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	2	231
Investigating Time-Efficient Methods to Price Compound Options in the Heston Model	0	0	0	20	1	2	2	91
Modelling and Estimating the Forward Price Curve in the Energy Market	2	2	9	251	2	2	11	602
Particle Filters for Markov Switching Stochastic Volatility Models	0	0	2	122	0	1	4	266
Pricing Financial Derivatives on Weather Sensitive Assets	0	0	2	107	1	1	4	318
Pricing Interest Rate Derivatives in a Multifactor HJM Model with Time	0	0	1	171	0	0	3	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	0	1	3	384
The Evaluation of American Option Prices Under Stochastic Volatility and Jump-Diffusion Dynamics Using the Method of Lines	0	0	0	213	1	1	1	579
The Return-Volatility Relation in Commodity Futures Markets	0	0	0	200	1	2	4	298
Total Working Papers	2	2	15	1,428	6	10	34	3,568

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

Authors with papers registered in the RePEc Author Service.

Authors with no registered papers

LogEc provides access and usage statistics 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 2025-10-06