The evaluation of barrier option prices under stochastic volatility
Chiarella, Carl, Kang, Boda, Meyer, Gunter H.
Published in Computers & mathematics with applications (1987) (01.09.2012)
Published in Computers & mathematics with applications (1987) (01.09.2012)
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Journal Article
Time Consistent Dynamic Risk Measures
Boda, Kang, Filar, Jerzy A.
Published in Mathematical methods of operations research (Heidelberg, Germany) (01.03.2006)
Published in Mathematical methods of operations research (Heidelberg, Germany) (01.03.2006)
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Journal Article
THE EVALUATION OF AMERICAN OPTION PRICES UNDER STOCHASTIC VOLATILITY AND JUMP-DIFFUSION DYNAMICS USING THE METHOD OF LINES
Ziogas, Andrew, Chiarella, Carl, Kang, Boda, Meyer, Gunter H
Published in International Journal of Theoretical and Applied Finance (IJTAF) (01.05.2009)
Published in International Journal of Theoretical and Applied Finance (IJTAF) (01.05.2009)
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Journal Article
Economic determinants of oil futures volatility: A term structure perspective
Kang, Boda, Nikitopoulos, Christina Sklibosios, Prokopczuk, Marcel
Published in Energy economics (01.05.2020)
Published in Energy economics (01.05.2020)
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Journal Article
Stochastic target hitting time and the problem of early retirement
Kang Boda, Filar, J.A., Yuanlie Lin, Spanjers, L.
Published in IEEE transactions on automatic control (01.03.2004)
Published in IEEE transactions on automatic control (01.03.2004)
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Journal Article
The Return-Volatility Relation in Commodity Futures Markets
Chiarella, Carl, Kang, Boda, Nikitopoulos, Christina Sklibosios, Tô, Thuy-Duong
Published in The journal of futures markets (01.02.2016)
Published in The journal of futures markets (01.02.2016)
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Journal Article
Humps in the volatility structure of the crude oil futures market: New evidence
Chiarella, Carl, Kang, Boda, Nikitopoulos, Christina Sklibosios, Tô, Thuy-Duong
Published in Energy economics (01.11.2013)
Published in Energy economics (01.11.2013)
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Journal Article
Computational Methods for Derivatives with Early Exercise Features
Chiarella, Carl, Kang, Boda, Meyer, Gunter, Ziogas, Andrew
Published in Handbook of Computational Economics (01.01.2014)
Published in Handbook of Computational Economics (01.01.2014)
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Book Chapter