Two Types of Risk - Research Database, The University of York

By the same authors

Analysis of a Multiple Year Gas Sales Agreement with Make-up, Carry Forward and Indexation
Dong, W. & Kang, B., 11 Apr 2018, (E-pub ahead of print)
Article in Energy economics
Particle Filters for Markov Switching Stochastic Volatility Models
Bao, Y., Chiarella, C. & Kang, B., 1 Apr 2018, The Oxford Handbook of Computational Economics and Finance. Oxford University Press, p. 249-266
Research output: Chapter in Book/Report/Conference proceeding › Chapter
Optimal Surrender of Guaranteed Minimum Maturity Benefits under Stochastic Volatility and Interest Rates
Kang, B. & Ziveyi, J., 1 Mar 2018
Article in Insurance: Mathematics and Economics
The Evaluation of Multiple Year Gas Sales Agreement with Regime Switching
Chiarella, C., Clewlow, L. & Kang, B., 4 Feb 2016, (E-pub ahead of print)
Article in International Journal of Theoretical and Applied Finance
The Return–Volatility Relation in Commodity Futures Markets
Chiarella, C., Kang, B., Nikitopoulos, C. S. & Tô, T-D., 5 Jan 2016
Article in The Journal of Futures Markets

Two Types of Risk

Research output: Chapter in Book/Report/Conference proceeding › Chapter

Author(s)

Boda Kang
Jerzy Filar

Department/unit(s)

Mathematics

Publication details

Title of host publication	Stochastic Processes, Optimization, and Control Theory: Applications in Financial Engineering, Queueing Networks, and Manufacturing Systems
Date	Published - 2006
Pages	109-140
Publisher	Springer
Original language	English

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