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
Search
All of OPUS
Faculty of Business
Finance
Current filters:
Title
Author
Subject
Date Issued
Has File(s)
File Name
File Description
Type
Copyright Status
Equals
Contains
ID
Not Equals
Not Contains
Not ID
Add Filter:
Title
Author
Subject
Date Issued
Has File(s)
File Name
File Description
Type
Copyright Status
Equals
Contains
ID
Not Equals
Not Contains
Not ID
Results
Customise results display
Sort items by
Relevance
Title
Issue Date
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
Item hits:
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
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
2014-01-01
Computational Methods for Derivatives with Early Exercise Features
Chiarella, C
;
Kang, B
;
Meyer, G
;
Ziogas, A
2016-02-01
The Return-Volatility Relation in Commodity Futures Markets
Chiarella, C
;
Kang, B
;
Nikitopoulos, CS
;
Tô, TD
2020
Economic determinants of oil futures volatility: A term structure perspective
Kang, B
;
Nikitopoulos Sklibosios, C
;
Prokopczuk, M
2012-01
The evaluation of gas swing contracts with regime switching
Chiarella, C
;
Clewlow, L
;
Kang, B
;
Cummins, M
;
Murphy, F
;
Miller, JJH
2004-01
Stochastic Target Hitting Time and the Problem of Early Retirement
Kang, B
;
Filar, J
;
Lin, Y
;
Spanjers, L
Results 1-10 of 15 (Search time: 0.298 seconds).
previous
1
2
next
Discover
Author
10
Chiarella, C
3
Meyer, GH
2
Clewlow, L
2
Filar, J
2
Lin, Y
2
Nikitopoulos, CS
2
Ziogas, A
1
Filar, JA
1
Griebsch, S
1
Meyer, G
.
next >
Subject
3
Finance
2
Energy
2
Numerical & Computational Mathema...
1
Economics
1
General Mathematics
1
Industrial Engineering & Automation
1
Operations Research
Date issued
10
2010 - 2020
5
2003 - 2009
Has File(s)
15
true
Type
8
Journal Article
2
Chapter
1
Conference Proceeding
Copyright Status
6
closed_access
4
open_access
1
Open Access