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~isPartOf:"Applied economics letters"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~person:"Ambros, Maximilian"
~person:"Azhar Mohamad"
~person:"Grobys, Klaus"
~person:"Nie, He"
~person:"Wang, Xingchun"
~subject:"Capital income"
~subject:"China"
~subject:"Option trading"
~subject:"Volatilität"
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Capital income
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Option pricing theory
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Ambros, Maximilian
Azhar Mohamad
Grobys, Klaus
Nie, He
Wang, Xingchun
Ryu, Doojin
10
Gupta, Rangan
9
Dai, Zhifeng
6
Cho, Hoon
5
Lee, Hangsuck
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Schaub, Mark
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Xuan Vinh Vo
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Hammoudeh, Shawkat
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Jeon, Junkee
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Ji, Qiang
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Kang, Sang Hoon
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Kim, Jong-Min
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Ko, Bangwon
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Labuschagne, Coenraad C. A.
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Liu, Xiaoquan
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Plastun, Alex
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Wohar, Mark E.
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Wu, Xinyu
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Yang, Chunpeng
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Zhuang, Xintian
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Ahmad, Nasir
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Aloui, Chaker
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Alsaifi, Khaled
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Bali, Rakesh
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Applied economics letters
The North American journal of economics and finance : a journal of financial economics studies
Finance research letters
7
Review of derivatives research
4
The European journal of finance
3
International journal of finance & economics : IJFE
2
International review of economics & finance : IREF
2
Journal of risk and financial management : JRFM
2
Quantitative finance
2
The journal of futures markets
2
Afro-Asian Journal of Finance and Accounting : AAJFA
1
Applied economics
1
Applied mathematical finance
1
Economic modelling
1
Economics letters
1
Insurance / Mathematics & economics
1
International journal of economics and finance
1
International review of financial analysis
1
Journal of international financial markets, institutions & money
1
Review of quantitative finance and accounting
1
The journal of asset management
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
17
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1
Valuing spread options with counterparty risk and jump risk
Li, Zelei
;
Wang, Xingchun
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012665103
Saved in:
2
Pricing vulnerable options with stochastic liquidity risk
Wang, Xingchun
- In:
The North American journal of economics and finance : a …
60
(
2022
),
pp. 1-10
Persistent link: https://www.econbiz.de/10013449096
Saved in:
3
Valuation of options on the maximum of two prices with default risk under GARCH models
Wang, Xingchun
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012822187
Saved in:
4
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:
5
Catastrophe equity put options with floating strike prices
Wang, Xingchun
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012665469
Saved in:
6
The values and incentive effects of options on the maximum or the minimum of the stock prices and market index
Wang, Xingchun
- In:
The North American journal of economics and finance : a …
55
(
2021
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012667343
Saved in:
7
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:
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
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:
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
Saved in:
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