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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
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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
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Catastrophe equity put options with target variance
Wang, Xingchun - In: Insurance 71 (2016), pp. 79-86
Persistent link: https://www.econbiz.de/10011630610
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The pricing of catastrophe equity put options with default risk
Wang, Xingchun - In: International review of finance 16 (2016) 2, pp. 181-201
Persistent link: https://www.econbiz.de/10011713671
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Catastrophe equity put options with floating strike prices
Wang, Xingchun - In: The North American journal of economics and finance : a … 54 (2020), pp. 1-7
Persistent link: https://www.econbiz.de/10012665469
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Valuation of new-designed contracts for catastrophe risk management
Wang, Xingchun - In: The North American journal of economics and finance : a … 50 (2019), pp. 1-8
Persistent link: https://www.econbiz.de/10012204296