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

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Statistics updated 2023-05-07