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	1	2	4	233
Investigating Time-Efficient Methods to Price Compound Options in the Heston Model	0	0	0	20	1	3	4	93
Modelling and Estimating the Forward Price Curve in the Energy Market	0	2	6	251	0	6	12	606
Particle Filters for Markov Switching Stochastic Volatility Models	0	0	2	122	1	9	13	275
Pricing Financial Derivatives on Weather Sensitive Assets	0	0	2	107	1	3	6	320
Pricing Interest Rate Derivatives in a Multifactor HJM Model with Time	0	1	1	172	2	4	5	447
The Evaluation Of Barrier Option Prices Under Stochastic Volatility	0	0	0	161	0	1	1	357
The Evaluation of American Compound Option Prices Under Stochastic Volatility Using the Sparse Grid Approach	0	0	1	119	1	3	5	387
The Evaluation of American Option Prices Under Stochastic Volatility and Jump-Diffusion Dynamics Using the Method of Lines	0	0	0	213	0	4	4	582
The Return-Volatility Relation in Commodity Futures Markets	0	0	0	200	0	2	4	299
Total Working Papers	0	3	12	1,429	7	37	58	3,599

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	2	2	5	92
Total Journal Articles	0	0	0	11	2	2	5	92

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Statistics updated 2025-12-06