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~isPartOf:"Finance research letters"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"The European journal of finance"
~subject:"Kreditrisiko"
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Kreditrisiko
Option trading
112
Optionsgeschäft
112
Option pricing theory
78
Optionspreistheorie
78
Volatility
38
Volatilität
38
Derivat
33
Derivative
33
Estimation
16
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Stochastischer Prozess
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Wang, Xingchun
6
Shao, Xinjian
2
Tang, Dan
2
Wang, Guanying
2
Xu, Guangli
2
Bi, Hongwei
1
Li, Zelei
1
Song, Shiyu
1
Wang, Heqian
1
Yin, Xunbai
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Finance research letters
International review of economics & finance : IREF
The European journal of finance
The North American journal of economics and finance : a journal of financial economics studies
6
International journal of theoretical and applied finance
5
Review of derivatives research
5
Management science : journal of the Institute for Operations Research and the Management Sciences
3
Review of quantitative finance and accounting
3
Risks : open access journal
3
Applied economics letters
2
Economic modelling
2
International review of financial analysis
2
Journal of banking & finance
2
Journal of empirical finance
2
The journal of derivatives : the official publication of the International Association of Financial Engineers
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Annals of financial economics
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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European journal of operational research : EJOR
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Financial innovation : FIN
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IES working paper
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Insurance / Mathematics & economics
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International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
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International journal of financial engineering
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International journal of financial research
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Journal of economic dynamics & control
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Journal of financial and quantitative analysis : JFQA
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Journal of financial economics
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Journal of multinational financial management
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Kyoto University economic review : memoirs of the Graduate School of Economics, Kyoto University
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Lecture Notes in Economics and Mathematical Systems
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Malaysian journal of economic studies
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Management 10-2012
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Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society
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Research paper series / Swiss Finance Institute
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Review of finance : journal of the European Finance Association
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Risikomanagement an internationalen Finanzmärkten : Systemrisiken, Crashpotential, Anlagemanagement, Risikosteuerung
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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
An analytical GARCH valuation model for spread options with default risk
Song, Shiyu
;
Tang, Dan
;
Xu, Guangli
;
Yin, Xunbai
- In:
International review of economics & finance : IREF
83
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014239894
Saved in:
3
On pricing of vulnerable barrier options and vulnerable double barrier options
Wang, Heqian
;
Zhang, Jiayi
;
Zhou, Ke
- In:
Finance research letters
44
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014495047
Saved in:
4
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:
5
The valuation of vulnerable European options with risky collateral
Wang, Guanying
;
Wang, Xingchun
;
Shao, Xinjian
- In:
The European journal of finance
26
(
2020
)
13
,
pp. 1315-1331
Persistent link: https://www.econbiz.de/10012264969
Saved in:
6
Analytical valuation of power exchange options with default risk
Xu, Guangli
;
Shao, Xinjian
;
Wang, Xingchun
- In:
Finance research letters
28
(
2019
),
pp. 265-274
Persistent link: https://www.econbiz.de/10012388320
Saved in:
7
Valuation of catastrophe equity put options with correlated default risk and jump risk
Bi, Hongwei
;
Wang, Guanying
;
Wang, Xingchun
- In:
Finance research letters
29
(
2019
),
pp. 323-329
Persistent link: https://www.econbiz.de/10012419135
Saved in:
8
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:
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