The following pages link to Boda Kang (Q316624):
Displaying 10 items.
- A comparative study on time-efficient methods to price compound options in the Heston model (Q316625) (← links)
- The evaluation of barrier option prices under stochastic volatility (Q356102) (← links)
- Optimal models with maximizing probability of first achieving target value in the preceding stages (Q551797) (← links)
- Optimal surrender of guaranteed minimum maturity benefits under stochastic volatility and interest rates (Q1742704) (← links)
- Valuation of guaranteed minimum maturity benefits under generalised regime-switching models using the Fourier cosine method (Q2155842) (← links)
- THE EVALUATION OF MULTIPLE YEAR GAS SALES AGREEMENT WITH REGIME SWITCHING (Q2797875) (← links)
- The Evaluation of Gas Swing Contracts with Regime Switching (Q2920957) (← links)
- The Numerical Solution of the American Option Pricing Problem (Q2946361) (← links)
- THE EVALUATION OF AMERICAN OPTION PRICES UNDER STOCHASTIC VOLATILITY AND JUMP-DIFFUSION DYNAMICS USING THE METHOD OF LINES (Q3637887) (← links)
- Two Types of Risk (Q5297387) (← links)