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~person:"Wang, Xingchun"
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Option pricing theory
16
Optionspreistheorie
16
Derivat
15
Derivative
15
Credit risk
12
Kreditrisiko
12
Option trading
12
Optionsgeschäft
12
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default risk
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stochastic volatility
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Aktienoption
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Wang, Xingchun
McAleer, Michael
187
Broll, Udo
125
Chang, Chia-Lin
117
Fabozzi, Frank J.
104
Irwin, Scott H.
104
Lien, Da-hsiang Donald
91
Guirguis, Michel
82
Tse, Yiuman
67
Hull, John
66
Pies, Ingo
62
Chiarella, Carl
61
Benth, Fred Espen
59
Prokopczuk, Marcel
59
Jarrow, Robert A.
55
Till, Hilary
55
Agarwal, Vikas
54
Chevallier, Julien
52
Kaiser, Dieter G.
51
Kit, Pong Wong
50
Sanders, Dwight R.
50
Ryu, Doojin
48
Lo, Andrew W.
47
Manera, Matteo
47
Frino, Alex
45
Jiang, Wei
45
Kolb, Robert W.
44
Gregoriou, Greg N.
43
Naik, Narayan Y.
42
Chance, Don M.
41
Wahl, Jack E.
41
García, Philip
40
Zilcha, Itzhak
40
Brooks, Robert
39
Sarkar, Asani
39
Whaley, Robert E.
39
Stulz, René M.
38
Jackwerth, Jens Carsten
37
Korn, Olaf
37
Liang, Bing
37
Miffre, Joëlle
37
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Applied economics letters
4
The North American journal of economics and finance : a journal of financial economics studies
4
Finance research letters
2
Review of derivatives research
2
The journal of futures markets
2
Applied mathematical finance
1
The European journal of finance
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ECONIS (ZBW)
16
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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
Rare shock, two-factor stochastic volatility and currency option pricing
Wang, Guanying
;
Wang, Xingchun
;
Wang, Yongjin
- In:
Applied mathematical finance
21
(
2014
)
1/2
,
pp. 32-50
Persistent link: https://www.econbiz.de/10010351858
Saved in:
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