Analysis of a multiple year gas sales agreement with make-up, carry-forward and indexation

von Dong, Wenfeng
Veröffentlicht in Energy economics (2019)

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

von Chiarella, Carl
Veröffentlicht in The journal of computational finance (2013)

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

von Kang, Boda
Veröffentlicht in Insurance / Mathematics & economics (2018)

Pricing an American call under stochastic volatility and interest rates

von Kang, Boda
Veröffentlicht in Nonlinear economic dynamics and financial modelling (2014)

Particle filters for Markov switching stochastic volatility models

von Yun, Bao
Veröffentlicht in The Oxford handbook of computational economics and finance (2018)

The evaluation of multiple year gas sales agreement with regime switching

von Chiarella, Carl
Veröffentlicht in International journal of theoretical and applied finance (2016)

Economic determinants of oil futures volatility : term structure perspective

von Kang, Boda
Veröffentlicht in Energy economics (2020)

The numerical solution of the American option pricing problem : finite difference and transformation approaches

von Chiarella, Carl
Veröffentlicht 2015

On the volatility of commodity futures prices

von Clewlow, Les
Veröffentlicht in Nonlinear economic dynamics and financial modelling (2014)

Valuation of guaranteed minimum maturity benefits under generalised regime-switching models using the Fourier Cosine method

von Kang, Boda
Veröffentlicht in Insurance / Mathematics & economics (2022)

Computational methods for derivatives with early exercise features

Veröffentlicht in Handbook of computational economics ; Volume 3 (2014)

The evaluation of American option prices under stochastic volatitlity and jump-diffusion dynamics using the method of lines

Veröffentlicht in International journal of theoretical and applied finance (2009)

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

Veröffentlicht in Energy economics (2013)

The return-volatility relation in commodity futures markets

von Chiarella, Carl
Veröffentlicht in The journal of futures markets (2016)