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 1 65 0 6 17 248
Investigating Time-Efficient Methods to Price Compound Options in the Heston Model 0 0 0 20 0 1 8 97
Modelling and Estimating the Forward Price Curve in the Energy Market 0 0 3 252 0 3 12 612
Particle Filters for Markov Switching Stochastic Volatility Models 0 0 0 122 2 7 25 290
Pricing Financial Derivatives on Weather Sensitive Assets 0 0 0 107 2 6 16 333
Pricing Interest Rate Derivatives in a Multifactor HJM Model with Time 0 0 1 172 0 10 20 463
The Evaluation Of Barrier Option Prices Under Stochastic Volatility 0 0 0 161 0 2 12 368
The Evaluation of American Compound Option Prices Under Stochastic Volatility Using the Sparse Grid Approach 0 0 0 119 0 2 13 396
The Evaluation of American Option Prices Under Stochastic Volatility and Jump-Diffusion Dynamics Using the Method of Lines 0 0 0 213 1 1 14 592
The Return-Volatility Relation in Commodity Futures Markets 0 1 1 201 0 4 16 312
Total Working Papers 0 1 6 1,432 5 42 153 3,711

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 1 2 13 1 6 29 117
Total Journal Articles 0 1 2 13 1 6 29 117

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Statistics updated 2026-07-10