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~isPartOf:"Applied mathematical finance"
~isPartOf:"Finance research letters"
~isPartOf:"Review of derivatives research"
~person:"Schlögl, Erik"
~person:"Wang, Xingchun"
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Search: subject:"Derivat <Wertpapier>"
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Schlögl, Erik
Wang, Xingchun
Benth, Fred Espen
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Applied mathematical finance
Finance research letters
Review of derivatives research
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
7
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4
The North American journal of economics and finance : a journal of financial economics studies
4
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ECONIS (ZBW)
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1
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
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2
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:
3
Analytical valuation of power exchange options with default risk
Xu, Guangli
;
Shao, Xinjian
;
Wang, Xingchun
- In:
Finance research letters
28
(
2019
),
pp. 265-274
Persistent link: https://www.econbiz.de/10012388320
Saved in:
4
Pricing vulnerable options with stochastic default barriers
Wang, Xingchun
- In:
Finance research letters
19
(
2016
),
pp. 305-313
Persistent link: https://www.econbiz.de/10011657733
Saved in:
5
A control variate method for Monte Carlo simulations of Heath-Jarrow-Morton models with jumps
Chiarella, Carl
;
Nikitopoulos, Christina Sklibosios
; …
- In:
Applied mathematical finance
14
(
2007
)
5
,
pp. 365-399
Persistent link: https://www.econbiz.de/10003637449
Saved in:
6
A square root interest rate model fitting discrete initial term structure data
Schlögl, Erik
;
Schlögl, Lutz
- In:
Applied mathematical finance
7
(
2000
)
3
,
pp. 183-209
Persistent link: https://www.econbiz.de/10001590502
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