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 8 8 1 4 6 6
Total Working Papers 0 0 8 8 1 4 6 6


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 3 5 5 1 6 12 12
Analytical valuation of power exchange options with default risk 0 1 4 5 0 2 12 14
Catastrophe equity put options with target variance 0 1 4 9 0 1 13 40
Catastrophe option pricing with auto-correlated and catastrophe-dependent intensity 0 0 1 1 1 2 3 3
Credit spreads, endogenous bankruptcy and liquidity risk 0 0 0 16 0 0 2 69
Differences in the Prices of Vulnerable Options with Different Counterparties 1 1 2 2 1 1 5 10
Long time behavior for nonlocal stochastic Kuramoto–Sivashinsky equations 0 0 1 8 1 1 4 29
Long time behavior for stochastic Burgers equations with jump noises 0 0 1 2 0 0 1 5
Long time stability of nonlocal stochastic Kuramoto–Sivashinsky equations with jump noises 1 1 1 4 2 2 3 9
Pricing Vulnerable Options with Correlated Credit Risk Under Jump‐Diffusion Processes 0 0 1 10 0 2 7 38
Pricing executive stock options with averaging features under the Heston–Nandi GARCH model 0 0 2 2 0 0 7 9
Pricing power exchange options with correlated jump risk 0 0 0 8 0 0 5 28
Pricing vulnerable options with stochastic default barriers 0 0 0 3 0 1 5 22
Pricing vulnerable options with stochastic volatility 0 0 2 7 0 0 7 25
Profitability of reversal strategies: A modified version of the Carhart model in China 0 1 8 21 2 9 45 113
Quadratic hedging strategies for volatility swaps 0 0 0 6 0 0 5 36
Rare Shock, Two-Factor Stochastic Volatility and Currency Option Pricing 0 0 0 6 0 3 4 41
The Pricing of Catastrophe Equity Put Options with Default Risk 0 0 3 10 0 0 10 26
The Valuation of Power Exchange Options with Counterparty Risk and Jump Risk 0 0 0 1 1 3 3 14
Valuation of catastrophe equity put options with correlated default risk and jump risk 0 0 2 3 1 3 20 22
Valuation of new-designed contracts for catastrophe risk management 0 1 1 1 0 3 5 5
Valuing executive stock options under correlated employment shocks 0 0 0 3 0 1 4 9
Total Journal Articles 2 9 38 133 10 40 182 579


Statistics updated 2020-09-04