Boda Kang

Finance · 2009

A researcher in the Science corpus: 1 paper; trusts 5 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Boda Kang trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Cornelis W. Oosterlee
  2. René L. Schilling
  3. Steven Kou
  4. Leif Andersen
  5. Samuli Ikonen

Papers from Boda Kang's perspective

Ordered by how strongly the researchers Boda Kang trusts endorse each paper. Same corpus, a different order for every researcher.

  1. The Pricing of Options and Corporate Liabilities
  2. On multigrid for linear complementarity problems with application to American-style options.
  3. A Jump-Diffusion Model for Option Pricing (Management Sciences)
  4. Financial Modelling with Jump Processes
  5. Jump-Diffusion Processes: Volatility Smile Fitting and Numerical Methods for Option Pricing
  6. COMPONENTWISE SPLITTING METHODS FOR PRICING AMERICAN OPTIONS UNDER STOCHASTIC VOLATILITY
  7. On the Construction and Comparison of Difference Schemes
  8. On multigrid for anisotropic equations and variational inequalities “Pricing multi-dimensional European and American options”
  9. Finite Difference Methods in Financial Engineering: A Partial Differential Equation Approach
  10. Options, Futures, and Other Derivatives

Their papers