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~isPartOf:"The European journal of finance"
~subject:"Kreditrisiko"
~type_genre:"Aufsatz in Zeitschrift"
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Kreditrisiko
Option trading
24
Optionsgeschäft
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Option pricing theory
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Optionspreistheorie
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Derivat
8
Derivative
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Volatility
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Volatilität
7
Estimation
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Schätzung
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Bid-ask spread
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Geld-Brief-Spanne
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Theorie
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options
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Aktienoption
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Black-Scholes model
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bid-ask spread
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American options
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Börsenkurs
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EU countries
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EU-Staaten
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Experiment
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Handelsvolumen der Börse
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Market microstructure
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Wang, Xingchun
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Li, Zelei
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Shao, Xinjian
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Tang, Dan
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Wang, Guanying
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The European journal of finance
The North American journal of economics and finance : a journal of financial economics studies
6
International journal of theoretical and applied finance
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Review of derivatives research
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Finance research letters
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Management science : journal of the Institute for Operations Research and the Management Sciences
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International journal of financial engineering
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International review of economics & finance : IREF
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International review of financial analysis
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Journal of banking & finance
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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The journal of futures markets
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Annals of financial economics
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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European journal of operational research : EJOR
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Insurance / Mathematics & economics
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International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
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International journal of financial research
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Journal of economic dynamics & control
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Journal of financial economics
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Journal of multinational financial management
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Kyoto University economic review : memoirs of the Graduate School of Economics, Kyoto University
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Malaysian journal of economic studies
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society
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Review of finance : journal of the European Finance Association
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The British accounting review : the journal of the British Accounting Association
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The North American journal of economics and finance : a journal of theory and practice
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The journal of asset management
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The journal of computational finance
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Verslas : teorija ir praktika : Vilniaus Gedimino Technikos Universiteto mokslo žurnalas
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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
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2
The valuation of vulnerable European options with risky collateral
Wang, Guanying
;
Wang, Xingchun
;
Shao, Xinjian
- In:
The European journal of finance
26
(
2020
)
13
,
pp. 1315-1331
Persistent link: https://www.econbiz.de/10012264969
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