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~accessRights:"restricted"
~person:"Korn, Ralf"
~person:"Sarkar, Sudipto"
~person:"Wang, Xingchun"
~subject:"Option pricing theory"
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Option pricing theory
Optionspreistheorie
32
Option trading
23
Optionsgeschäft
23
Credit risk
19
Kreditrisiko
19
Volatility
18
Volatilität
18
Stochastic process
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Derivat
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Risiko
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Default risk
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Risikoprämie
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Theorie
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Theory
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Vulnerable options
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Börsenkurs
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GARCH models
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Jump-diffusion processes
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Options on the maximum
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Real option
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Real options analysis
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Realoptionsansatz
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Share price
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Catastrophe equity put options
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Korn, Ralf
Sarkar, Sudipto
Wang, Xingchun
Cui, Zhenyu
28
Fabozzi, Frank J.
21
Lee, Cheng F.
19
Madan, Dilip B.
19
He, Xin-Jiang
15
Lee, Hangsuck
15
Kirkby, J. Lars
13
Benth, Fred Espen
12
Nguyen, Duy
12
Zhang, Jin E.
12
Elliott, Robert J.
11
Kim, Young Shin
11
Kwok, Yue-Kuen
11
Li, Lingfei
11
Račev, Svetlozar T.
11
Takahashi, Akihiko
11
Wang, King
11
Xu, Wei
11
Alòs, Elisa
10
Bayer, Christian
10
Carr, Peter
10
Escobar, Marcos
10
Fusai, Gianluca
10
Kim, Jeong-Hoon
10
Leippold, Markus
10
Lin, Shih-kuei
10
Lorig, Matthew
10
Ryu, Doojin
10
Siu, Tak Kuen
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Zhu, Song-Ping
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Godin, Frédéric
9
Hainaut, Donatien
9
Hess, Markus
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Lian, Yu-Min
9
Oosterlee, Cornelis Willebrordus
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Pirjol, Dan
9
Radoičić, Radoš
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Finance research letters
7
The North American journal of economics and finance : a journal of financial economics studies
6
Applied economics letters
5
Review of derivatives research
4
The European journal of finance
4
International review of economics & finance : IREF
2
The journal of futures markets
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Insurance / Mathematics & economics
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The journal of computational finance
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ECONIS (ZBW)
32
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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
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:
7
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:
8
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:
9
Pricing vulnerable options in a hybrid credit risk model driven by Heston-Nandi GARCH processes
Liang, Gechun
;
Wang, Xingchun
- In:
Review of derivatives research
24
(
2021
)
1
,
pp. 1-30
Persistent link: https://www.econbiz.de/10012498465
Saved in:
10
Pricing volatility-equity options under the modified constant elasticity of variance model
Wang, Xingchun
- In:
Finance research letters
38
(
2021
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012490200
Saved in:
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