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~person:"López Cabrera, Brenda"
~person:"Wang, Xingchun"
~type_genre:"Article in journal"
~type_genre:"Working Paper"
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Derivat
26
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26
Option pricing theory
22
Optionspreistheorie
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12
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12
Option trading
12
Optionsgeschäft
12
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López Cabrera, Brenda
Wang, Xingchun
Lien, Da-hsiang Donald
47
Broll, Udo
32
Benth, Fred Espen
29
Gouriéroux, Christian
27
Jarrow, Robert A.
24
Härdle, Wolfgang
23
Kit, Pong Wong
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Platen, Eckhard
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Hull, John
20
McAleer, Michael
20
Subrahmanyam, Marti G.
19
Fabozzi, Frank J.
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Irwin, Scott H.
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García, Philip
17
Korn, Olaf
17
Prokopczuk, Marcel
16
Ryu, Doojin
16
Webb, Robert I.
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Wolfers, Justin
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Brigo, Damiano
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Carr, Peter
15
Stulz, René M.
15
White, Alan
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Acharya, Viral V.
14
Brooks, Robert
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Gannon, Gerard L.
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Monfort, Alain
14
Pelizzon, Loriana
14
Whaley, Robert E.
14
Chang, Chia-Lin
13
Faff, Robert W.
13
Frino, Alex
13
Joshi, Mark S.
13
Odening, Martin
13
Barone-Adesi, Giovanni
12
Burnside, Craig
12
Duffie, Darrell
12
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SFB 649 discussion paper
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4
The North American journal of economics and finance : a journal of financial economics studies
4
Energy economics
2
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Review of derivatives research
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The journal of futures markets
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ECONIS (ZBW)
26
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1
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10
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26
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1
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
Saved in:
2
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
Saved in:
3
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:
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 basket spread options with default risk under Heston-Nandi GARCH models
Wang, Xingchun
;
Zhang, Han
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013413519
Saved in:
6
Pricing vulnerable options with stochastic liquidity risk
Wang, Xingchun
- In:
The North American journal of economics and finance : a …
60
(
2022
),
pp. 1-10
Persistent link: https://www.econbiz.de/10013449096
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
The values and incentive effects of options on the maximum or the minimum of the stock prices and market index
Wang, Xingchun
- In:
The North American journal of economics and finance : a …
55
(
2021
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012667343
Saved in:
9
Valuing vulnerable options with bond collateral
Wang, Guanying
;
Wang, Xingchun
- In:
Applied economics letters
28
(
2021
)
2
,
pp. 115-118
Persistent link: https://www.econbiz.de/10012415094
Saved in:
10
Valuing spread options with counterparty risk and jump risk
Li, Zelei
;
Wang, Xingchun
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012665103
Saved in:
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