//--> //--> //--> //-->
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
~type_genre:"Arbeitspapier"
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: person:"Kang, Boda"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatility
7
Volatilität
7
Monte Carlo simulation
6
Monte-Carlo-Simulation
6
Option pricing theory
6
Optionspreistheorie
6
Stochastic process
6
Stochastischer Prozess
6
Theorie
5
Theory
5
Commodity derivative
3
Rohstoffderivat
3
Markov chain
2
Markov-Kette
2
Option trading
2
Optionsgeschäft
2
Stochastic volatility
2
Stochastische Volatilität
2
1990-2010
1
Algorithm
1
Algorithmus
1
American options
1
Analysis
1
COS method
1
Capital market returns
1
Cheyette Model
1
Derivat
1
Derivative
1
Estimation
1
Fourier transform technique
1
Futures exchange
1
GMMB
1
Generalised regime-switching model
1
Gold
1
Greece
1
Greeks
1
Griechenland
1
Hedging
1
Interest rate derivative
1
Jumps
1
more ...
less ...
Online availability
All
Free
12
Type of publication
All
Book / Working Paper
12
Type of publication (narrower categories)
All
Arbeitspapier
Article in journal
12
Aufsatz in Zeitschrift
12
Graue Literatur
12
Non-commercial literature
12
Working Paper
12
Aufsatz im Buch
5
Book section
5
Thesis
1
more ...
less ...
Language
All
English
12
Author
All
Kang, Boda
12
Chiarella, Carl
9
Meyer, Gunter H.
2
Nikitopoulos, Christina Sklibosios
2
Beyna, Ingo
1
Clewlow, Les
1
Duong, Thuy
1
Filar, Jerzy A.
1
Griebsch, Susanne
1
Korolkiewicz, Malgorzata
1
Shen, Yang
1
Sklibosios Nikitopoulosa, Christina
1
Taruvinga, Blessing
1
To, Thuy-duong
1
Yun, Bao
1
Zhu, Dan
1
Ziogas, Andrew
1
Ziveyi, Jonathan
1
more ...
less ...
Published in...
All
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
11
Working paper
1
Source
All
ECONIS (ZBW)
12
Showing
1
-
10
of
12
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Valuation of guaranteed minimum maturity benefits under generalised regime-switching models using the Fourier Cosine method
Kang, Boda
;
Shen, Yang
;
Zhu, Dan
;
Ziveyi, Jonathan
-
2021
Persistent link: https://www.econbiz.de/10012628839
Saved in:
2
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:
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 multiple year gas sales agreement with regime switching
Chiarella, Carl
;
Clewlow, Les
;
Kang, Boda
-
2011
Persistent link: https://www.econbiz.de/10009564623
Saved in:
9
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:
10
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:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->