Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Applied economics letters"
~isPartOf:"SpringerLink / Bücher"
~person:"Wang, Xingchun"
~subject:"Credit risk"
~subject:"Monte Carlo simulation"
~subject:"Portfolio-Management"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Option Prices with Stochastic...
Similar by subject
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Credit risk
Monte Carlo simulation
Portfolio-Management
Option pricing theory
5
Optionspreistheorie
5
Derivat
4
Derivative
4
Kreditrisiko
3
Option trading
3
Optionsgeschäft
3
Stochastic process
3
Stochastischer Prozess
3
Volatility
3
Volatilität
3
stochastic correlation
2
stochastic volatility
2
ARCH model
1
ARCH-Modell
1
Basket warrants
1
Collateral
1
Correlation
1
Exchange options
1
Experiment
1
Financial services
1
Finanzdienstleistung
1
GARCH models
1
Korrelation
1
Kreditsicherung
1
Options on the maximum
1
Optionsanleihe
1
Vulnerable Option
1
Vulnerable Options
1
Warrant bond
1
collateral
1
counterparty Default Risk
1
credit risk
1
default risk
1
options Paying the Best and Cash
1
options on the Maximum
1
rainbow options
1
spread options
1
stochastic volatility models
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Wang, Xingchun
Ben-Ameur, Hatem
1
Bossert, Thomas
1
Breton, Michèle
1
Brosch, Rainer
1
Chen, A.-S.
1
Edwards, Craig Steven
1
Genser, Michael
1
Huang, Wei
1
Karimov, Azar
1
Kontoghiorghes, Erricos J.
1
Krishnamurti, Chandrasekhar
1
Ku, Hyejin
1
Lee, Alice C.
1
Lee, Cheng F.
1
Lee, John
1
Lee, Nicholas Rueilin
1
Li, Xiaoping
1
Lien, Che-Hui
1
Lin, Wei-Yu
1
Liu, Ding
1
Liu, Jung-Fang
1
Onimus, Jil Caroline
1
Rustem, Berç
1
Schmidt, Mathias
1
Shen, P.-F.
1
Stojanovic, Srdjan
1
Vishwanath, Ramanna
1
Wang, Guanying
1
Winker, Peter
1
Xiao, Weilin
1
Xu, Weidong
1
Xu, Weijun
1
Yeh, I.-Cheng
1
Zhang, Hai
1
Zhang, Xuan
1
Zhang, Zhekai
1
Zhao, Yang
1
Zhou, Chunyang
1
more ...
less ...
Published in...
All
Applied economics letters
SpringerLink / Bücher
Review of derivatives research
4
The North American journal of economics and finance : a journal of financial economics studies
4
Finance research letters
3
The European journal of finance
2
The journal of futures markets
2
International review of economics & finance : IREF
1
more ...
less ...
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
