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~subject:"Volatilität"
~person:"Wang, Xingchun"
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Volatilität
Option pricing theory
32
Optionspreistheorie
32
Option trading
20
Optionsgeschäft
20
Credit risk
19
Kreditrisiko
19
Stochastic process
16
Stochastischer Prozess
16
Volatility
16
Derivat
15
Derivative
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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
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default risk
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Aktienoption
2
Collateral
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Correlation
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Executive stock options
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Experiment
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Finanzdienstleistung
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16
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Wang, Xingchun
Cui, Zhenyu
44
Carr, Peter
29
Chiarella, Carl
29
Jacobs, Kris
28
Jacquier, Antoine (Jack)
25
Christoffersen, Peter F.
24
Härdle, Wolfgang
24
Fengler, Matthias R.
23
Gatheral, Jim
22
Alòs, Elisa
21
Lorig, Matthew
21
Nguyen, Duy
21
Todorov, Viktor
21
Zhang, Jin E.
21
Takahashi, Akihiko
20
Guyon, Julien
19
Fabozzi, Frank J.
18
Madan, Dilip B.
18
Bansal, Ravi
16
Fouque, Jean-Pierre
16
Heston, Steven L.
16
Bekaert, Geert
15
Benth, Fred Espen
15
Bollerslev, Tim
15
Elliott, Robert J.
15
Escobar, Marcos
15
Grasselli, Martino
15
Schoutens, Wim
15
Skiadopoulos, George
15
Barro, Robert J.
14
Branger, Nicole
14
Forde, Martin
14
Jacquier, Antoine
14
Kang, Boda
14
Le Floc'h, Fabien
14
Oosterlee, Cornelis W.
14
Platen, Eckhard
14
Shaliastovich, Ivan
14
Wong, Hoi Ying
14
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Applied economics letters
3
Finance research letters
3
Review of derivatives research
3
The North American journal of economics and finance : a journal of financial economics studies
2
Applied mathematical finance
1
Insurance / Mathematics & economics
1
International review of economics & finance : IREF
1
The European journal of finance
1
The journal of futures markets
1
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ECONIS (ZBW)
16
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1
Valuation of spread options under correlated skew Brownian motions
Song, Shiyu
;
Wang, Xingchun
;
Zhang, Xiaowen
- In:
The European journal of finance
30
(
2024
)
5
,
pp. 503-523
Persistent link: https://www.econbiz.de/10014547897
Saved in:
2
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:
3
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:
4
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:
5
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:
6
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:
7
Valuation of options on the maximum of two prices with default risk under GARCH models
Wang, Xingchun
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012822187
Saved in:
8
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:
9
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:
10
Pricing
volatility-equity options under the modified constant elasticity of variance model
Wang, Xingchun
- In:
Finance research letters
38
(
2021
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012490200
Saved in:
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