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 64 0 1 3 231
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 2 7 249 0 3 11 600
Particle Filters for Markov Switching Stochastic Volatility Models 2 2 2 122 2 2 4 265
Pricing Financial Derivatives on Weather Sensitive Assets 0 0 3 107 1 1 4 317
Pricing Interest Rate Derivatives in a Multifactor HJM Model with Time 0 0 1 171 1 1 7 443
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 1 1 119 0 1 4 383
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 0 2 296
Total Working Papers 2 5 14 1,426 4 9 37 3,558


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 11 0 1 3 88
Total Journal Articles 0 0 0 11 0 1 3 88


Statistics updated 2025-07-04