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 2 13 31
Total Working Papers 0 0 0 11 0 2 13 31

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 1 19 0 1 10 54
Analytical valuation of power exchange options with default risk 0 0 1 11 0 0 8 35
Catastrophe equity put options with floating strike prices 0 0 0 1 0 2 7 25
Catastrophe equity put options with target variance 0 1 1 16 0 3 8 74
Catastrophe option pricing with auto-correlated and catastrophe-dependent intensity 0 0 0 1 0 5 7 15
Credit spreads, endogenous bankruptcy and liquidity risk 0 0 0 16 0 2 12 87
Differences in the Prices of Vulnerable Options with Different Counterparties 0 0 0 3 0 2 4 19
Exchange options and spread options with stochastically correlated underlyings 0 0 1 3 0 1 3 11
Exchange options for catastrophe risk management 0 0 1 9 0 2 9 27
Long time behavior for nonlocal stochastic Kuramoto–Sivashinsky equations 0 0 0 8 0 3 4 36
Long time behavior for stochastic Burgers equations with jump noises 0 0 0 4 0 1 5 14
Long time stability of nonlocal stochastic Kuramoto–Sivashinsky equations with jump noises 0 0 0 4 0 1 2 14
On the Transition Density and First Hitting Time Distributions of the Doubly Skewed CIR Process 0 0 0 2 0 2 18 30
Pricing Basket Spread Options With Default Risk Under GARCH‐Jump Models 0 0 1 2 0 5 12 13
Pricing European basket warrants with default risk under stochastic volatility models 0 0 0 6 0 1 2 10
Pricing Fade-in Options Under GARCH-Jump Processes 0 0 0 0 1 5 14 16
Pricing Vulnerable Options with Correlated Credit Risk Under Jump‐Diffusion Processes 0 0 0 19 0 0 9 68
Pricing basket spread options with default risk under Heston–Nandi GARCH models 0 1 1 9 0 4 11 34
Pricing executive stock options with averaging features under the Heston–Nandi GARCH model 0 0 0 4 1 2 5 31
Pricing options on the maximum of two average prices under stochastic volatility models 0 0 1 2 0 1 5 8
Pricing options on the maximum or minimum of multi-assets under jump-diffusion processes 0 0 0 14 0 6 12 50
Pricing power exchange options with correlated jump risk 0 0 1 16 0 1 7 65
Pricing volatility-equity options under the modified constant elasticity of variance model 0 0 0 1 1 7 12 22
Pricing vulnerable basket spread options with liquidity risk 0 0 0 8 0 1 13 40
Pricing vulnerable options in a hybrid credit risk model driven by Heston–Nandi GARCH processes 0 0 0 2 1 2 8 26
Pricing vulnerable options under correlated skew Brownian motions 0 0 0 8 0 1 8 30
Pricing vulnerable options with jump risk and liquidity risk 0 0 0 5 1 4 10 28
Pricing vulnerable options with stochastic default barriers 0 1 1 7 0 5 8 44
Pricing vulnerable options with stochastic liquidity risk 0 0 0 13 0 5 12 43
Pricing vulnerable options with stochastic volatility 0 0 1 14 0 4 16 55
Pricing vulnerable spread options with liquidity risk under Lévy processes 0 0 1 2 0 3 20 26
Profitability of reversal strategies: A modified version of the Carhart model in China 0 0 0 33 1 5 16 183
Quadratic hedging strategies for volatility swaps 0 0 0 6 0 1 4 41
Rare Shock, Two-Factor Stochastic Volatility and Currency Option Pricing 0 0 0 7 0 1 6 52
The Pricing of Catastrophe Equity Put Options with Default Risk 0 1 1 13 0 4 13 55
The Valuation of Power Exchange Options with Counterparty Risk and Jump Risk 0 0 0 4 0 1 6 31
The valuation of vulnerable European options with risky collateral 0 0 0 11 0 1 8 43
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 4 9 24
Valuation of Asian options with default risk under GARCH models 0 0 0 10 0 2 3 25
Valuation of catastrophe equity put options with correlated default risk and jump risk 0 0 0 7 0 3 8 54
Valuation of new-designed contracts for catastrophe risk management 0 0 0 1 0 1 3 13
Valuation of options on the maximum of two prices with default risk under GARCH models 0 0 0 3 0 1 7 20
Valuation of spread options under correlated skew Brownian motions 0 1 1 5 0 2 4 14
Valuation of vulnerable options using a bivariate Gram–Charlier approximation 0 0 0 0 1 3 10 11
Valuing Vulnerable Basket Options with Stochastic Liquidity Risk in Reduced-form Models 0 0 2 2 1 3 8 8
Valuing basket-spread options with default risk under Hawkes jump-diffusion processes 0 0 1 5 0 2 9 15
Valuing executive stock options under correlated employment shocks 0 0 0 6 0 1 8 29
Valuing fade-in options with default risk in Heston–Nandi GARCH models 0 0 0 7 0 4 18 37
Valuing spread options with counterparty risk and jump risk 0 0 0 4 0 1 7 26
Valuing vulnerable Asian options under contagion dynamics 0 0 2 2 0 2 11 11
Valuing vulnerable options with bond collateral 0 0 0 0 0 1 5 10
Valuing vulnerable options with two underlying assets 0 0 0 7 0 3 6 29
Total Journal Articles 0 5 19 364 8 128 450 1,781

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Statistics updated 2026-07-10