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~subject:"Credit risk"
~person:"Wang, Guanying"
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Search: subject_exact:"Optionspreismodell"
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Credit risk
Option pricing theory
7
Optionspreistheorie
7
Kreditrisiko
4
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4
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4
Volatility
3
Volatilität
3
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credit risk
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Wang, Guanying
Wang, Xingchun
19
Karmann, Alexander
6
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6
Schönbucher, Philipp J.
6
Das, Sanjiv R.
5
Erlenmaier, Ulrich
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Madan, Dilip B.
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Oosterlee, Cornelis W.
4
Takahashi, Akihiko
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Zhang, Bo
4
Ammann, Manuel
3
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Applied economics letters
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Finance research letters
1
The European journal of finance
1
The journal of futures markets
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ECONIS (ZBW)
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1
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:
2
The valuation of vulnerable European options with risky collateral
Wang, Guanying
;
Wang, Xingchun
;
Shao, Xinjian
- In:
The European journal of finance
26
(
2020
)
13
,
pp. 1315-1331
Persistent link: https://www.econbiz.de/10012264969
Saved in:
3
Valuation of catastrophe equity put options with correlated default risk and jump risk
Bi, Hongwei
;
Wang, Guanying
;
Wang, Xingchun
- In:
Finance research letters
29
(
2019
),
pp. 323-329
Persistent link: https://www.econbiz.de/10012419135
Saved in:
4
Pricing vulnerable options with correlated credit risk under jump-diffusion processes
Tian, Lihui
;
Wang, Guanying
;
Wang, Xingchun
;
Wang, Yongjin
- In:
The journal of futures markets
34
(
2014
)
10
,
pp. 957-979
Persistent link: https://www.econbiz.de/10010508685
Saved in:
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