//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~accessRights:"free"
~isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~person:"Kang, Boda"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: "Volatilität"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Volatility
7
Volatilität
7
Monte Carlo simulation
5
Monte-Carlo-Simulation
5
Option pricing theory
5
Optionspreistheorie
5
Stochastic process
4
Stochastischer Prozess
4
Theorie
3
Theory
3
Commodity derivative
2
Markov chain
2
Markov-Kette
2
Rohstoffderivat
2
Stochastic volatility
2
Stochastische Volatilität
2
1990-2010
1
Algorithm
1
Algorithmus
1
American options
1
Capital market returns
1
Cheyette Model
1
Estimation
1
Fourier transform technique
1
Futures exchange
1
Gold
1
Greece
1
Greeks
1
Griechenland
1
Hedging
1
Interest rate derivative
1
Jumps
1
Kapitalmarktrendite
1
Mathematical programming
1
Mathematische Optimierung
1
Method of Lines
1
Option trading
1
Optionsgeschäft
1
Schätzung
1
Terminbörse
1
more ...
less ...
Online availability
All
Free
Type of publication
All
Book / Working Paper
8
Type of publication (narrower categories)
All
Arbeitspapier
8
Graue Literatur
8
Non-commercial literature
8
Working Paper
8
Language
All
English
8
Author
All
Kang, Boda
Chiarella, Carl
21
Platen, Eckhard
15
He, Xue-zhong
9
Nikitopoulos, Christina Sklibosios
6
Li, Kai
4
Schlögl, Erik
4
Baldeaux, Jan
3
Rendek, Renata
3
Chege Maina, Samuel
2
Grasselli, Martino
2
Kienitz, Jörg
2
Silvennoinen, Annastiina
2
Tô, Thuy-duong
2
Westerhoff, Frank
2
Ziogas, Andrew
2
Ziveyi, Jonathan
2
Adolfsson, Thomas
1
Alfeus, Mesias
1
Badran, Alexander
1
Barkhagen, Mathias
1
Beyna, Ingo
1
Blomvall, Jörgen
1
Brace, Alan
1
Breymann, Wolfgang
1
Chan, Leunglung
1
Chang, Yang
1
Cheang, Gerald
1
Cheng, Benjamin
1
Chewlow, Les
1
Corrado, Charles Joseph
1
Corron, Ned
1
Craddock, Mark
1
Di Guilmi, Corrado
1
Dieci, Roberto
1
Duong, Thuy
1
Gatfaoui, Hayette
1
Gnoatto, Alessandro
1
Griebsch, Susanne
1
Guo, Zhi
1
more ...
less ...
Published in...
All
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
29th International Conference of the French Finance Association (AFFI) 2012
1
Research Paper Number: 299, Quantitative Finance Research Centre, University of Technology, Sydney
1
UNSW Business School Research Paper
1
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Pricing American options with jumps in asset and volatility
Taruvinga, Blessing
;
Kang, Boda
;
Nikitopoulos, …
-
2019
-
Updated January 2019
Persistent link: https://www.econbiz.de/10013255767
Saved in:
2
The evaluation of American compound option prices under stochastic volatility using the sparse grid approach
Chiarella, Carl
;
Kang, Boda
-
2009
Persistent link: https://www.econbiz.de/10003857524
Saved in:
3
The return-volatility relation in commodity futures markets
Chiarella, Carl
;
Kang, Boda
;
Sklibosios Nikitopoulosa, …
-
2013
Persistent link: https://www.econbiz.de/10009789508
Saved in:
4
Investigating time-efficient methods to price compound options in the Heston Model
Chiarella, Carl
;
Griebsch, Susanne
;
Kang, Boda
-
2013
Persistent link: https://www.econbiz.de/10009744645
Saved in:
5
Pricing interest rate derivatives in a multifactor HJM model with time dependent volatility
Beyna, Ingo
;
Chiarella, Carl
;
Kang, Boda
-
2012
Persistent link: https://www.econbiz.de/10009632002
Saved in:
6
Humps in the volatility structure of the crude oil futures market
Chiarella, Carl
;
Kang, Boda
;
Nikitopoulos, Christina …
-
2012
Persistent link: https://www.econbiz.de/10009564452
Saved in:
7
Particle filters for Markov switching stochastic volatility models
Yun, Bao
;
Chiarella, Carl
;
Kang, Boda
-
2012
Persistent link: https://www.econbiz.de/10009564477
Saved in:
8
The evaluation of barrier option prices under stochastic volatility
Chiarella, Carl
;
Kang, Boda
;
Meyer, Gunter H.
-
2010
Persistent link: https://www.econbiz.de/10008662205
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->