//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Applied mathematical finance"
~isPartOf:"Finance research letters"
~isPartOf:"Review of derivatives research"
~person:"Wang, Xingchun"
~subject:"Finanzdienstleistung"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Derivat <Wertpapier>"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Finanzdienstleistung
Credit risk
4
Derivat
4
Derivative
4
Kreditrisiko
4
Option pricing theory
4
Option trading
4
Optionsgeschäft
4
Optionspreistheorie
4
Risiko
3
Risikoprämie
3
Risk
3
Risk premium
3
Default risk
2
Jump-diffusion processes
2
Stochastic process
2
Stochastischer Prozess
2
Vulnerable options
2
Common factors
1
Counterparty Default risk
1
Financial services
1
Idiosyncratic risk
1
Liquidity
1
Liquidity discount factor
1
Liquidity risk
1
Liquidität
1
Power exchange option
1
Stochastic default barriers
1
Stochastic liquidity risk
1
Systematic risk
1
Volatility
1
Volatilität
1
Vulnerable basket options
1
Vulnerable basket spread options
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Wang, Xingchun
Contessi, Silvio
1
Fenech, Jean-Pierre
1
Halili, Alba
1
Koziol, Christian
1
Koziol, Philipp
1
Schön, Thomas
1
Yun, Jiyeon
1
more ...
less ...
Published in...
All
Applied mathematical finance
Finance research letters
Review of derivatives research
Applied economics letters
1
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->