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 6 8 18 248
Investigating Time-Efficient Methods to Price Compound Options in the Heston Model 0 0 0 20 1 1 8 97
Modelling and Estimating the Forward Price Curve in the Energy Market 0 0 4 252 2 2 12 611
Particle Filters for Markov Switching Stochastic Volatility Models 0 0 2 122 5 7 25 288
Pricing Financial Derivatives on Weather Sensitive Assets 0 0 0 107 3 6 14 330
Pricing Interest Rate Derivatives in a Multifactor HJM Model with Time 0 0 1 172 6 8 17 459
The Evaluation Of Barrier Option Prices Under Stochastic Volatility 0 0 0 161 2 5 12 368
The Evaluation of American Compound Option Prices Under Stochastic Volatility Using the Sparse Grid Approach 0 0 1 119 1 3 13 395
The Evaluation of American Option Prices Under Stochastic Volatility and Jump-Diffusion Dynamics Using the Method of Lines 0 0 0 213 0 5 13 591
The Return-Volatility Relation in Commodity Futures Markets 1 1 1 201 3 9 15 311
Total Working Papers 1 1 10 1,432 29 54 147 3,698

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 1 2 2 13 3 10 26 114
Total Journal Articles 1 2 2 13 3 10 26 114

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Statistics updated 2026-05-06