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 63 0 0 1 225
Investigating Time-Efficient Methods to Price Compound Options in the Heston Model 0 0 0 20 0 0 0 88
Modelling and Estimating the Forward Price Curve in the Energy Market 0 0 5 239 0 0 8 580
Particle Filters for Markov Switching Stochastic Volatility Models 0 1 1 120 0 1 3 254
Pricing Financial Derivatives on Weather Sensitive Assets 0 0 0 104 0 0 1 312
Pricing Interest Rate Derivatives in a Multifactor HJM Model with Time 0 3 5 166 1 5 13 425
The Evaluation Of Barrier Option Prices Under Stochastic Volatility 0 0 1 160 0 0 1 354
The Evaluation of American Compound Option Prices Under Stochastic Volatility Using the Sparse Grid Approach 0 0 2 118 0 0 11 379
The Evaluation of American Option Prices Under Stochastic Volatility and Jump-Diffusion Dynamics Using the Method of Lines 0 1 1 213 1 2 4 576
The Return-Volatility Relation in Commodity Futures Markets 0 0 0 200 0 1 4 292
Total Working Papers 0 5 15 1,403 2 9 46 3,485


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 0 9 0 1 7 76
Total Journal Articles 0 0 0 9 0 1 7 76


Statistics updated 2023-05-07