Boda Kang

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Valuation of guaranteed minimum maturity benefits under generalised regime-switching models using the Fourier cosine method Insurance Mathematics & Economics	2022-07-15	Paper
Optimal surrender of guaranteed minimum maturity benefits under stochastic volatility and interest rates Insurance Mathematics & Economics	2018-04-12	Paper
A comparative study on time-efficient methods to price compound options in the Heston model Computers & Mathematics with Applications	2016-09-27	Paper
The evaluation of multiple year gas sales agreement with regime switching International Journal of Theoretical and Applied Finance	2016-04-01	Paper
The numerical solution of the American option pricing problem. Finite difference and transform approaches	2015-09-16	Paper
The evaluation of gas swing contracts with regime switching Topics in Numerical Methods for Finance	2014-09-29	Paper
The evaluation of barrier option prices under stochastic volatility Computers & Mathematics with Applications	2013-07-25	Paper
Optimal models with maximizing probability of first achieving target value in the preceding stages Science in China. Series A	2011-07-21	Paper
THE EVALUATION OF AMERICAN OPTION PRICES UNDER STOCHASTIC VOLATILITY AND JUMP-DIFFUSION DYNAMICS USING THE METHOD OF LINES International Journal of Theoretical and Applied Finance	2009-07-14	Paper
Two Types of Risk International Series in Operations Research & Management Science	2007-07-18	Paper

Research outcomes over time

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