//--> //--> //-->
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:"Finance research letters"
~isPartOf:"Research in international business and finance"
~isPartOf:"Research paper series / Swiss Finance Institute"
~isPartOf:"The journal of futures markets"
~person:"Wang, Xingchun"
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
A Simple Credit Risk Model wit...
Similar by subject
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Option pricing theory
6
Optionspreistheorie
6
Credit risk
5
Kreditrisiko
5
Derivat
3
Derivative
3
Option trading
3
Optionsgeschäft
3
Stochastic process
3
Stochastischer Prozess
3
Default risk
2
Risikoprämie
2
Risk premium
2
Volatility
2
Volatilität
2
Catastrophe equity put options
1
Common factors
1
Föllmer-Schweizer decomposition
1
Hedging
1
Idiosyncratic risk
1
Jump-diffusion processes
1
Lévy processes
1
Markov chain
1
Markov modulated poisson process
1
Markov-Kette
1
Power exchange option
1
Risiko
1
Risikomanagement
1
Risk
1
Risk management
1
Stochastic default barriers
1
Swap
1
Systematic risk
1
Theorie
1
Theory
1
Variance-optimal hedging
1
Volatility swaps
1
Vulnerable options
1
default risk
1
endogenous risk
1
more ...
less ...
Online availability
All
Undetermined
5
Type of publication
All
Article
6
Type of publication (narrower categories)
All
Article in journal
6
Aufsatz in Zeitschrift
6
Language
All
English
6
Author
All
Wang, Xingchun
Ongena, Steven
21
Hens, Thorsten
18
Filipović, Damir
17
Jondeau, Eric
17
Malamud, Semyon
14
Sornette, Didier
14
Evstigneev, Igor V.
12
Schenk-Hoppé, Klaus Reiner
11
Muhle-Karbe, Johannes
10
Soner, Halil Mete
10
Barone-Adesi, Giovanni
9
Goodell, John W.
9
Bacchetta, Philippe
8
Farkas, Walter
8
Gilli, Manfred
7
Mele, Antonio
7
Van Wincoop, Eric
7
Hoesli, Martin
6
Obayashi, Yoshiki
6
Paolella, Marc S.
6
Scaillet, Olivier
6
Schmedders, Karl
6
Wagner, Alexander F.
6
Zaremba, Adam
6
Bossaerts, Peter L.
5
Cvitanić, Jakša
5
Hugonnier, Julien
5
Koch Medina, Pablo
5
Lien, Da-hsiang Donald
5
Schumann, Enrico
5
Schweizer, Martin
5
Shen, Dehua
5
Trojani, Fabio
5
Yousaf, Imran
5
Amir, Rabah
4
Auer, Benjamin R.
4
Bouri, Elie
4
Brooks, Robert
4
Corbet, Shaen
4
more ...
less ...
Published in...
All
Finance research letters
Research in international business and finance
Research paper series / Swiss Finance Institute
The journal of futures markets
Review of derivatives research
4
The North American journal of economics and finance : a journal of financial economics studies
4
Applied economics letters
3
The European journal of finance
2
Computational Management Science : CMS
1
International review of economics & finance : IREF
1
more ...
less ...
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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
Saved in:
2
Pricing vulnerable options with correlated credit risk under jump-diffusion processes
Tian, Lihui
;
Wang, Guanying
;
Wang, Xingchun
;
Wang, Yongjin
- In:
The journal of futures markets
34
(
2014
)
10
,
pp. 957-979
Persistent link: https://www.econbiz.de/10010508685
Saved in:
3
Pricing vulnerable options under correlated skew Brownian motions
Guo, Che
;
Wang, Xingchun
- In:
The journal of futures markets
42
(
2022
)
5
,
pp. 852-867
Persistent link: https://www.econbiz.de/10013187607
Saved in:
4
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
Saved in:
5
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
Saved in:
6
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
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->