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	1	1	65	2	8	10	240
Investigating Time-Efficient Methods to Price Compound Options in the Heston Model	0	0	0	20	1	4	7	96
Modelling and Estimating the Forward Price Curve in the Energy Market	1	1	6	252	3	3	14	609
Particle Filters for Markov Switching Stochastic Volatility Models	0	0	2	122	4	7	19	281
Pricing Financial Derivatives on Weather Sensitive Assets	0	0	1	107	1	5	9	324
Pricing Interest Rate Derivatives in a Multifactor HJM Model with Time	0	0	1	172	3	6	9	451
The Evaluation Of Barrier Option Prices Under Stochastic Volatility	0	0	0	161	5	6	7	363
The Evaluation of American Compound Option Prices Under Stochastic Volatility Using the Sparse Grid Approach	0	0	1	119	4	6	10	392
The Evaluation of American Option Prices Under Stochastic Volatility and Jump-Diffusion Dynamics Using the Method of Lines	0	0	0	213	4	4	8	586
The Return-Volatility Relation in Commodity Futures Markets	0	0	0	200	3	3	6	302
Total Working Papers	1	2	12	1,431	30	52	99	3,644

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	4	14	17	104
Total Journal Articles	0	0	0	11	4	14	17	104

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Statistics updated 2026-02-12