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Quadratic hedging strategies for volatility swaps
Wang, Xingchun; Fu, Jianping; Wang, Guanying; Wang, Yongjin - In: Finance research letters 15 (2015), pp. 125-132
Persistent link: https://www.econbiz.de/10011553014
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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
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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
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Valuation of catastrophe equity put options with correlated default risk and jump risk
Bi, Hongwei; Wang, Guanying; Wang, Xingchun - In: Finance research letters 29 (2019), pp. 323-329
Persistent link: https://www.econbiz.de/10012419135
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Analytical valuation of power exchange options with default risk
Xu, Guangli; Shao, Xinjian; Wang, Xingchun - In: Finance research letters 28 (2019), pp. 265-274
Persistent link: https://www.econbiz.de/10012388320
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Valuing executive stock options under correlated employment shocks
Wang, Xingchun - In: Finance research letters 27 (2018), pp. 38-45
Persistent link: https://www.econbiz.de/10012006731
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Pricing volatility-equity options under the modified constant elasticity of variance model
Wang, Xingchun - In: Finance research letters 38 (2021), pp. 1-5
Persistent link: https://www.econbiz.de/10012490200
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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
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Pricing power exchange options with correlated jump risk
Wang, Xingchun - In: Finance research letters 19 (2016), pp. 90-97
Persistent link: https://www.econbiz.de/10011657466
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Pricing vulnerable options with stochastic default barriers
Wang, Xingchun - In: Finance research letters 19 (2016), pp. 305-313
Persistent link: https://www.econbiz.de/10011657733