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Search: person:"Wang, Xingchun"
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Option pricing theory
32
Optionspreistheorie
32
Option trading
22
Optionsgeschäft
22
Credit risk
21
Kreditrisiko
20
Volatility
18
Volatilität
18
Stochastic process
17
Stochastischer Prozess
17
Derivat
15
Derivative
15
Default risk
8
Risikoprämie
8
Risk premium
8
ARCH model
7
ARCH-Modell
7
Risiko
7
Risk
7
Disaster
5
Katastrophe
5
Theorie
5
Theory
5
Vulnerable options
5
Börsenkurs
4
Catastrophe equity put options
4
GARCH models
4
Jump-diffusion processes
4
Options on the maximum
4
Risikomanagement
4
Risk management
4
Share price
4
Catastrophic events
3
Elementarschadenversicherung
3
Hedging
3
Liquidity
3
Liquidität
3
Natural disaster insurance
3
OTC market
3
OTC-Handel
3
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Undetermined
41
Free
2
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Article
45
Book / Working Paper
1
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Article in journal
39
Aufsatz in Zeitschrift
39
Language
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English
42
Undetermined
4
Author
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Wang, Xingchun
46
Wang, Guanying
11
Wang, Yongjin
9
Fu, Jianping
3
Shao, Xinjian
3
Bi, Hongwei
2
Li, Zelei
2
Song, Shiyu
2
Tang, Dan
2
Tian, Lihui
2
Cai, Chengyou
1
Dong, Ziming
1
Guo, Che
1
Lei, Xuan
1
Liang, Gechun
1
Su, Zhiwei
1
Xiong, Xiong
1
Xu, Guangli
1
Yu, Baimin
1
Zhang, Han
1
Zhang, Nanyi
1
Zhang, Wei
1
Zhang, Xiaowen
1
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Published in...
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The North American journal of economics and finance : a journal of financial economics studies
8
Finance research letters
7
Applied economics letters
5
Review of derivatives research
4
The journal of futures markets
4
Journal of Futures Markets
3
The European journal of finance
3
International review of economics & finance : IREF
2
Applied Mathematical Finance
1
Applied mathematical finance
1
Computational Management Science
1
Computational Management Science : CMS
1
Economic modelling
1
Insurance / Mathematics & economics
1
International review of finance
1
Statistics & Probability Letters
1
The North American journal of economics and finance : a journal of theory and practice
1
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ECONIS (ZBW)
40
RePEc
4
Other ZBW resources
2
Showing
1
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46
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1
Pricing vulnerable spread options with liquidity risk under Lévy processes
Cai, Chengyou
;
Wang, Xingchun
;
Yu, Baimin
- In:
The North American journal of economics and finance : a …
72
(
2024
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014534807
Saved in:
2
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:
3
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:
4
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:
5
Exchange options for catastrophe risk management
Wang, Guanying
;
Wang, Xingchun
;
Shao, Xinjian
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013413429
Saved in:
6
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:
7
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:
8
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:
9
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:
10
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:
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