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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
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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
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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
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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
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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
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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