Browsing by Author Kang, B

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Showing results 1 to 15 of 15
Issue DateTitleAuthor(s)
1-Apr-2014A comparative study on time-efficient methods to price compound options in the Heston modelChiarella, C; Griebsch, S; Kang, B
3-Jan-2014Computational Methods for Derivatives with Early Exercise FeaturesChiarella, C; Kang, B; Meyer, G; Ziogas, A
1-Sep-2013The evaluation of American compound option prices under stochastic volatility and stochastic interest ratesChiarella, C; Kang, B
1-May-2009The evaluation of american option prices under stochastic volatility and jump-diffusion dynamics using the method of linesChiarella, C; Kang, B; Meyer, GH; Ziogas, A
1-Sep-2012The evaluation of barrier option prices under stochastic volatilityChiarella, C; Kang, B; Meyer, GH
Jan-2012The evaluation of gas swing contracts with regime switchingChiarella, C; Clewlow, L; Kang, B; Cummins, M; Murphy, F; Miller, JJH
1-Feb-2016The evaluation of multiple year gas sales agreement with regime switchingChiarella, C; Clewlow, L; Kang, B
1-Nov-2013Humps in the volatility structure of the crude oil futures market: New evidenceChiarella, C; Kang, B; Nikitopoulos, CS; TÔ, TD
Jan-2006Membership Functions for Spatial ProximityBrennan, J; Martin, EA; Sattar, A; Kang, B
1-Jan-2014The numerical solution of the American option pricing problem: Finite difference and transform approachesChiarella, C; Kang, B; Meyer, GH
Jan-2003Optimal Models with Maximizing the Probability of First Achieving Target Value in the Preceding StagesLin, Y; Wu, C; Kang, B
1-Feb-2016The Return-Volatility Relation in Commodity Futures MarketsChiarella, C; Kang, B; Nikitopoulos, CS; Tô, TD
Jan-2004Stochastic Target Hitting Time and the Problem of Early RetirementKang, B; Filar, J; Lin, Y; Spanjers, L
Jan-2006Time consistent dynamic risk measuresKang, B; Filar, J
1-Jan-2006Two types of riskFilar, JA; Kang, B