SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Boda Kang · Study

Home/Author

Boda Kang

7 works· latest 2018· 2 institutionscluster: provisionalORCID 0000-0002-0012-0964

h-index6

i106

Citations270

Works here7

08

09

12

13

15

18

Most cited in this library

THE EVALUATION OF AMERICAN OPTION PRICES UNDER STOCHASTIC VOLATILITY AND JUMP-DIFFUSION DYNAMICS USING THE METHOD OF LINES2009 · 77 citations
The Return–Volatility Relation in Commodity Futures Markets2015 · 61 citations
The evaluation of barrier option prices under stochastic volatility2012 · 48 citations
Humps in the volatility structure of the crude oil futures market: New evidence2013 · 33 citations
Optimal surrender of guaranteed minimum maturity benefits under stochastic volatility and interest rates2018 · 27 citations

Works

7 shown

Optimal surrender of guaranteed minimum maturity benefits under stochastic volatility and interest rates

Insurance Mathematics and Economics·2018·2 authors·Open access

27citations

The Return–Volatility Relation in Commodity Futures Markets

Journal of Futures Markets·2015·4 authors·Open access

61citations

The evaluation of American compound option prices under stochastic volatility and stochastic interest rates

The Journal of Computational Finance·2013·2 authors·Open access

24citations

Humps in the volatility structure of the crude oil futures market: New evidence

Energy Economics·2013·4 authors·Open access

33citations

The evaluation of barrier option prices under stochastic volatility

Computers & Mathematics with Applications·2012·3 authors·Open access

48citations

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·2009·4 authors·Open access

77citations

Measures of Risk

·2008·1 author·book

0citations