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~person:"Melʹnikov, Aleksandr V."
~person:"Wang, Xingchun"
~subject:"Derivat"
~subject:"Hedging"
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Derivat
Hedging
Option pricing theory
47
Optionspreistheorie
47
Option trading
23
Optionsgeschäft
23
Stochastic process
22
Stochastischer Prozess
22
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21
Kreditrisiko
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Catastrophe equity put options
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Melʹnikov, Aleksandr V.
Wang, Xingchun
Hull, John
30
Madan, Dilip B.
25
Schoutens, Wim
24
Benth, Fred Espen
19
Carr, Peter
18
Härdle, Wolfgang
17
Fabozzi, Frank J.
16
Hess, Markus
16
Joshi, Mark S.
16
Platen, Eckhard
14
Schlögl, Erik
14
Chiarella, Carl
13
Cui, Zhenyu
13
Elliott, Robert J.
13
Engle, Robert F.
13
Kallsen, Jan
13
Prokopczuk, Marcel
13
Yang, Zhaojun
13
Jarrow, Robert A.
12
Korn, Olaf
12
Rosenberg, Joshua V.
12
Alexander, Carol
11
Deutsch, Hans-Peter
11
Ewald, Christian-Oliver
11
Gouriéroux, Christian
11
Kwok, Yue-Kuen
11
Mercurio, Fabio
11
Branger, Nicole
10
Escobar, Marcos
10
Frey, Rüdiger
10
Howison, Sam
10
Kohlmann, Michael
10
Lo, Andrew W.
10
Nikitopoulos, Christina Sklibosios
10
Siu, Tak Kuen
10
Soner, Halil Mete
10
Tunaru, Radu
10
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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4
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4
The North American journal of economics and finance : a journal of financial economics studies
4
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2
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ECONIS (ZBW)
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1
Valuing basket-spread options with default risk under Hawkes jump-diffusion processes
Li, Zelei
;
Tang, Dan
;
Wang, Xingchun
- In:
The European journal of finance
29
(
2023
)
12
,
pp. 1406-1431
Persistent link: https://www.econbiz.de/10014323018
Saved in:
2
Pricing vulnerable basket spread options with liquidity risk
Dong, Ziming
;
Tang, Dan
;
Wang, Xingchun
- In:
Review of derivatives research
26
(
2023
)
1
,
pp. 23-50
Persistent link: https://www.econbiz.de/10014266355
Saved in:
3
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:
4
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:
5
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:
6
Pricing vulnerable options with stochastic liquidity risk
Wang, Xingchun
- In:
The North American journal of economics and finance : a …
60
(
2022
),
pp. 1-10
Persistent link: https://www.econbiz.de/10013449096
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
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:
9
Valuing vulnerable options with bond collateral
Wang, Guanying
;
Wang, Xingchun
- In:
Applied economics letters
28
(
2021
)
2
,
pp. 115-118
Persistent link: https://www.econbiz.de/10012415094
Saved in:
10
Pricing volatility-equity options under the modified constant elasticity of variance model
Wang, Xingchun
- In:
Finance research letters
38
(
2021
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012490200
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