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Option pricing theory
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Wang, Xingchun
Madan, Dilip B.
90
Cui, Zhenyu
73
Joshi, Mark S.
72
Fabozzi, Frank J.
70
Härdle, Wolfgang
70
Broll, Udo
68
Carr, Peter
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Takahashi, Akihiko
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Kwok, Yue-Kuen
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Schlögl, Erik
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Oosterlee, Cornelis W.
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Belomestny, Denis
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Kim, Young Shin
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Fusai, Gianluca
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Zhang, Jin E.
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Barone-Adesi, Giovanni
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Christoffersen, Peter F.
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Korn, Ralf
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Platen, Eckhard
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Siu, Tak Kuen
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Finance research letters
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The North American journal of economics and finance : a journal of financial economics studies
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Applied economics letters
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Review of derivatives research
4
The European journal of finance
3
The journal of futures markets
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ECONIS (ZBW)
32
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1
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:
2
Pricing power exchange options with correlated jump risk
Wang, Xingchun
- In:
Finance research letters
19
(
2016
),
pp. 90-97
Persistent link: https://www.econbiz.de/10011657466
Saved in:
3
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:
4
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:
5
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:
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
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:
8
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:
9
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:
10
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:
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