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Pricing vulnerable options wit...
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Option pricing theory
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Wang, Yongjin
45
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43
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29
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17
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15
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15
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9
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8
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8
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6
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5
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5
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5
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4
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9
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8
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6
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5
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4
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ECONIS (ZBW)
134
Other ZBW resources
7
RePEc
2
EconStor
1
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1
Rare shock, two-factor stochastic volatility and currency option pricing
Wang, Guanying
;
Wang, Xingchun
;
Wang, Yongjin
- In:
Applied mathematical finance
21
(
2014
)
1/2
,
pp. 32-50
Persistent link: https://www.econbiz.de/10010351858
Saved in:
2
Quadratic hedging strategies for volatility swaps
Wang, Xingchun
;
Fu, Jianping
;
Wang, Guanying
;
Wang, Yongjin
- In:
Finance research letters
15
(
2015
),
pp. 125-132
Persistent link: https://www.econbiz.de/10011553014
Saved in:
3
Profitability of reversal strategies : a modified version of the Carhart model in China
Zhang, Wei
;
Wang, Guanying
;
Wang, Xingchun
;
Xiong, Xiong
; …
- In:
Economic modelling
69
(
2018
),
pp. 26-37
Persistent link: https://www.econbiz.de/10012016080
Saved in:
4
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:
5
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:
6
Exchange options for catastrophe risk management
Wang, Guanying
;
Wang, Xingchun
;
Shao, Xinjian
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013413429
Saved in:
7
The valuation of power exchange options with counterparty risk and jump risk
Wang, Xingchun
;
Song, Shiyu
;
Wang, Yongjin
- In:
The journal of futures markets
37
(
2017
)
5
,
pp. 499-521
Persistent link: https://www.econbiz.de/10011950726
Saved in:
8
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:
9
Pricing European options under a diffusion model with psychological barriers and leverage effect
Song, Shiyu
;
Wang, Guanying
;
Wang, Yongjin
- In:
The European journal of finance
26
(
2020
)
12
,
pp. 1184-1206
Persistent link: https://www.econbiz.de/10012264954
Saved in:
10
Credit spreads, endogenous bankruptcy and liquidity risk
Fu, Jianping
;
Wang, Xingchun
;
Wang, Yongjin
- In:
Computational Management Science : CMS
9
(
2012
)
4
,
pp. 515-530
Persistent link: https://www.econbiz.de/10009657599
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