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 2 4 13 31
Total Working Papers 0 0 0 11 2 4 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 1 2 10 54
Analytical valuation of power exchange options with default risk 0 0 1 11 0 2 8 35
Catastrophe equity put options with floating strike prices 0 0 0 1 2 3 8 25
Catastrophe equity put options with target variance 0 0 0 15 2 2 8 73
Catastrophe option pricing with auto-correlated and catastrophe-dependent intensity 0 0 0 1 5 5 7 15
Credit spreads, endogenous bankruptcy and liquidity risk 0 0 0 16 2 5 12 87
Differences in the Prices of Vulnerable Options with Different Counterparties 0 0 0 3 1 1 3 18
Exchange options and spread options with stochastically correlated underlyings 0 0 1 3 0 0 2 10
Exchange options for catastrophe risk management 0 1 1 9 1 2 8 26
Long time behavior for nonlocal stochastic Kuramoto–Sivashinsky equations 0 0 0 8 2 2 3 35
Long time behavior for stochastic Burgers equations with jump noises 0 0 0 4 1 2 5 14
Long time stability of nonlocal stochastic Kuramoto–Sivashinsky equations with jump noises 0 0 0 4 1 1 2 14
On the Transition Density and First Hitting Time Distributions of the Doubly Skewed CIR Process 0 0 0 2 1 4 17 29
Pricing Basket Spread Options With Default Risk Under GARCH‐Jump Models 0 0 1 2 5 6 12 13
Pricing European basket warrants with default risk under stochastic volatility models 0 0 0 6 1 1 2 10
Pricing Fade-in Options Under GARCH-Jump Processes 0 0 0 0 3 5 13 14
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 0 2 8 1 1 10 31
Pricing executive stock options with averaging features under the Heston–Nandi GARCH model 0 0 0 4 0 1 4 29
Pricing options on the maximum of two average prices under stochastic volatility models 0 0 1 2 1 1 5 8
Pricing options on the maximum or minimum of multi-assets under jump-diffusion processes 0 0 0 14 4 8 10 48
Pricing power exchange options with correlated jump risk 0 0 1 16 0 1 6 64
Pricing volatility-equity options under the modified constant elasticity of variance model 0 0 0 1 5 7 10 20
Pricing vulnerable basket spread options with liquidity risk 0 0 2 8 1 2 17 40
Pricing vulnerable options in a hybrid credit risk model driven by Heston–Nandi GARCH processes 0 0 0 2 1 1 8 25
Pricing vulnerable options under correlated skew Brownian motions 0 0 0 8 0 1 8 29
Pricing vulnerable options with jump risk and liquidity risk 0 0 0 5 2 3 8 26
Pricing vulnerable options with stochastic default barriers 1 1 1 7 4 4 7 43
Pricing vulnerable options with stochastic liquidity risk 0 0 1 13 4 5 14 42
Pricing vulnerable options with stochastic volatility 0 0 1 14 4 4 16 55
Pricing vulnerable spread options with liquidity risk under Lévy processes 0 1 1 2 2 3 20 25
Profitability of reversal strategies: A modified version of the Carhart model in China 0 0 0 33 4 8 16 182
Quadratic hedging strategies for volatility swaps 0 0 0 6 1 1 4 41
Rare Shock, Two-Factor Stochastic Volatility and Currency Option Pricing 0 0 0 7 1 1 7 52
The Pricing of Catastrophe Equity Put Options with Default Risk 0 0 0 12 3 5 12 54
The Valuation of Power Exchange Options with Counterparty Risk and Jump Risk 0 0 0 4 0 2 5 30
The valuation of vulnerable European options with risky collateral 0 0 0 11 1 3 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 4 6 9 24
Valuation of Asian options with default risk under GARCH models 0 0 0 10 2 2 5 25
Valuation of catastrophe equity put options with correlated default risk and jump risk 0 0 0 7 3 3 8 54
Valuation of new-designed contracts for catastrophe risk management 0 0 0 1 1 1 3 13
Valuation of options on the maximum of two prices with default risk under GARCH models 0 0 0 3 0 3 6 19
Valuation of spread options under correlated skew Brownian motions 0 0 2 4 1 3 5 13
Valuation of vulnerable options using a bivariate Gram–Charlier approximation 0 0 0 0 2 4 9 10
Valuing Vulnerable Basket Options with Stochastic Liquidity Risk in Reduced-form Models 0 1 2 2 2 5 7 7
Valuing basket-spread options with default risk under Hawkes jump-diffusion processes 0 1 1 5 2 4 10 15
Valuing executive stock options under correlated employment shocks 0 0 0 6 1 2 9 29
Valuing fade-in options with default risk in Heston–Nandi GARCH models 0 0 0 7 4 5 18 37
Valuing spread options with counterparty risk and jump risk 0 0 0 4 1 1 7 26
Valuing vulnerable options with bond collateral 0 0 0 0 1 1 5 10
Valuing vulnerable options with two underlying assets 0 0 0 7 3 4 7 29
Total Journal Articles 1 5 20 358 94 149 432 1,738

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Statistics updated 2026-05-06