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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

Valuing vulnerable options with two underlying assets

Wang, Xingchun - In: Applied economics letters 27 (2020) 21, pp. 1699-1706

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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

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

Exchange options and spread options with stochastically correlated underlyings

Wang, Xingchun - In: Applied economics letters 29 (2022) 12, pp. 1060-1068

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Do different time horizons in the volatility of the US stock market significantly affect the China ETF market?

Nie, He; Jiang, Yonghong; Yang, Baoqing - In: Applied economics letters 25 (2018) 11, pp. 747-751

Persistent link: https://www.econbiz.de/10012129834

A first look at Brexit and global equity markets

Burdekin, Richard C. K.; Hughson, Eric; Gu, Jinlin - In: Applied economics letters 25 (2018) 2, pp. 136-140

Persistent link: https://www.econbiz.de/10011853727

Does investor sentiment dynamically impact stock returns from different investor horizons? : evidence from the US stock market using a multi-scale method

Jiang, Yonghong; Mo, Bin; Nie, He - In: Applied economics letters 25 (2018) 7, pp. 472-476

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Tiananmen Square 1989 : the view from financial markets

Burdekin, Richard C. K.; Li, Xinzhu - In: Applied economics letters 22 (2015) 1/3, pp. 141-147

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Armageddon and the Stock Market : US, Canadian and Mexican Market Responses to the 1962 Cuban Missile Crisis

Burdekin, Richard C. K. - 2020

The threat of nuclear annihilation has never been higher than in 1962, when US President Kennedy and Soviet Premier Khruschev engaged in brinkmanship over the placement of Soviet missiles in Cuba during October 16-28. Although the resolution of the crisis was followed by a sustained recovery in...

Persistent link: https://www.econbiz.de/10012830140