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Boda Kang

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This is information that was supplied by Boda Kang in registering through RePEc. If you are Boda Kang , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Boda
Middle Name:
Last Name: Kang
Suffix:

RePEc Short-ID: pka407

Email: [This author has chosen not to make the email address public]
Homepage: http://maths.york.ac.uk/www/bk637
Postal Address: Department of Mathematics University of York York, YO10 5DD United Kingdom
Phone:

Affiliation

Department of Mathematics, University of York
Homepage: http://maths.york.ac.uk/www/
Location: United Kingdom, York

Works

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Working papers

  1. Carl Chiarella & Boda Kang & Christina Sklibosios Nikitopoulos & Thuy-Duong To, 2013. "The Return-Volatility Relation in Commodity Futures Markets," Research Paper Series 336, Quantitative Finance Research Centre, University of Technology, Sydney.
  2. Carl Chiarella & Susanne Griebsch & Boda Kang, 2013. "Investigating Time-Efficient Methods to Price Compound Options in the Heston Model," Research Paper Series 328, Quantitative Finance Research Centre, University of Technology, Sydney.
  3. Carl Chiarella & Boda Kang & Christina Nikitopoulos-Sklibosios & Thuy-Duong To, 2012. "Humps in the Volatility Structure of the Crude Oil Futures Market," Research Paper Series 308, Quantitative Finance Research Centre, University of Technology, Sydney.
  4. Ingo Beyna & Carl Chiarella & Boda Kang, 2012. "Pricing Interest Rate Derivatives in a Multifactor HJM Model with Time," Research Paper Series 317, Quantitative Finance Research Centre, University of Technology, Sydney.
  5. Yun Bao & Carl Chiarella & Boda Kang, 2012. "Particle Filters for Markov Switching Stochastic Volatility Models," Research Paper Series 299, Quantitative Finance Research Centre, University of Technology, Sydney.
  6. Carl Chiarella & Les Clewlow & Boda Kang, 2011. "The Evaluation of Multiple Year Gas Sales Agreement with Regime Switching," Research Paper Series 288, Quantitative Finance Research Centre, University of Technology, Sydney.
  7. Carl Chiarella & Boda Kang & Gunter H. Meyer, 2010. "The Evaluation Of Barrier Option Prices Under Stochastic Volatility," Research Paper Series 266, Quantitative Finance Research Centre, University of Technology, Sydney.
  8. Carl Chiarella & Boda Kang, 2009. "The Evaluation of American Compound Option Prices Under Stochastic Volatility Using the Sparse Grid Approach," Research Paper Series 245, Quantitative Finance Research Centre, University of Technology, Sydney.
  9. Carl Chiarella & Les Clewlow & Boda Kang, 2009. "Modelling and Estimating the Forward Price Curve in the Energy Market," Research Paper Series 260, Quantitative Finance Research Centre, University of Technology, Sydney.
  10. Carl Chiarella & Boda Kang & Gunter H. Meyer & Andrew Ziogas, 2008. "The Evaluation of American Option Prices Under Stochastic Volatility and Jump-Diffusion Dynamics Using the Method of Lines," Research Paper Series 219, Quantitative Finance Research Centre, University of Technology, Sydney.
  11. Jerzy Filar & Boda Kang & Malgorzata Korolkiewicz, 2008. "Pricing Financial Derivatives on Weather Sensitive Assets," Research Paper Series 223, Quantitative Finance Research Centre, University of Technology, Sydney.

Articles

  1. Chiarella, Carl & Kang, Boda & Nikitopoulos, Christina Sklibosios & Tô, Thuy-Duong, 2013. "Humps in the volatility structure of the crude oil futures market: New evidence," Energy Economics, Elsevier, vol. 40(C), pages 989-1000.
  2. Carl Chiarella & Boda Kang & Gunter H. Meyer & Andrew Ziogas, 2009. "The Evaluation Of American Option Prices Under Stochastic Volatility And Jump-Diffusion Dynamics Using The Method Of Lines," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 12(03), pages 393-425.

NEP Fields

10 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-AGR: Agricultural Economics (1) 2013-10-02
  2. NEP-BEC: Business Economics (3) 2008-05-05 2010-02-27 2012-09-03. Author is listed
  3. NEP-CMP: Computational Economics (3) 2009-03-14 2012-02-20 2012-11-03. Author is listed
  4. NEP-CWA: Central & Western Asia (1) 2012-09-03
  5. NEP-ECM: Econometrics (1) 2012-02-20
  6. NEP-ENE: Energy Economics (2) 2011-04-02 2012-09-03
  7. NEP-ETS: Econometric Time Series (1) 2012-02-20
  8. NEP-FMK: Financial Markets (2) 2008-07-20 2013-10-02
  9. NEP-ORE: Operations Research (4) 2008-05-05 2009-03-14 2010-02-27 2012-02-20. Author is listed

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