Boda Kang : Citation Profile

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5

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4

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95

Citations

RESEARCH PRODUCTION:

1

Articles

10

Papers

RESEARCH ACTIVITY:

   5 years (2008 - 2013). See details.
   Cites by year: 19
   Journals where Boda Kang has often published
   Relations with other researchers
   Recent citing documents: 13.    Total self citations: 3 (3.06 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pka407
   Updated: 2020-09-26    RAS profile: 2014-06-13    
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Boda Kang.

Is cited by:

Nikitopoulos-Sklibosios, Christina (11)

Schlogl, Erik (10)

Chiarella, Carl (5)

Ratti, Ronald (4)

Vespignani, Joaquin (4)

Itkin, Andrey (4)

GUPTA, RANGAN (2)

Zhylyevskyy, Oleksandr (2)

Roubaud, David (2)

Bouri, Elie (2)

Fabozzi, Frank (2)

Cites to:

Chiarella, Carl (11)

Geske, Robert (4)

Singleton, Kenneth (4)

Fang, Fang (4)

Oosterlee, Cornelis (4)

Jarrow, Robert (4)

merton, robert (3)

Duffie, Darrell (3)

Scholes, Myron (3)

Bekaert, Geert (2)

Doran, James (2)

Main data

Where Boda Kang has published?

Working Papers Series with more than one paper published# docs
Research Paper Series / Quantitative Finance Research Centre, University of Technology, Sydney10

Recent works citing Boda Kang (2020 and 2019)

YearTitle of citing document
2019On a hybrid method using trees and finite-differences for pricing options in complex models. (2017). Briani, Maya ; Zanette, Antonino ; Caramellino, Lucia . In: Papers. RePEc:arx:papers:1603.07225.

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2019High-order compact finite difference scheme for option pricing in stochastic volatility jump models. (2019). Pitkin, Alexander ; During, Bertram. In: Papers. RePEc:arx:papers:1704.05308.

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2019A model-free backward and forward nonlinear PDEs for implied volatility. (2019). Stoikov, Sasha ; Itkin, Andrey ; Carr, Peter. In: Papers. RePEc:arx:papers:1907.07305.

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2020Representation of Exchange Option Prices under Stochastic Volatility Jump-Diffusion Dynamics. (2020). Dominic, Len Patrick. In: Papers. RePEc:arx:papers:2002.10202.

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2019A jump-diffusion model for pricing and hedging with margined options: An application to Brent crude oil contracts. (2019). Hilliard, Jimmy E. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:98:y:2019:i:c:p:137-155.

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2019Assessing the relationship between dependence and volume in stock markets: A dynamic analysis. (2019). Ferreira, Paulo. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:516:y:2019:i:c:p:90-97.

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2019Generalized Mean-Reverting 4/2 Factor Model. (2019). Gong, Zhenxian ; Escobar-Anel, Marcos ; Cheng, Yuyang. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:4:p:159-:d:274079.

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2019Pricing and risk of swing contracts in natural gas markets. (2019). Kohrs, Hendrik ; Schuhmacher, Frank ; Auer, Benjamin R ; Muhlichen, Hermann. In: Review of Derivatives Research. RePEc:kap:revdev:v:22:y:2019:i:1:d:10.1007_s11147-018-9146-x.

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2020Taxation and policyholder behavior: the case of guaranteed minimum accumulation benefits. (2020). Ziveyi, Jonathan ; Thirurajah, Samuel ; Sherris, Michael ; Garcia, Jennifer Alonso. In: ULB Institutional Repository. RePEc:ulb:ulbeco:2013/307889.

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2019Solving Selected Problems on American Option Pricing with the Method of Lines. (2019). Taruvinga, Belssing. In: PhD Thesis. RePEc:uts:finphd:4-2019.

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2019The Impact of Jumps on American Option Pricing: The S&P 100 Options Case. (2019). Schlogl, Erik ; Nikitopoulos-Sklibosios, Christina ; Taruvinga, Blessing ; Kang, Boda. In: Research Paper Series. RePEc:uts:rpaper:397.

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2019Interest rate risk in long‐dated commodity options positions: To hedge or not to hedge?. (2019). Schlogl, Erik ; Nikitopoulos-Sklibosios, Christina ; Cheng, Benjamin. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:39:y:2019:i:1:p:109-127.

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2019NUMERICAL STABILITY OF A HYBRID METHOD FOR PRICING OPTIONS. (2019). Zanette, Antonino ; Terenzi, Giulia ; Caramellino, Lucia ; Briani, Maya. In: International Journal of Theoretical and Applied Finance (IJTAF). RePEc:wsi:ijtafx:v:22:y:2019:i:07:n:s0219024919500365.

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Works by Boda Kang:

YearTitleTypeCited
2013Humps in the volatility structure of the crude oil futures market: New evidence In: Energy Economics.
[Full Text][Citation analysis]		article14
2012Humps in the Volatility Structure of the Crude Oil Futures Market.(2012) In: Research Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 14		paper
2008The Evaluation of American Option Prices Under Stochastic Volatility and Jump-Diffusion Dynamics Using the Method of Lines In: Research Paper Series.
[Full Text][Citation analysis]		paper36
2008Pricing Financial Derivatives on Weather Sensitive Assets In: Research Paper Series.
[Full Text][Citation analysis]		paper0
2009The Evaluation of American Compound Option Prices Under Stochastic Volatility Using the Sparse Grid Approach In: Research Paper Series.
[Full Text][Citation analysis]		paper8
2009Modelling and Estimating the Forward Price Curve in the Energy Market In: Research Paper Series.
[Full Text][Citation analysis]		paper3
2010The Evaluation Of Barrier Option Prices Under Stochastic Volatility In: Research Paper Series.
[Full Text][Citation analysis]		paper13
2012Particle Filters for Markov Switching Stochastic Volatility Models In: Research Paper Series.
[Full Text][Citation analysis]		paper5
2012Pricing Interest Rate Derivatives in a Multifactor HJM Model with Time In: Research Paper Series.
[Full Text][Citation analysis]		paper1
2013Investigating Time-Efficient Methods to Price Compound Options in the Heston Model In: Research Paper Series.
[Full Text][Citation analysis]		paper1
2013The Return-Volatility Relation in Commodity Futures Markets In: Research Paper Series.
[Full Text][Citation analysis]		paper14

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