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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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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
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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
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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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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
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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
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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
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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