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 1 1 65 1 8 11 241
Investigating Time-Efficient Methods to Price Compound Options in the Heston Model 0 0 0 20 0 3 7 96
Modelling and Estimating the Forward Price Curve in the Energy Market 0 1 6 252 0 3 13 609
Particle Filters for Markov Switching Stochastic Volatility Models 0 0 2 122 0 6 18 281
Pricing Financial Derivatives on Weather Sensitive Assets 0 0 0 107 1 5 9 325
Pricing Interest Rate Derivatives in a Multifactor HJM Model with Time 0 0 1 172 1 5 10 452
The Evaluation Of Barrier Option Prices Under Stochastic Volatility 0 0 0 161 2 8 9 365
The Evaluation of American Compound Option Prices Under Stochastic Volatility Using the Sparse Grid Approach 0 0 1 119 2 7 12 394
The Evaluation of American Option Prices Under Stochastic Volatility and Jump-Diffusion Dynamics Using the Method of Lines 0 0 0 213 5 9 13 591
The Return-Volatility Relation in Commodity Futures Markets 0 0 0 200 6 9 12 308
Total Working Papers 0 2 11 1,431 18 63 114 3,662

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 2 14 19 106
Total Journal Articles 0 0 0 11 2 14 19 106

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Statistics updated 2026-03-04