Boda Kang

Alıntı yapanlar

	Hepsi	2020 yılından bugüne
Alıntılar	1031	387
h-endeksi	13	9
i10-endeksi	13	9

160

120

200620072008200920102011201220132014201520162017201820192020202120222023202420254 1 9 10 17 32 18 43 39 38 63 56 57 58 42 47 66 150 69 13

Genel erişim

Tümünü görüntüle

6 makale

0 makale

genel erişime açık olanlar

genel erişime açık olmayanlar

Finansman sağlayan kuruluşun getirdiği zorunluluğa dayalı olarak

Katkıda bulunan yazarlar

Carl ChiarellaProfessor of Quantitative Financeuts.edu.au üzerinde doğrulanmış e-posta adresine sahip
Gunter H MeyerProfessor of Mathematics, Georgia Institute of Technologymath.gatech.edu üzerinde doğrulanmış e-posta adresine sahip
Jerzy FilarEmeritus Professor of Applied Mathematics, The University of Queenslanduq.edu.au üzerinde doğrulanmış e-posta adresine sahip
Dr Christina Sklibosios NikitopoulosAssociate Professor, UTS Business Schooluts.edu.au üzerinde doğrulanmış e-posta adresine sahip
Thuy Duong ToUNSW Business School, University of New South Wales, Australiaunsw.edu.au üzerinde doğrulanmış e-posta adresine sahip
Jonathan ZiveyiAssociate Professor, School of Risk and Actuarial Studies, UNSW Business Schoolunsw.edu.au üzerinde doğrulanmış e-posta adresine sahip
Marcel ProkopczukLeibniz University Hannoverfmt.uni-hannover.de üzerinde doğrulanmış e-posta adresine sahip
Dan ZhuMonash Universitymonash.edu üzerinde doğrulanmış e-posta adresine sahip
Wenfeng DongPostdoc, Risklab, Data61, CSIROdata61.csiro.au üzerinde doğrulanmış e-posta adresine sahip
Yang ShenAssociate Professor, University of New South Walesunsw.edu.au üzerinde doğrulanmış e-posta adresine sahip
Blessing TaruvingaResearch Scientist, CSIRO Data61data61.csiro.au üzerinde doğrulanmış e-posta adresine sahip
Song-Ping ZhuProfessor of Mathematics, University of Wollongong, Australiauow.edu.au üzerinde doğrulanmış e-posta adresine sahip
Guiyuan Ma（马贵元）School of Economics and Finance, Xi'an Jiaotong University, Chinaxjtu.edu.cn üzerinde doğrulanmış e-posta adresine sahip

Takip et

Boda Kang

Senior Quantitative Analyst - Model Risk at Westpac

westpac.com.au üzerinde doğrulanmış e-posta adresine sahip

Computational Finance Derivative Pricing Energy Market Variable Annuity


Başlık Alıntılara göre sırala Yıla göre sırala Başlığa göre sırala	Alıntı yapanlar Alıntı yapanlar	Yıl
Time consistent dynamic risk measures K Boda, JA Filar Mathematical Methods of Operations Research 63 (1), 169-186, 2006	302	2006
Stochastic target hitting time and the problem of early retirement K Boda, JA Filar, Y Lin, L Spanjers IEEE Transactions on Automatic Control 49 (3), 409-419, 2004	195	2004
The evaluation of American option prices under stochastic volatility and jump-diffusion dynamics using the method of lines C Chiarella, B Kang, GH Meyer, A Ziogas International Journal of Theoretical and Applied Finance 12 (03), 393-425, 2009	102	2009
The Evaluation Of Barrier Option Prices Under Stochastic Volatility C Chiarella, B Kang, GH Meyer Research Paper Series, 2010	72	2010
The return–volatility relation in commodity futures markets C Chiarella, B Kang, CS Nikitopoulos, TD Tô Journal of Futures Markets 36 (2), 127-152, 2016	66	2016
Economic determinants of oil futures volatility: A term structure perspective B Kang, CS Nikitopoulos, M Prokopczuk Energy Economics 88, 104743, 2020	46	2020
Humps in the volatility structure of the crude oil futures market: New evidence C Chiarella, B Kang, CS Nikitopoulos, TD Tô Energy Economics 40, 989-1000, 2013	41	2013
The evaluation of American compound option prices under stochastic volatility and stochastic interest rates C Chiarella, B Kang Journal of Computational Finance, 2013	40	2013
Optimal surrender of guaranteed minimum maturity benefits under stochastic volatility and interest rates B Kang, J Ziveyi Insurance: Mathematics and Economics 79, 43-56, 2018	34	2018
Valuation of guaranteed minimum maturity benefits under generalised regime-switching models using the Fourier Cosine method B Kang, Y Shen, D Zhu, J Ziveyi Insurance: Mathematics and Economics 105, 96-127, 2022	19	2022
A comparative study on time-efficient methods to price compound options in the Heston model C Chiarella, S Griebsch, B Kang Computers & Mathematics with Applications 67 (6), 1254-1270, 2014	16*	2014
The Numerical Solution of the American Option Pricing Problem: Finite Difference and Transform Approaches C Chiarella, B Kang, GH Meyer World Scientific, 2014	14	2014
Modelling and estimating the forward price curve in the energy market C Chiarella, L Clewlow, B Kang Quantitative Finance Research Centre, University of Technology Sydney …, 2009	13	2009
A numerical solution of optimal portfolio selection problem with general utility functions G Ma, SP Zhu, B Kang Computational Economics 55, 957-981, 2020	9	2020
Particle filters for Markov-switching stochastic volatility models Y Bao, C Chiarella, B Kang The Oxford Handbook of Computational Economics and Finance, 249-266, 2018	9	2018
The evaluation of multiple year gas sales agreement with regime switching C Chiarella, L Clewlow, B Kang International Journal of Theoretical and Applied Finance 19 (01), 1650005, 2016	9*	2016
Pricing an American call under stochastic volatility and interest rates B Kang, GH Meyer Nonlinear Economic Dynamics and Financial Modelling: Essays in Honour of …, 2014	9	2014
The evaluation of gas swing contracts with regime switching C Chiarella, L Clewlow, B Kang Topics in Numerical Methods for Finance, 155-176, 2012	7	2012
Analysis of a multiple year gas sales agreement with make-up, carry-forward and indexation W Dong, B Kang Energy economics 79, 76-96, 2019	5	2019
Optimal models with maximizing probability of first achieving target value in the preceding stages Y Lin, C Wu, B Kang Science in China Series A: Mathematics 46, 396-414, 2003	5	2003

Sistem, işlemi şu anda gerçekleştiremiyor. Daha sonra yeniden deneyin.

Makaleler 1–20

Yıllık alıntı sayısı

Mükerrer alıntılar

Birleştirilmiş alıntılar

Katkıda bulunan yazar ekleKatkıda bulunan yazarlar

Takip et

Alıntı yapanlar

Katkıda bulunan yazarlar