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~person:"Wang, Xingchun"
~subject:"Option pricing theory"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Optionspreismodell"
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Option pricing theory
Optionspreistheorie
31
Option trading
20
Optionsgeschäft
20
Credit risk
19
Kreditrisiko
19
Derivat
15
Derivative
15
Stochastic process
15
Stochastischer Prozess
15
Volatility
15
Volatilität
15
ARCH model
7
ARCH-Modell
7
Default risk
7
Risiko
6
Risikoprämie
6
Risk
6
Risk premium
6
Vulnerable options
5
GARCH models
4
Jump-diffusion processes
4
Options on the maximum
4
Börsenkurs
3
Catastrophe equity put options
3
OTC market
3
OTC-Handel
3
Share price
3
default risk
3
Aktienoption
2
Collateral
2
Correlation
2
Disaster
2
Executive stock options
2
Experiment
2
Financial services
2
Finanzdienstleistung
2
Führungskräfte
2
Hedging
2
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2
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31
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Aufsatz in Zeitschrift
Article in journal
31
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English
31
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Wang, Xingchun
Madan, Dilip B.
50
Carr, Peter
45
Fabozzi, Frank J.
35
Elliott, Robert J.
34
Kwok, Yue-Kuen
34
Cui, Zhenyu
31
Takahashi, Akihiko
30
Siu, Tak Kuen
29
Schoutens, Wim
27
Zhang, Jin E.
26
Benth, Fred Espen
24
Jarrow, Robert A.
23
Kim, Young Shin
21
Stentoft, Lars
21
Escobar, Marcos
20
Levendorskij, Sergej Z.
20
Račev, Svetlozar T.
20
Wong, Hoi Ying
20
Joshi, Mark S.
19
Zanette, Antonino
19
Schwartz, Eduardo S.
18
Wu, Liuren
18
Glasserman, Paul
17
He, Xin-Jiang
17
Chen, Ren-Raw
16
Chen, Son-nan
16
Lin, Shih-kuei
16
Ryu, Doojin
16
Zhu, Song-Ping
16
Chung, San-lin
15
Eberlein, Ernst
15
Xu, Wei
15
Chiarella, Carl
14
Christoffersen, Peter F.
14
Câmara, António
14
Fusai, Gianluca
14
Hobson, David G.
14
Härdle, Wolfgang
14
Jacobs, Kris
14
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Finance research letters
7
The North American journal of economics and finance : a journal of financial economics studies
6
Applied economics letters
5
Review of derivatives research
4
The journal of futures markets
3
International review of economics & finance : IREF
2
The European journal of finance
2
Applied mathematical finance
1
Insurance / Mathematics & economics
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ECONIS (ZBW)
31
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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
Pricing European basket warrants with default risk under stochastic volatility models
Wang, Xingchun
- In:
Applied economics letters
29
(
2022
)
3
,
pp. 253-260
Persistent link: https://www.econbiz.de/10012803500
Saved in:
4
Pricing options on the maximum of two average prices under stochastic volatility models
Wang, Xingchun
- In:
Applied economics letters
29
(
2022
)
10
,
pp. 887-894
Persistent link: https://www.econbiz.de/10013411818
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 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:
8
Pricing vulnerable options under correlated skew Brownian motions
Guo, Che
;
Wang, Xingchun
- In:
The journal of futures markets
42
(
2022
)
5
,
pp. 852-867
Persistent link: https://www.econbiz.de/10013187607
Saved in:
9
Valuing fade-in options with default risk in Heston-Nandi GARCH models
Wang, Xingchun
- In:
Review of derivatives research
25
(
2022
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10013191374
Saved in:
10
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
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