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isPartOf:"The European journal of finance"
~person:"Li, Zelei"
~person:"Wang, Xingchun"
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Credit risk
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Kreditrisiko
2
Option pricing theory
2
Option trading
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Optionsgeschäft
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Optionspreistheorie
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Basket-spread options
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credit risk
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Li, Zelei
Wang, Xingchun
Ap Gwilym, Owain
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Romagnoli, Silvia
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Ryu, Doojin
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The European journal of finance
Finance research letters
5
The North American journal of economics and finance : a journal of financial economics studies
5
Applied economics letters
3
Review of derivatives research
3
Insurance / Mathematics & economics
1
International review of economics & finance : IREF
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International review of finance
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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
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
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