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~person:"Kräussl, Roman"
~person:"Wang, Xingchun"
~subject:"Behavioural finance"
~subject:"Derivative"
~type_genre:"Article in journal"
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Behavioural finance
Derivative
Option trading
24
Optionsgeschäft
24
Option pricing theory
22
Optionspreistheorie
22
Credit risk
14
Derivat
14
Kreditrisiko
14
Volatility
9
Volatilität
9
Stochastic process
8
Stochastischer Prozess
8
Risiko
7
Risikoprämie
7
Risk
7
Risk premium
7
Default risk
5
Vulnerable options
5
ARCH model
4
ARCH-Modell
4
Börsenkurs
3
Catastrophe equity put options
3
Disaster
3
Jump-diffusion processes
3
Katastrophe
3
Share price
3
Aktienoption
2
Collateral
2
Correlation
2
Financial services
2
Finanzdienstleistung
2
GARCH models
2
Korrelation
2
Kreditsicherung
2
Liquidity
2
Liquidität
2
OTC market
2
OTC markets
2
OTC-Handel
2
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English
14
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Kräussl, Roman
Wang, Xingchun
Ryu, Doojin
10
Kang, Jangkoo
7
Subrahmanyam, Marti G.
5
Zhang, Jin E.
5
Choy, Siu Kai
4
Escobar, Marcos
4
Madan, Dilip B.
4
Alexander, Carol
3
Augustin, Patrick
3
Azhar Mohamad
3
Brenner, Menachem
3
Carr, Peter
3
Cui, Zhenyu
3
Gao, Bin
3
Gao, Min
3
Gehricke, Sebastian A.
3
Harčariková, Monika
3
Hernández, Rodrigo
3
Jackwerth, Jens Carsten
3
Joshi, Mark S.
3
Kim, Da-Hea
3
Kim, Geonwoo
3
Kim, Kwanho
3
Kleindorfer, Paul R.
3
Lee, Jaeram
3
Lung, Peter P.
3
Orosi, Greg
3
Rourke, Thomas
3
Sabino, Piergiacomo
3
Schoutens, Wim
3
Tang, Dan
3
Verousis, Thanos
3
Wei, Jason
3
Yang, Heejin
3
Zheng, Zhenlong
3
Zhu, Lingjiong
3
Agarwalla, Sobhesh Kumar
2
Ahn, Hee-joon
2
Alghalith, Moawia
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The North American journal of economics and finance : a journal of financial economics studies
4
Applied economics letters
3
Finance research letters
2
Review of derivatives research
2
Journal of financial stability
1
The European journal of finance
1
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
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ECONIS (ZBW)
14
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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
Valuing spread options with counterparty risk and jump risk
Li, Zelei
;
Wang, Xingchun
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012665103
Saved in:
10
Valuing vulnerable options with two underlying assets
Wang, Xingchun
- In:
Applied economics letters
27
(
2020
)
21
,
pp. 1699-1706
Persistent link: https://www.econbiz.de/10012315771
Saved in:
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