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~person:"Al Dayri, Khalil"
~person:"Belke, Ansgar"
~person:"Wang, Xingchun"
~subject:"Volatilität"
~type:"article"
~type_genre:"Article in journal"
~type_genre:"Book section"
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Volatilität
Option pricing theory
35
Optionspreistheorie
35
Option trading
20
Optionsgeschäft
20
Credit risk
19
Kreditrisiko
19
Volatility
19
Stochastic process
16
Stochastischer Prozess
16
Derivat
15
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ARCH model
7
ARCH-Modell
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Default risk
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Risiko
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Risikoprämie
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Risk
6
Risk premium
6
Vulnerable options
5
Börsenkurs
4
Estimation
4
GARCH models
4
Jump-diffusion processes
4
Options on the maximum
4
Schätzung
4
Share price
4
Theorie
4
Theory
4
CAPM
3
Catastrophe equity put options
3
Exchange rate risk
3
OTC market
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OTC-Handel
3
Währungsrisiko
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default risk
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Aktienoption
2
Arbeitsnachfrage
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English
19
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Al Dayri, Khalil
Belke, Ansgar
Wang, Xingchun
Carr, Peter
22
Cui, Zhenyu
21
Zhang, Jin E.
18
Fabozzi, Frank J.
14
Todorov, Viktor
14
Benth, Fred Espen
13
Christoffersen, Peter F.
13
Escobar, Marcos
13
Takahashi, Akihiko
13
Elliott, Robert J.
12
Jacobs, Kris
12
Wu, Liuren
12
Bollerslev, Tim
11
Jacquier, Antoine
11
Lin, Shih-kuei
11
Lorig, Matthew
11
Madan, Dilip B.
11
Skiadopoulos, George
11
Wong, Hoi Ying
11
Alòs, Elisa
10
Gatheral, Jim
10
Kim, Jeong-Hoon
10
Kim, Sol
10
Kwok, Yue-Kuen
10
Nguyen, Duy
10
Schoutens, Wim
10
Sircar, Kaushik Ronnie
10
Fouque, Jean-Pierre
9
He, Xin-Jiang
9
Kim, Young Shin
9
Lin, Yueh-neng
9
Radoičić, Radoš
9
Ruan, Xinfeng
9
Shiraya, Kenichiro
9
Singh, Vipul Kumar
9
Siu, Tak Kuen
9
Andersen, Torben
8
Branger, Nicole
8
Byun, Suk Joon
8
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Applied economics letters
3
Finance research letters
3
Review of derivatives research
3
The North American journal of economics and finance : a journal of financial economics studies
2
Applied mathematical finance
1
Econophysics of Order-driven Markets : proceedings of Econophys-Kolkata V
1
Ekonomia : the journal of the Cyprus Economic Society
1
Entscheidungsorientierte Volkswirtschaftslehre : Festschrift für Gustav Dieckheuer
1
Insurance / Mathematics & economics
1
International review of economics & finance : IREF
1
The European journal of finance
1
The journal of futures markets
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ECONIS (ZBW)
19
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1
Valuation of spread options under correlated skew Brownian motions
Song, Shiyu
;
Wang, Xingchun
;
Zhang, Xiaowen
- In:
The European journal of finance
30
(
2024
)
5
,
pp. 503-523
Persistent link: https://www.econbiz.de/10014547897
Saved in:
2
Pricing
European basket warrants with default risk under stochastic volatility models
Wang, Xingchun
- In:
Applied economics letters
29
(
2022
)
3
,
pp. 253-260
Persistent link: https://www.econbiz.de/10012803500
Saved in:
3
Pricing
options on the maximum of two average prices under stochastic volatility models
Wang, Xingchun
- In:
Applied economics letters
29
(
2022
)
10
,
pp. 887-894
Persistent link: https://www.econbiz.de/10013411818
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
vulnerable options under correlated skew Brownian motions
Guo, Che
;
Wang, Xingchun
- In:
The journal of futures markets
42
(
2022
)
5
,
pp. 852-867
Persistent link: https://www.econbiz.de/10013187607
Saved in:
6
Valuing fade-in options with default risk in Heston-Nandi GARCH models
Wang, Xingchun
- In:
Review of derivatives research
25
(
2022
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10013191374
Saved in:
7
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:
8
Valuation of options on the maximum of two prices with default risk under GARCH models
Wang, Xingchun
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012822187
Saved in:
9
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:
10
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:
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