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~isPartOf:"Applied mathematical finance"
~isPartOf:"Finance research letters"
~isPartOf:"Review of derivatives research"
~person:"Wang, Xingchun"
~subject:"Kreditrisiko"
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Kreditrisiko
Credit risk
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Derivat
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Derivative
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Option pricing theory
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Option trading
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Optionspreistheorie
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Wang, Xingchun
Rösch, Daniel
2
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Applied mathematical finance
Finance research letters
Review of derivatives research
Applied economics letters
3
The North American journal of economics and finance : a journal of financial economics studies
3
The European journal of finance
1
The journal of futures markets
1
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ECONIS (ZBW)
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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:
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