Access Statistics for Xingchun Wang

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Pricing vulnerable options in a hybrid credit risk model driven by Heston-Nandi GARCH processes 0 0 0 11 0 0 1 18
Total Working Papers 0 0 0 11 0 0 1 18

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Analytical valuation of Asian options with counterparty risk under stochastic volatility models 0 0 0 18 0 0 4 43
Analytical valuation of power exchange options with default risk 0 0 0 10 0 0 2 26
Catastrophe equity put options with floating strike prices 0 0 1 1 1 1 5 17
Catastrophe equity put options with target variance 0 0 0 15 0 0 3 65
Catastrophe option pricing with auto-correlated and catastrophe-dependent intensity 0 0 0 1 0 0 0 8
Credit spreads, endogenous bankruptcy and liquidity risk 0 0 0 16 2 2 2 75
Differences in the Prices of Vulnerable Options with Different Counterparties 0 0 0 3 0 0 0 15
Exchange options and spread options with stochastically correlated underlyings 0 0 0 2 0 1 3 8
Exchange options for catastrophe risk management 0 0 1 8 0 0 4 18
Long time behavior for nonlocal stochastic Kuramoto–Sivashinsky equations 0 0 0 8 0 1 1 32
Long time behavior for stochastic Burgers equations with jump noises 0 0 0 4 0 0 0 9
Long time stability of nonlocal stochastic Kuramoto–Sivashinsky equations with jump noises 0 0 0 4 1 2 2 12
On the Transition Density and First Hitting Time Distributions of the Doubly Skewed CIR Process 0 0 1 2 0 0 3 12
Pricing European basket warrants with default risk under stochastic volatility models 0 0 0 6 0 0 1 8
Pricing Fade-in Options Under GARCH-Jump Processes 0 0 0 0 0 1 1 1
Pricing Vulnerable Options with Correlated Credit Risk Under Jump‐Diffusion Processes 0 1 2 19 0 1 3 58
Pricing basket spread options with default risk under Heston–Nandi GARCH models 0 0 1 6 3 4 8 21
Pricing executive stock options with averaging features under the Heston–Nandi GARCH model 0 0 1 4 0 1 2 25
Pricing options on the maximum of two average prices under stochastic volatility models 0 0 0 1 0 1 1 2
Pricing options on the maximum or minimum of multi-assets under jump-diffusion processes 0 0 3 14 0 4 7 37
Pricing power exchange options with correlated jump risk 1 1 2 15 1 2 4 58
Pricing volatility-equity options under the modified constant elasticity of variance model 0 0 0 1 0 0 0 9
Pricing vulnerable basket spread options with liquidity risk 0 0 1 6 0 2 7 20
Pricing vulnerable options in a hybrid credit risk model driven by Heston–Nandi GARCH processes 0 0 0 2 0 1 3 17
Pricing vulnerable options under correlated skew Brownian motions 0 0 2 8 1 1 5 19
Pricing vulnerable options with jump risk and liquidity risk 0 0 0 5 0 0 3 17
Pricing vulnerable options with stochastic default barriers 0 0 0 6 1 1 4 36
Pricing vulnerable options with stochastic liquidity risk 0 0 1 12 1 2 3 27
Pricing vulnerable options with stochastic volatility 0 0 2 13 0 0 5 39
Pricing vulnerable spread options with liquidity risk under Lévy processes 0 0 1 1 1 1 4 4
Profitability of reversal strategies: A modified version of the Carhart model in China 0 0 1 33 1 4 6 166
Quadratic hedging strategies for volatility swaps 0 0 0 6 0 0 0 37
Rare Shock, Two-Factor Stochastic Volatility and Currency Option Pricing 0 0 0 7 1 1 1 45
The Pricing of Catastrophe Equity Put Options with Default Risk 0 0 1 12 0 0 3 42
The Valuation of Power Exchange Options with Counterparty Risk and Jump Risk 0 0 3 4 0 0 6 25
The valuation of vulnerable European options with risky collateral 0 0 1 11 1 1 3 35
The values and incentive effects of options on the maximum or the minimum of the stock prices and market index 0 0 0 2 0 0 1 15
Valuation of Asian options with default risk under GARCH models 0 0 1 10 1 1 2 20
Valuation of catastrophe equity put options with correlated default risk and jump risk 0 0 2 7 2 2 6 46
Valuation of new-designed contracts for catastrophe risk management 0 0 0 1 0 1 1 9
Valuation of options on the maximum of two prices with default risk under GARCH models 0 0 0 3 0 0 1 13
Valuation of spread options under correlated skew Brownian motions 0 0 2 2 0 2 8 8
Valuation of vulnerable options using a bivariate Gram–Charlier approximation 0 0 0 0 0 1 1 1
Valuing basket-spread options with default risk under Hawkes jump-diffusion processes 1 2 4 4 1 2 5 5
Valuing executive stock options under correlated employment shocks 0 0 0 6 0 0 0 20
Valuing fade-in options with default risk in Heston–Nandi GARCH models 0 0 2 7 0 0 4 19
Valuing spread options with counterparty risk and jump risk 0 0 0 4 0 0 1 18
Valuing vulnerable options with bond collateral 0 0 0 0 0 0 0 5
Valuing vulnerable options with two underlying assets 0 0 0 7 1 1 3 22
Total Journal Articles 2 4 36 337 20 45 142 1,289

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Statistics updated 2025-03-03