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 0 0 7 7
Total Working Papers 0 0 8 8 0 0 7 7


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 5 5 0 2 16 16
Analytical valuation of power exchange options with default risk 0 0 2 5 0 2 7 16
Catastrophe equity put options with floating strike prices 0 0 0 0 1 1 1 1
Catastrophe equity put options with target variance 0 1 4 10 0 3 13 44
Catastrophe option pricing with auto-correlated and catastrophe-dependent intensity 0 0 1 1 0 0 3 3
Credit spreads, endogenous bankruptcy and liquidity risk 0 0 0 16 0 0 0 69
Differences in the Prices of Vulnerable Options with Different Counterparties 0 0 2 2 0 0 4 10
Long time behavior for nonlocal stochastic Kuramoto–Sivashinsky equations 0 0 0 8 0 0 2 29
Long time behavior for stochastic Burgers equations with jump noises 0 1 1 3 0 1 1 6
Long time stability of nonlocal stochastic Kuramoto–Sivashinsky equations with jump noises 0 0 1 4 0 0 2 9
Pricing Vulnerable Options with Correlated Credit Risk Under Jump‐Diffusion Processes 0 0 0 10 0 0 5 39
Pricing executive stock options with averaging features under the Heston–Nandi GARCH model 0 0 1 2 0 1 4 10
Pricing options on the maximum or minimum of multi-assets under jump-diffusion processes 0 0 0 0 2 2 2 2
Pricing power exchange options with correlated jump risk 0 0 0 8 1 1 7 30
Pricing vulnerable options with stochastic default barriers 0 0 0 3 0 0 2 22
Pricing vulnerable options with stochastic volatility 0 0 1 7 0 0 5 26
Profitability of reversal strategies: A modified version of the Carhart model in China 0 1 7 23 1 6 33 121
Quadratic hedging strategies for volatility swaps 0 0 0 6 0 0 4 36
Rare Shock, Two-Factor Stochastic Volatility and Currency Option Pricing 0 1 1 7 0 1 5 42
The Pricing of Catastrophe Equity Put Options with Default Risk 0 0 3 10 1 5 15 33
The Valuation of Power Exchange Options with Counterparty Risk and Jump Risk 0 0 0 1 0 0 3 14
The valuation of vulnerable European options with risky collateral 0 1 1 1 0 3 5 5
Valuation of Asian options with default risk under GARCH models 0 1 1 1 2 3 3 3
Valuation of catastrophe equity put options with correlated default risk and jump risk 0 0 2 3 1 2 18 25
Valuation of new-designed contracts for catastrophe risk management 0 0 1 1 0 0 6 6
Valuing executive stock options under correlated employment shocks 0 0 0 3 1 2 4 11
Valuing spread options with counterparty risk and jump risk 0 0 0 0 0 0 0 0
Valuing vulnerable options with two underlying assets 0 0 0 0 2 2 2 2
Total Journal Articles 0 6 34 140 12 37 172 630


Statistics updated 2021-01-03