
1-Sep-2012
The evaluation of barrier option prices under stochastic volatility
Chiarella, C
;
Kang, B
;
Meyer, GH
Jan-2012
The evaluation of gas swing contracts with regime switching
Chiarella, C
;
Clewlow, L
;
Kang, B
;
Cummins, M
;
Murphy, F
;
Miller, JJH
1-Feb-2016
The evaluation of multiple year gas sales agreement with regime switching
Chiarella, C
;
Clewlow, L
;
Kang, B
1-Nov-2013
Humps in the volatility structure of the crude oil futures market: New evidence
Chiarella, C
;
Kang, B
;
Nikitopoulos, CS
;
TÔ, TD
Jan-2006
Membership Functions for Spatial Proximity
Brennan, J
;
Martin, EA
;
Sattar, A
;
Kang, B
1-Jan-2014
The numerical solution of the American option pricing problem: Finite difference and transform approaches
Chiarella, C
;
Kang, B
;
Meyer, GH
Jan-2003
Optimal Models with Maximizing the Probability of First Achieving Target Value in the Preceding Stages
Lin, Y
;
Wu, C
;
Kang, B
1-Feb-2016
The Return-Volatility Relation in Commodity Futures Markets
Chiarella, C
;
Kang, B
;
Nikitopoulos, CS
;
Tô, TD
Jan-2004
Stochastic Target Hitting Time and the Problem of Early Retirement
Kang, B
;
Filar, J
;
Lin, Y
;
Spanjers, L
Jan-2006
Time consistent dynamic risk measures
Kang, B
;
Filar, J
1-Jan-2006
Two types of risk
Filar, JA
;
Kang, B