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Details about Boda Kang

Homepage:http://maths.york.ac.uk/www/bk637
Postal address:Department of Mathematics University of York York, YO10 5DD United Kingdom
Workplace:Department of Mathematics, University of York

Access statistics for papers by Boda Kang.

Last updated 2014-06-13. Update your information in the RePEc Author Service.

Short-id: pka407


Jump to Journal Articles

Working Papers

2013

  1. Investigating Time-Efficient Methods to Price Compound Options in the Heston Model
    Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney Downloads View citations (1)
  2. The Return-Volatility Relation in Commodity Futures Markets
    Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney Downloads View citations (13)

2012

  1. Humps in the Volatility Structure of the Crude Oil Futures Market
    Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney Downloads View citations (2)
    See also Journal Article in Energy Economics (2013)
  2. Particle Filters for Markov Switching Stochastic Volatility Models
    Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney Downloads View citations (4)
  3. Pricing Interest Rate Derivatives in a Multifactor HJM Model with Time
    Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney Downloads View citations (1)

2010

  1. The Evaluation Of Barrier Option Prices Under Stochastic Volatility
    Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney Downloads View citations (17)

2009

  1. Modelling and Estimating the Forward Price Curve in the Energy Market
    Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney Downloads View citations (3)
  2. The Evaluation of American Compound Option Prices Under Stochastic Volatility Using the Sparse Grid Approach
    Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney Downloads View citations (12)

2008

  1. Pricing Financial Derivatives on Weather Sensitive Assets
    Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney Downloads
  2. The Evaluation of American Option Prices Under Stochastic Volatility and Jump-Diffusion Dynamics Using the Method of Lines
    Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney Downloads View citations (31)

Journal Articles

2013

  1. Humps in the volatility structure of the crude oil futures market: New evidence
    Energy Economics, 2013, 40, (C), 989-1000 Downloads View citations (23)
    See also Working Paper (2012)
 
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