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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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Pricing vulnerable options with jump risk and liquidity risk
Wang, Xingchun - In: Review of derivatives research 24 (2021) 3, pp. 243-260
Persistent link: https://www.econbiz.de/10012659671
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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
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Pricing vulnerable options in a hybrid credit risk model driven by Heston-Nandi GARCH processes
Liang, Gechun; Wang, Xingchun - In: Review of derivatives research 24 (2021) 1, pp. 1-30
Persistent link: https://www.econbiz.de/10012498465
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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
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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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K-factor GARMA models for intraday volatility forecasting
Bisaglia, Luisa; Bordignon, Silvano; Lisi, Francesco - In: Applied economics letters 10 (2003) 4, pp. 251-254
Persistent link: https://www.econbiz.de/10001749011
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Do different time horizons in the volatility of the US stock market significantly affect the China ETF market?
Nie, He; Jiang, Yonghong; Yang, Baoqing - In: Applied economics letters 25 (2018) 11, pp. 747-751
Persistent link: https://www.econbiz.de/10012129834