Concepedia

Boda Kang

BK

11

Publications

390

Citations

10

H-Index

2006

Active since

Affiliations

University of Technology Sydney(Current)

Aquamarine Power (United Kingdom)

Georgia Institute of Technology

Research Network (United States)

Boda Kang is an author at University of Technology Sydney specializing in asset pricing, finance, and business.

Top concepts

FinanceBusinessAsset PricingEconomicsFinancial EconomicsVolatility ModelingEngineeringFinancial EngineeringStochastic VolatilityOption Pricing

Publications per year

2006–2022

11

Publications

11

Time Consistent Dynamic Risk Measures

Boda Kang, Jerzy A. Filar · Mathematical Methods of Operations Research · 2006 · 130 citations

Engineering, Risk Management, Risk Metric +4

The evaluation of barrier option prices under stochastic volatility

Carl Chiarella, Boda Kang, Gunter H. Meyer · Computers & Mathematics with Applications · 2012 · 46 citations

Volatility Modeling, Multivariate Stochastic Volatility, Option Pricing +6

Economic determinants of oil futures volatility: A term structure perspective

Boda Kang, Christina Sklibosios Nikitopoulos, Marcel Prokopczuk · Energy Economics · 2020 · 44 citations

Economics, Volatility Modeling, Financial Economics +6

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

Carl Chiarella, Boda Kang, Christina Sklibosios Nikitopoulos et al. · Energy Economics · 2013 · 33 citations

Economics, Volatility Modeling, Financial Economics +8

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

Boda Kang, Jonathan Ziveyi · Insurance Mathematics and Economics · 2018 · 30 citations · Full text

Term Structure Model, Financial Economics, Asset Pricing +9

Rows per page

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