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~person:"Wang, Xingchun"
~subject:"Hedging"
~subject:"Option trading"
~subject:"Risiko"
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Hedging
Option trading
Risiko
Option pricing theory
31
Optionspreistheorie
31
Optionsgeschäft
20
Credit risk
19
Kreditrisiko
19
Derivat
15
Derivative
15
Stochastic process
15
Stochastischer Prozess
15
Volatility
15
Volatilität
15
ARCH model
7
ARCH-Modell
7
Default risk
7
Risikoprämie
6
Risk
6
Risk premium
6
Vulnerable options
5
GARCH models
4
Jump-diffusion processes
4
Options on the maximum
4
Börsenkurs
3
Catastrophe equity put options
3
OTC market
3
OTC-Handel
3
Share price
3
default risk
3
Aktienoption
2
Collateral
2
Correlation
2
Disaster
2
Executive stock options
2
Experiment
2
Financial services
2
Finanzdienstleistung
2
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2
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English
21
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Wang, Xingchun
Hull, John
28
Madan, Dilip B.
28
Cui, Zhenyu
24
Schoutens, Wim
21
Joshi, Mark S.
20
Carr, Peter
18
Stentoft, Lars
18
Zhang, Jin E.
17
Alexander, Carol
15
Ewald, Christian-Oliver
15
Lee, Hangsuck
15
Fabozzi, Frank J.
14
Melʹnikov, Aleksandr V.
14
Rosenberg, Joshua V.
14
Yang, Zhaojun
14
Zanette, Antonino
14
Engle, Robert F.
13
Fusai, Gianluca
13
Korn, Olaf
13
Leippold, Markus
13
Li, Lingfei
13
Jacobs, Kris
12
Kelly, Bryan T.
12
Kwok, Yue-Kuen
12
Orosi, Greg
12
Takahashi, Akihiko
12
Alghalith, Moawia
11
Benth, Fred Espen
11
Bernard, Carole
11
Elliott, Robert J.
11
Guirguis, Michel
11
Hess, Markus
11
Kallsen, Jan
11
Perrakis, Stylianos
11
Prokopczuk, Marcel
11
Bayraktar, Erhan
10
Dhaene, Jan
10
Kohlmann, Michael
10
Kräussl, Roman
10
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Finance research letters
6
The North American journal of economics and finance : a journal of financial economics studies
5
Applied economics letters
3
Review of derivatives research
3
The European journal of finance
2
Insurance / Mathematics & economics
1
International review of economics & finance : IREF
1
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ECONIS (ZBW)
21
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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
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:
4
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:
5
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:
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
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:
8
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:
9
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
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
Saved in:
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