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subject:"Derivat"
~person:"Du, Du"
~person:"Wang, Xingchun"
~subject:"1986-2005"
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Derivat
1986-2005
Option trading
27
Optionsgeschäft
27
Option pricing theory
24
Optionspreistheorie
24
Derivative
16
Credit risk
15
Kreditrisiko
15
Volatility
12
Volatilität
12
Stochastic process
10
Stochastischer Prozess
10
Risikoprämie
9
Risk premium
9
Risiko
7
Risk
7
Default risk
5
Vulnerable options
5
ARCH model
4
ARCH-Modell
4
Börsenkurs
4
Disaster
4
Katastrophe
4
Share price
4
Catastrophe equity put options
3
Jump-diffusion processes
3
Welt
3
World
3
Collateral
2
Correlation
2
Estimation
2
Financial services
2
Finanzdienstleistung
2
GARCH models
2
Korrelation
2
Kreditsicherung
2
Liquidity
2
Liquidität
2
OTC market
2
OTC markets
2
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1
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1
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English
17
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Du, Du
Wang, Xingchun
Hull, John
24
Madan, Dilip B.
9
Czerwonko, Michal
7
Jackwerth, Jens Carsten
7
Kräussl, Roman
7
Shea, Gary S.
7
Stork, Philip
7
Félix, Luiz
6
Kolb, Robert W.
6
Kōnstantinidēs, Giōrgos
6
Perrakis, Stylianos
6
Ryu, Doojin
6
Subrahmanyam, Marti G.
6
Chang, Chia-Lin
5
Jarrow, Robert A.
5
Kang, Jangkoo
5
Kelly, Bryan T.
5
McAleer, Michael
5
Schoutens, Wim
5
Van Nieuwerburgh, Stijn
5
Zheng, Wendong
5
Augustin, Patrick
4
Brenner, Menachem
4
Carr, Peter
4
Chance, Don M.
4
Cui, Zhenyu
4
Escobar, Marcos
4
Fabozzi, Frank J.
4
Farkas, Walter
4
Galai, Dan
4
Guirguis, Michel
4
Joshi, Mark S.
4
Kapetanios, George
4
Lustig, Hanno N.
4
Mader, Wolfgang
4
Neumann, Michael
4
Uszczapowski, Igor
4
Wagner, Marc
4
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The North American journal of economics and finance : a journal of financial economics studies
4
Applied economics letters
3
Finance research letters
2
Management science : journal of the Institute for Operations Research and the Management Sciences
2
Review of derivatives research
2
Discussion paper series / School of Economics and Finance, the University of Hong Kong
1
Rotman School of Management Working Paper
1
The European journal of finance
1
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ECONIS (ZBW)
17
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1
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17
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1
Valuing basket-spread options with default risk under Hawkes jump-diffusion processes
Li, Zelei
;
Tang, Dan
;
Wang, Xingchun
- In:
The European journal of finance
29
(
2023
)
12
,
pp. 1406-1431
Persistent link: https://www.econbiz.de/10014323018
Saved in:
2
Pricing vulnerable basket spread options with liquidity risk
Dong, Ziming
;
Tang, Dan
;
Wang, Xingchun
- In:
Review of derivatives research
26
(
2023
)
1
,
pp. 23-50
Persistent link: https://www.econbiz.de/10014266355
Saved in:
3
Pricing vulnerable options with stochastic liquidity risk
Wang, Xingchun
- In:
The North American journal of economics and finance : a …
60
(
2022
),
pp. 1-10
Persistent link: https://www.econbiz.de/10013449096
Saved in:
4
Exchange options and spread options with stochastically correlated underlyings
Wang, Xingchun
- In:
Applied economics letters
29
(
2022
)
12
,
pp. 1060-1068
Persistent link: https://www.econbiz.de/10013412038
Saved in:
5
Pricing basket spread options with default risk under Heston-Nandi GARCH models
Wang, Xingchun
;
Zhang, Han
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013413519
Saved in:
6
Pricing vulnerable options with jump risk and liquidity risk
Wang, Xingchun
- In:
Review of derivatives research
24
(
2021
)
3
,
pp. 243-260
Persistent link: https://www.econbiz.de/10012659671
Saved in:
7
The values and incentive effects of options on the maximum or the minimum of the stock prices and market index
Wang, Xingchun
- In:
The North American journal of economics and finance : a …
55
(
2021
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012667343
Saved in:
8
Valuing vulnerable options with bond collateral
Wang, Guanying
;
Wang, Xingchun
- In:
Applied economics letters
28
(
2021
)
2
,
pp. 115-118
Persistent link: https://www.econbiz.de/10012415094
Saved in:
9
Valuing spread options with counterparty risk and jump risk
Li, Zelei
;
Wang, Xingchun
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012665103
Saved in:
10
Valuing vulnerable options with two underlying assets
Wang, Xingchun
- In:
Applied economics letters
27
(
2020
)
21
,
pp. 1699-1706
Persistent link: https://www.econbiz.de/10012315771
Saved in:
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