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	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
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	1	8	0	2	9	58
Total Journal Articles	0	0	1	8	0	2	9	58

Authors with papers registered in the RePEc Author Service.

Authors with no registered papers

LogEc provides access and usage for services based on the RePEc data set.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2021-01-03