OPUS at UTS: Search - Open Publications of UTS Scholars

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Issue Date	Title	Author(s)
2013-11-01	Humps in the volatility structure of the crude oil futures market: New evidence	Chiarella, C; Kang, B; Nikitopoulos, CS; TÔ, TD
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
2004-01	Stochastic Target Hitting Time and the Problem of Early Retirement	Kang, B; Filar, J; Lin, Y; Spanjers, L
2013-09-01	The evaluation of American compound option prices under stochastic volatility and stochastic interest rates	Chiarella, C; Kang, B
2006-01-01	Two types of risk	Filar, JA; Kang, B
2003-01	Optimal Models with Maximizing the Probability of First Achieving Target Value in the Preceding Stages	Lin, Y; Wu, C; Kang, B
2006-01	Time consistent dynamic risk measures	Kang, B; Filar, J
2012-09-01	The evaluation of barrier option prices under stochastic volatility	Chiarella, C; Kang, B; Meyer, GH
2016-02-01	The evaluation of multiple year gas sales agreement with regime switching	Chiarella, C; Clewlow, L; 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

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