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~person:"Wang, Xingchun"
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Option pricing theory
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Wang, Xingchun
Weill, Pierre-Olivier
49
Duffie, Darrell
41
Rocheteau, Guillaume
25
Lagos, Ricardo
23
Pelizzon, Loriana
23
Lester, Benjamin
19
Hugonnier, Julien
16
Hoffmann, Peter
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Kumar, Manmohan S.
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Schürhoff, Norman
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Zhang, Shengxing
13
Eisfeldt, Andrea L.
12
Geromichalos, Athanasios
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Monnet, Cyril
11
Vasios, Michalis
11
Colliard, Jean-Edouard
10
Murphy, David
10
Sultanum, Bruno
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Zhu, Haoxiang
10
Langfield, Sam
9
Li, Dan
9
Pedersen, Lasse Heje
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Singh, Manmohan
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Vuillemey, Guillaume
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Atkeson, Andrew
8
Friewald, Nils
8
Hendershott, Terrence
8
Huang, Wenqian
8
Leuz, Christian
8
Livdan, Dmitry
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Scheicher, Martin
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Schneider, Michael
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Schrimpf, Andreas
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Subrahmanyam, Marti G.
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Vause, Nicholas
8
Werner, Ingrid M.
8
Bethune, Zachary
7
D'Errico, Marco
7
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The European journal of finance
1
The North American journal of economics and finance : a journal of financial economics studies
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The journal of futures markets
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ECONIS (ZBW)
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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
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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
Saved in:
3
Differences in the prices of vulnerable options with different counterparties
Wang, Xingchun
- In:
The journal of futures markets
37
(
2017
)
2
,
pp. 148-163
Persistent link: https://www.econbiz.de/10011669771
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