//--> //--> //-->
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
isPartOf:"Review of derivatives research"
~person:"Wang, Xingchun"
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
Search: subject_exact:"Parisian option"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Credit risk
3
Kreditrisiko
3
Option pricing theory
3
Option trading
3
Optionsgeschäft
3
Optionspreistheorie
3
Derivat
2
Derivative
2
Risiko
2
Risikoprämie
2
Risk
2
Risk premium
2
Volatility
2
Volatilität
2
Vulnerable options
2
ARCH model
1
ARCH-Modell
1
Closed form formula
1
Counterparty Default risk
1
Default risk
1
Financial services
1
Finanzdienstleistung
1
Heston-Nandi GARCH model
1
Hybrid credit risk model
1
Jump-diffusion processes
1
Liquidity
1
Liquidity discount factor
1
Liquidity risk
1
Liquidität
1
Stochastic liquidity risk
1
Stochastic process
1
Stochastischer Prozess
1
Vulnerable basket options
1
Vulnerable basket spread options
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Wang, Xingchun
Drimus, Gabriel
3
Escobar, Marcos
2
Farkas, Walter
2
Handley, John C.
2
Hieber, Peter
2
Hung, Mao-Wei
2
Nunes, Joaõ Pedro Vidal
2
Ronn, Ehud I.
2
Ulrich, Maxim
2
Wang, Hsiao-Chuan
2
Wang, Jr-Yan
2
Andersen, Leif B. G.
1
Andreasen, Jesper Fredborg
1
Areal, Nelson
1
Battauz, Anna
1
Blau, Benjamin
1
Bossy, Mireille
1
Boyd, Naomi E.
1
Brinkmann, Felix
1
Brough, Tyler J.
1
Burnetas, Apostolos N.
1
Carr, Peter
1
Carverhill, Andrew
1
Cassano, Mark A.
1
Chan, Tat Lung
1
Chance, Don M.
1
Chang, Lung-fu
1
Chen, Chun-Ying
1
Chen, Jie
1
Chen, Qihong
1
Cheng, Jun
1
Cheuk, Terry Hon Fu
1
Chiang, Shu Ling
1
Cruz, Aricson
1
Dai, Tian-Shyr
1
Dai, Tian-shyr
1
De Donno, Marzia
1
Dias, José Carlos
1
Dong, Ziming
1
more ...
less ...
Published in...
All
Review of derivatives research
Finance research letters
5
The North American journal of economics and finance : a journal of financial economics studies
5
Applied economics letters
3
The European journal of finance
2
Insurance / Mathematics & economics
1
International review of economics & finance : IREF
1
International review of finance
1
The journal of futures markets
1
more ...
less ...
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
Relevance
Date (newest first)
Date (oldest first)
1
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:
2
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:
3
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->