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~person:"Kwok, Yue-Kuen"
~person:"Wang, Xingchun"
~subject:"Korrelation"
~subject:"Optionsgeschäft"
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Korrelation
Optionsgeschäft
Option trading
34
Option pricing theory
29
Optionspreistheorie
29
Credit risk
14
Derivat
14
Derivative
14
Kreditrisiko
14
Volatility
11
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9
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Risk premium
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Theorie
7
Theory
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Default risk
5
Vulnerable options
5
ARCH model
4
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3
Catastrophe equity put options
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Analysis of variance
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Asian options
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Collateral
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34
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Kwok, Yue-Kuen
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.
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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
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Truong, Cameron
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Bernales, Alejandro
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Ewald, Christian-Oliver
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Fabozzi, Frank J.
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Jacobs, Kris
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Kang, Jangkoo
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Lung, Peter P.
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Benth, Fred Espen
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Czerwonko, Michal
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Kräussl, Roman
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Lee, Cheng F.
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11
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Finance research letters
5
The North American journal of economics and finance : a journal of financial economics studies
5
Review of derivatives research
4
Applied economics letters
3
International journal of theoretical and applied finance
3
Applied mathematical finance
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
The European journal of finance
2
The journal of futures markets
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Asia-Pacific financial markets
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Insurance / Mathematics & economics
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International review of economics & finance : IREF
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International review of finance
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Journal of financial engineering
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Operations research letters
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ECONIS (ZBW)
34
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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
Efficient recursion-quadrature algorithms for pricing Asian options and variance derivatives under stochastic volatility and Lévy jumps
Zhang, Weinan
;
Zeng, Pingping
;
Kwok, Yue-Kuen
- In:
Operations research letters
51
(
2023
)
6
,
pp. 687-694
Persistent link: https://www.econbiz.de/10014465892
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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