E-LIB Suche - Ergebnisse für: Kang, Boda

1

Valuation of guaranteed minimum maturity benefits under gen..:

Kang, Boda ; Shen, Yang ; Zhu, Dan.
Insurance: Mathematics and Economics. 105 (2022) - p. 96-127 , 2022

Link: https://doi.org/10.1016/..

2

Economic determinants of oil futures volatility: A term str..:

Kang, Boda ; Nikitopoulos, Christina Sklibosios ; Prokopczuk, Marcel
Energy Economics. 88 (2020) - p. 104743 , 2020

Link: https://doi.org/10.1016/..

3

A Numerical Solution of Optimal Portfolio Selection Problem..:

Ma, Guiyuan ; Zhu, Song-Ping ; Kang, Boda
Computational Economics. 55 (2019) 3 - p. 957-981 , 2019

Link: https://doi.org/10.1007/..

4

Analysis of a multiple year gas sales agreement with make-u..:

Dong, Wenfeng ; Kang, Boda
Energy Economics. 79 (2019) - p. 76-96 , 2019

Link: https://doi.org/10.1016/..

5

Particle Filters for Markov Switching Stochastic Volatility..:

, In: The Oxford handbook of computational economics and finance / edited by Shu-Heng Chen, Mak Kaboudan, and Ye-Rong Du

Bao, Yun ; Chiarella, Carl ; Kang, Boda. (2018)

Link: https://doi.org/10.1093/..

6

Optimal surrender of guaranteed minimum maturity benefits u..:

Kang, Boda ; Ziveyi, Jonathan
Insurance: Mathematics and Economics. 79 (2018) - p. 43-56 , 2018

Link: https://doi.org/10.1016/..

7

The numerical solution of the American option pricing probl..

finite difference and transformation approaches

Chiarella, Carl ; Kang, Boda ; Meyer, Gunter H. , [2015]

Copies: BB WiWi: 11a bwl 529/070

8

The Return–Volatility Relation in Commodity Futures Markets:

Chiarella, Carl ; Kang, Boda ; Nikitopoulos, Christina Sklibosios.
Journal of Futures Markets. 36 (2015) 2 - p. 127-152 , 2015

Link: https://doi.org/10.1002/..

9

Computational methods for derivatives with early exercise f..:

Kang, Boda ; Ziogas, Andrew ; Chiarella, Carl.. (2014) - p. 225-275

Copies: Zentrale:E02 a vwl 895/542-3; BB WiWi: 11a vwl 895/542a-3

10

Chapter 5. Computational Methods for Derivatives with Early..:

, In: Handbook of computational economics / Karl Schmedders, Kenneth L. Judd

Chiarella, Carl ; Kang, Boda ; Meyer, Gunter.. (2014) - p. 225-275

Link: https://doi.org/10.1016/..

Copies: Zentrale:E02 a vwl 895/542-3; BB WiWi: 11a vwl 895/542a-3

11

A comparative study on time-efficient methods to price comp..:

Chiarella, Carl ; Griebsch, Susanne ; Kang, Boda
Computers & Mathematics with Applications. 67 (2014) 6 - p. 1254-1270 , 2014

Link: https://doi.org/10.1016/..

12

The numerical solution of the American option pricing probl..:

Chiarella, Carl ; Kang, Boda ; Meyer, Gunter H , 2014

Link: https://search.ebscohost..

13

Humps in the volatility structure of the crude oil futures ..:

Chiarella, Carl ; Kang, Boda ; Nikitopoulos, Christina Sklibosios.
Energy Economics. 40 (2013) - p. 989-1000 , 2013

Link: https://doi.org/10.1016/..

14

The evaluation of barrier option prices under stochastic vo..:

Chiarella, Carl ; Kang, Boda ; Meyer, Gunter H.
Computers & Mathematics with Applications. 64 (2012) 6 - p. 2034-2048 , 2012

Link: https://doi.org/10.1016/..

15

Optimal models with maximizing probability of first achievi..:

Lin, Yuanlie ; Wu, Congbin ; Kang, Boda
Science China Mathematics. 46 (2003) 3 - p. 396-414 , 2003

Link: https://doi.org/10.1360/..