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	0	3	231
Investigating Time-Efficient Methods to Price Compound Options in the Heston Model	0	0	0	20	1	1	1	90
Modelling and Estimating the Forward Price Curve in the Energy Market	0	0	7	249	0	0	9	600
Particle Filters for Markov Switching Stochastic Volatility Models	0	2	2	122	1	3	5	266
Pricing Financial Derivatives on Weather Sensitive Assets	0	0	2	107	0	1	3	317
Pricing Interest Rate Derivatives in a Multifactor HJM Model with Time	0	0	1	171	0	1	4	443
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	1	119	1	1	4	384
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	1	1	3	297
Total Working Papers	0	2	13	1,426	4	8	33	3,562

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	1	2	4	90
Total Journal Articles	0	0	0	11	1	2	4	90

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Statistics updated 2025-09-05