Boda Kang

Publication Activity (10 Years)

Years Active: 2004-2014
Publications (10 Years): 0

Top Topics

Evaluation Metrics

Computationally Intensive

Top Venues

Comput. Math. Appl.

Publications

Carl Chiarella, Susanne Griebsch, Boda Kang
A comparative study on time-efficient methods to price compound options in the Heston model. Comput. Math. Appl. 67 (6) (2014)
Carl Chiarella, Boda Kang, Gunter H. Meyer
The evaluation of barrier option prices under stochastic volatility. Comput. Math. Appl. 64 (6) (2012)
Boda Kang, Jerzy A. Filar
Time Consistent Dynamic Risk Measures. Math. Methods Oper. Res. 63 (1) (2006)
Boda Kang, Jerzy A. Filar, Yuanlie Lin, Lieneke Spanjers
Stochastic target hitting time and the problem of early retirement. IEEE Trans. Autom. Control. 49 (3) (2004)