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Pricing vulnerable options und...
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Option pricing theory
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22
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17
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Wang, Xingchun
45
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The North American journal of economics and finance : a journal of financial economics studies
8
Finance research letters
7
Applied economics letters
5
Review of derivatives research
4
Journal of Futures Markets
3
The European journal of finance
3
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ECONIS (ZBW)
39
RePEc
4
Other ZBW resources
2
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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
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3
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
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4
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:
5
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
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6
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
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7
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
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8
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:
9
Catastrophe equity put options with target variance
Wang, Xingchun
- In:
Insurance / Mathematics & economics
71
(
2016
),
pp. 79-86
Persistent link: https://www.econbiz.de/10011630610
Saved in:
10
Differences in the prices of vulnerable options with different counterparties
Wang, Xingchun
- In:
The journal of futures markets
37
(
2017
)
2
,
pp. 148-163
Persistent link: https://www.econbiz.de/10011669771
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