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~person:"Chang, Chuang-chang"
~person:"Wang, Xingchun"
~subject:"Handelsvolumen der Börse"
~subject:"Option trading"
~subject:"Volatility"
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Handelsvolumen der Börse
Option trading
Volatility
Optionsgeschäft
31
Option pricing theory
24
Optionspreistheorie
24
Credit risk
15
Kreditrisiko
15
Derivat
12
Derivative
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Volatilität
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Risk premium
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Default risk
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ARCH model
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Taiwan
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Börsenkurs
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2002-2008
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Aktienoption
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Emerging economies
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31
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Chang, Chuang-chang
Wang, Xingchun
Ryu, Doojin
29
Hull, John
27
Carr, Peter
21
Cui, Zhenyu
21
Madan, Dilip B.
21
Perrakis, Stylianos
21
Zhang, Jin E.
21
Joshi, Mark S.
18
Lee, Hangsuck
18
Poteshman, Allen M.
18
Fodor, Andy
17
Stentoft, Lars
17
Thomsett, Michael C.
17
Jackwerth, Jens Carsten
16
Kelly, Bryan T.
16
Fusai, Gianluca
15
Todorov, Viktor
15
Fusari, Nicola
14
Pedersen, Lasse Heje
14
Wu, Liuren
14
Bebchuk, Lucian A.
13
Guirguis, Michel
13
Kōnstantinidēs, Giōrgos
13
Orosi, Greg
13
Schoutens, Wim
13
Truong, Cameron
13
Bernales, Alejandro
12
Ewald, Christian-Oliver
12
Fabozzi, Frank J.
12
Jacobs, Kris
12
Kang, Jangkoo
12
Kwok, Yue-Kuen
12
Lung, Peter P.
12
Benth, Fred Espen
11
Czerwonko, Michal
11
Kräussl, Roman
11
Lee, Cheng F.
11
Verousis, Thanos
11
Vorst, Ton
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Finance research letters
5
The North American journal of economics and finance : a journal of financial economics studies
5
Applied economics letters
3
Journal of banking & finance
3
Review of derivatives research
3
The European journal of finance
2
The journal of futures markets
2
Insurance / Mathematics & economics
1
International journal of business
1
International review of economics & finance : IREF
1
International review of finance
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial markets
1
Review of quantitative finance and accounting
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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ECONIS (ZBW)
31
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1
A reduced-form model for lease contract valuation with embedded options
Chang, Chuang-chang
;
Ho, Hsiao-Wei
;
Huang, Henry Hongren
; …
- In:
Review of quantitative finance and accounting
62
(
2024
)
2
,
pp. 841-864
Persistent link: https://www.econbiz.de/10014503183
Saved in:
2
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:
3
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:
4
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:
5
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:
6
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:
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 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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