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~subject:"Behavioural finance"
~subject:"Derivative"
~subject:"Black-Scholes-Modell"
~subject:"Portfolio selection"
~person:"Wang, Xingchun"
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Behavioural finance
Derivative
Black-Scholes-Modell
Portfolio selection
Option trading
22
Optionsgeschäft
22
Option pricing theory
20
Optionspreistheorie
20
Credit risk
14
Kreditrisiko
14
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12
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9
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Wang, Xingchun
Hull, John
25
Perrakis, Stylianos
14
Ryu, Doojin
13
Thomsett, Michael C.
13
Czerwonko, Michal
11
Jackwerth, Jens Carsten
11
Kelly, Bryan T.
11
Kōnstantinidēs, Giōrgos
11
Madan, Dilip B.
9
Zhang, Jin E.
9
Kang, Jangkoo
8
Carr, Peter
7
Farkas, Walter
7
Kräussl, Roman
7
Shea, Gary S.
7
Stork, Philip
7
Brenner, Menachem
6
Dew-Becker, Ian
6
Félix, Luiz
6
Giglio, Stefano
6
Kolb, Robert W.
6
Kühn, Christoph
6
Maurer, Raimond
6
Subrahmanyam, Marti G.
6
Alexander, Carol
5
Bernales, Alejandro
5
Chance, Don M.
5
Chang, Chia-Lin
5
Choy, Siu Kai
5
Cici, Gjergji
5
Constantinides, George M.
5
Cui, Zhenyu
5
Du, Du
5
Fabozzi, Frank J.
5
Frazzini, Andrea
5
Fusai, Gianluca
5
Jarrow, Robert A.
5
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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
The European journal of finance
1
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ECONIS (ZBW)
12
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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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