//--> //--> //-->
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
~person:"Wang, Xingchun"
~subject:"ARCH model"
~subject:"Basket warrants"
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
Aktienoptionsbewertung im Spru...
Similar by subject
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
Basket warrants
Option pricing theory
32
Optionspreistheorie
32
Option trading
21
Optionsgeschäft
21
Credit risk
19
Kreditrisiko
19
Volatility
17
Volatilität
17
Stochastic process
16
Stochastischer Prozess
16
Derivat
15
Derivative
15
ARCH-Modell
7
Default risk
7
Risikoprämie
7
Risk premium
7
Risiko
6
Risk
6
Vulnerable options
5
Börsenkurs
4
GARCH models
4
Jump-diffusion processes
4
Options on the maximum
4
Share price
4
Catastrophe equity put options
3
OTC market
3
OTC-Handel
3
default risk
3
Aktienoption
2
Collateral
2
Correlation
2
Disaster
2
Executive stock options
2
Experiment
2
Financial services
2
Finanzdienstleistung
2
Führungskräfte
2
Hedging
2
Katastrophe
2
more ...
less ...
Online availability
All
Undetermined
8
Type of publication
All
Article
8
Type of publication (narrower categories)
All
Article in journal
8
Aufsatz in Zeitschrift
8
Language
All
English
8
Author
All
Wang, Xingchun
Gupta, Rangan
31
Ma, Feng
26
McAleer, Michael
24
Stentoft, Lars
20
Bouri, Elie
17
Engle, Robert F.
16
Mittnik, Stefan
14
Zhang, Yaojie
14
Bauwens, Luc
13
Molnár, Peter
13
Chiang, Thomas C.
12
Christoffersen, Peter F.
11
Haas, Markus
11
Heston, Steven L.
11
Jacobs, Kris
11
Tiwari, Aviral Kumar
11
Brooks, Robert
10
Giot, Pierre
10
Wang, Jiqian
10
Cui, Zhenyu
9
Duan, Jin-Chuan
9
Ortega, Juan-Pablo
9
Wu, Xinyu
9
Yoon, Seong-min
9
Corbet, Shaen
8
Floros, Christos
8
Hafner, Christian M.
8
Hansen, Peter Reinhard
8
Kang, Sang Hoon
8
Koopman, Siem Jan
8
Lilla, Francesca
8
Maheswaran, S.
8
Paolella, Marc S.
8
Prokopczuk, Marcel
8
Rombouts, Jeroen V. K.
8
Ryu, Doojin
8
Silvennoinen, Annastiina
8
Allen, David E.
7
Bianchi, Michele Leonardo
7
more ...
less ...
Published in...
All
Applied economics letters
2
Review of derivatives research
2
The North American journal of economics and finance : a journal of financial economics studies
2
Finance research letters
1
International review of economics & finance : IREF
1
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
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:
4
Valuation of Asian options with default risk under GARCH models
Wang, Xingchun
- In:
International review of economics & finance : IREF
70
(
2020
),
pp. 27-40
Persistent link: https://www.econbiz.de/10012486762
Saved in:
5
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
Saved in:
6
Valuing executive stock options under correlated employment shocks
Wang, Xingchun
- In:
Finance research letters
27
(
2018
),
pp. 38-45
Persistent link: https://www.econbiz.de/10012006731
Saved in:
7
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:
8
Pricing basket spread options with default risk under Heston-Nandi GARCH models
Wang, Xingchun
;
Zhang, Han
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013413519
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->