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~isPartOf:"Applied economics letters"
~isPartOf:"Claremont McKenna College Robert Day School of Economics and Finance Research Paper"
~isPartOf:"The European journal of finance"
~person:"Li, Jinliang"
~person:"Nie, He"
~person:"Wang, Xingchun"
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Aktienoptionsbewertung im Spru...
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Option pricing theory
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Li, Jinliang
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Applied economics letters
Claremont McKenna College Robert Day School of Economics and Finance Research Paper
The European journal of finance
Finance research letters
8
The North American journal of economics and finance : a journal of financial economics studies
6
Review of derivatives research
4
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ECONIS (ZBW)
12
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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
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
Stochastic volatility, liquidity and intraday information flow
Li, Jinliang
;
Wu, Chunchi
- In:
Applied economics letters
18
(
2011
)
16/18
,
pp. 1511-1515
Persistent link: https://www.econbiz.de/10009383452
Saved in:
10
Determinants and information of REIT pricing
Li, Jinliang
;
Liang Lei
- In:
Applied economics letters
18
(
2011
)
13/15
,
pp. 1501-1505
Persistent link: https://www.econbiz.de/10009348808
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