Access Statistics for Boda Kang

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	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	64	0	1	3	230
Investigating Time-Efficient Methods to Price Compound Options in the Heston Model	0	0	0	20	0	0	1	89
Modelling and Estimating the Forward Price Curve in the Energy Market	0	1	4	246	1	2	8	596
Particle Filters for Markov Switching Stochastic Volatility Models	0	0	0	120	1	1	4	263
Pricing Financial Derivatives on Weather Sensitive Assets	1	2	3	107	1	2	3	316
Pricing Interest Rate Derivatives in a Multifactor HJM Model with Time	0	0	1	171	0	0	8	442
The Evaluation Of Barrier Option Prices Under Stochastic Volatility	0	0	0	161	0	0	0	356
The Evaluation of American Compound Option Prices Under Stochastic Volatility Using the Sparse Grid Approach	0	0	0	118	0	0	3	382
The Evaluation of American Option Prices Under Stochastic Volatility and Jump-Diffusion Dynamics Using the Method of Lines	0	0	0	213	0	0	1	578
The Return-Volatility Relation in Commodity Futures Markets	0	0	0	200	0	1	2	296
Total Working Papers	1	3	8	1,420	3	7	33	3,548

Journal Article	File Downloads				Abstract Views
Journal Article	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	11	0	0	3	87
Total Journal Articles	0	0	0	11	0	0	3	87

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Statistics updated 2025-03-03