Boda Kang

Available identifiers

zbMath Open kang.bodaMaRDI QIDQ316624

List of research outcomes

Publication	Date of Publication	Type
Valuation of guaranteed minimum maturity benefits under generalised regime-switching models using the Fourier cosine method	2022-07-15	Paper
Optimal surrender of guaranteed minimum maturity benefits under stochastic volatility and interest rates	2018-04-12	Paper
A comparative study on time-efficient methods to price compound options in the Heston model	2016-09-27	Paper
The evaluation of multiple year gas sales agreement with regime switching	2016-04-01	Paper
The Numerical Solution of the American Option Pricing Problem	2015-09-16	Paper
The Evaluation of Gas Swing Contracts with Regime Switching	2014-09-29	Paper
The evaluation of barrier option prices under stochastic volatility	2013-07-25	Paper
Optimal models with maximizing probability of first achieving target value in the preceding stages	2011-07-21	Paper
THE EVALUATION OF AMERICAN OPTION PRICES UNDER STOCHASTIC VOLATILITY AND JUMP-DIFFUSION DYNAMICS USING THE METHOD OF LINES	2009-07-14	Paper
Two Types of Risk	2007-07-18	Paper

Research outcomes over time

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