Details about Boda Kang

Access statistics for papers by Boda Kang.

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

Short-id: pka407

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 View citations (1)
2. The Return-Volatility Relation in Commodity Futures Markets
   Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney View citations (13)

2012

3. Humps in the Volatility Structure of the Crude Oil Futures Market
   Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney View citations (2)
   See also Journal Article Humps in the volatility structure of the crude oil futures market: New evidence, Energy Economics, Elsevier (2013) View citations (25) (2013)
4. Particle Filters for Markov Switching Stochastic Volatility Models
   Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney View citations (4)
5. Pricing Interest Rate Derivatives in a Multifactor HJM Model with Time
   Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney View citations (2)

2010

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

2009

7. Modelling and Estimating the Forward Price Curve in the Energy Market
   Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney View citations (4)
8. 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 View citations (12)

2008

9. Pricing Financial Derivatives on Weather Sensitive Assets
   Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney
10. 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 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 View citations (25)
   See also Working Paper Humps in the Volatility Structure of the Crude Oil Futures Market, Research Paper Series (2012) View citations (2) (2012)