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~language:"eng"
~person:"Ambros, Maximilian"
~person:"Grobys, Klaus"
~person:"Nie, He"
~person:"Wang, Xingchun"
~subject:"Volatilität"
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Volatilität
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35
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Option pricing theory
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28
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22
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Ambros, Maximilian
Grobys, Klaus
Nie, He
Wang, Xingchun
Gupta, Rangan
103
Caporale, Guglielmo Maria
57
McAleer, Michael
57
Cui, Zhenyu
44
Härdle, Wolfgang
43
Ma, Feng
39
Bouri, Elie
37
Pierdzioch, Christian
36
Todorov, Viktor
36
Bollerslev, Tim
35
Ryu, Doojin
34
Bloom, Nicholas
33
Spagnolo, Nicola
32
Jiang, George J.
31
Hautsch, Nikolaus
30
Chiarella, Carl
29
Engle, Robert F.
29
Lux, Thomas
29
Andersen, Torben
27
Carr, Peter
27
Jacquier, Antoine (Jack)
26
Wohar, Mark E.
25
Corbet, Shaen
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Jacobs, Kris
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Lettau, Martin
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Salisu, Afees A.
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Tauchen, George Eugene
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Bansal, Ravi
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Christiansen, Charlotte
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Bekaert, Geert
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Demirer, Rıza
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Madan, Dilip B.
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Molnár, Peter
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Lorig, Matthew
21
Nguyen, Duy
21
Takahashi, Akihiko
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Zhang, Jin E.
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20
Ang, Andrew
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Applied economics letters
6
Finance research letters
4
Review of derivatives research
3
The North American journal of economics and finance : a journal of financial economics studies
2
The journal of futures markets
2
Applied mathematical finance
1
Insurance / Mathematics & economics
1
International journal of finance & economics : IJFE
1
International review of economics & finance : IREF
1
Journal of international financial markets, institutions & money
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ECONIS (ZBW)
28
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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
Rare shock, two-factor stochastic volatility and currency option pricing
Wang, Guanying
;
Wang, Xingchun
;
Wang, Yongjin
- In:
Applied mathematical finance
21
(
2014
)
1/2
,
pp. 32-50
Persistent link: https://www.econbiz.de/10010351858
Saved in:
3
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:
4
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:
5
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:
6
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
Saved in:
7
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:
8
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
Saved in:
9
Pricing options on the maximum or minimum of multi-assets under jump-diffusion processes
Wang, Xingchun
- In:
International review of economics & finance : IREF
70
(
2020
),
pp. 16-26
Persistent link: https://www.econbiz.de/10012486761
Saved in:
10
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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