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~accessRights:"restricted"
~isPartOf:"Applied economics letters"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~subject:"Derivative"
~subject:"Welt"
~type_genre:"Aufsatz in Zeitschrift"
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74
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Wang, Xingchun
4
Ryu, Doojin
2
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2
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Applied economics letters
The journal of derivatives : the official publication of the International Association of Financial Engineers
Finance research letters
98
Energy economics
71
International review of financial analysis
51
The North American journal of economics and finance : a journal of financial economics studies
47
International review of economics & finance : IREF
43
Research in international business and finance
39
International journal of theoretical and applied finance
37
Journal of banking & finance
32
Journal of international financial markets, institutions & money
32
Quantitative finance
31
Applied economics
29
Economic modelling
26
The journal of futures markets
26
Global finance journal
25
International journal of financial engineering
24
The European journal of finance
24
Pacific-Basin finance journal
23
Review of derivatives research
23
Applied mathematical finance
22
The journal of derivatives : JOD
20
European journal of operational research : EJOR
19
Journal of mathematical finance
19
Journal of empirical finance
16
The journal of computational finance
16
Journal of financial economics
15
Computational economics
13
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
13
Journal of economic dynamics & control
13
Economics letters
12
Journal of financial stability
12
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
12
International journal of finance & economics : IJFE
11
Journal of econometrics
11
Journal of financial markets
11
Journal of international money and finance
11
Management science : journal of the Institute for Operations Research and the Management Sciences
11
The journal of corporate finance : contracting, governance and organization
11
Finance and stochastics
10
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
9
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1
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:
2
Financial derivatives and default dependence : a time-varying copula approach
Zhang, Xuan
;
Liu, Ding
;
Zhao, Yang
;
Zhang, Zhekai
- In:
Applied economics letters
28
(
2021
)
11
,
pp. 958-963
Persistent link: https://www.econbiz.de/10012589711
Saved in:
3
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:
4
Intraday hedging with financial options : the case of electricity
Boroumand, Raphaël Homayoun
;
Goutte, Stéphane
- In:
Applied economics letters
24
(
2017
)
20
,
pp. 1448-1454
Persistent link: https://www.econbiz.de/10011853065
Saved in:
5
Option moneyness and price disagreements
Yang, Heejin
;
Kutan, Ali Mustafa
;
Ryu, Doojin
- In:
Applied economics letters
25
(
2018
)
3
,
pp. 192-196
Persistent link: https://www.econbiz.de/10011853836
Saved in:
6
Vega-informed trading and options market reform
Ryu, Doojin
;
Ryu, Doowon
;
Yang, Heejin
- In:
Applied economics letters
27
(
2020
)
1
,
pp. 19-24
Persistent link: https://www.econbiz.de/10012205363
Saved in:
7
Irreversible investment, ambiguity and equity default swaps
Tang, Xiaolin
;
Yang, Zhaojun
- In:
Applied economics letters
25
(
2018
)
18
,
pp. 1301-1305
Persistent link: https://www.econbiz.de/10012135390
Saved in:
8
Valuing vulnerable options with two underlying assets
Wang, Xingchun
- In:
Applied economics letters
27
(
2020
)
21
,
pp. 1699-1706
Persistent link: https://www.econbiz.de/10012315771
Saved in:
9
The valuation of options on discrete dividend-paying stocks
Shan, Yuanchuang
;
Shu, Huisheng
;
Zhang, Xuekang
;
Yi, Haoran
- In:
Applied economics letters
31
(
2024
)
12
,
pp. 1090-1095
Persistent link: https://www.econbiz.de/10014558681
Saved in:
10
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
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