Access Statistics for Boda Kang

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Humps in the Volatility Structure of the Crude Oil Futures Market 0 0 0 61 1 2 15 214
Investigating Time-Efficient Methods to Price Compound Options in the Heston Model 0 0 1 20 0 0 6 86
Modelling and Estimating the Forward Price Curve in the Energy Market 0 1 1 231 1 3 15 555
Particle Filters for Markov Switching Stochastic Volatility Models 0 0 0 117 1 1 8 244
Pricing Financial Derivatives on Weather Sensitive Assets 0 0 0 102 0 0 9 307
Pricing Interest Rate Derivatives in a Multifactor HJM Model with Time 2 8 19 153 7 23 62 381
The Evaluation Of Barrier Option Prices Under Stochastic Volatility 0 0 0 159 0 0 3 352
The Evaluation of American Compound Option Prices Under Stochastic Volatility Using the Sparse Grid Approach 0 0 0 116 0 1 9 355
The Evaluation of American Option Prices Under Stochastic Volatility and Jump-Diffusion Dynamics Using the Method of Lines 0 0 0 212 0 0 4 566
The Return-Volatility Relation in Commodity Futures Markets 0 2 4 196 2 5 13 271
Total Working Papers 2 11 25 1,367 12 35 144 3,331


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Humps in the volatility structure of the crude oil futures market: New evidence 0 0 1 8 0 2 9 58
Total Journal Articles 0 0 1 8 0 2 9 58


Statistics updated 2021-01-03