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 1 3 3 21
Total Working Papers 0 0 0 11 1 3 3 21

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 1 4 6 49
Analytical valuation of power exchange options with default risk 1 1 1 11 2 3 4 30
Catastrophe equity put options with floating strike prices 0 0 0 1 0 0 4 20
Catastrophe equity put options with target variance 0 0 0 15 1 2 4 69
Catastrophe option pricing with auto-correlated and catastrophe-dependent intensity 0 0 0 1 1 1 1 9
Credit spreads, endogenous bankruptcy and liquidity risk 0 0 0 16 3 4 7 80
Differences in the Prices of Vulnerable Options with Different Counterparties 0 0 0 3 0 1 1 16
Exchange options and spread options with stochastically correlated underlyings 1 1 1 3 1 1 2 9
Exchange options for catastrophe risk management 0 0 0 8 3 4 5 23
Long time behavior for nonlocal stochastic Kuramoto–Sivashinsky equations 0 0 0 8 1 1 1 33
Long time behavior for stochastic Burgers equations with jump noises 0 0 0 4 3 3 3 12
Long time stability of nonlocal stochastic Kuramoto–Sivashinsky equations with jump noises 0 0 0 4 1 1 3 13
On the Transition Density and First Hitting Time Distributions of the Doubly Skewed CIR Process 0 0 0 2 1 1 1 13
Pricing Basket Spread Options With Default Risk Under GARCH‐Jump Models 1 1 2 2 3 3 4 4
Pricing European basket warrants with default risk under stochastic volatility models 0 0 0 6 1 1 1 9
Pricing Fade-in Options Under GARCH-Jump Processes 0 0 0 0 2 4 7 7
Pricing Vulnerable Options with Correlated Credit Risk Under Jump‐Diffusion Processes 0 0 0 19 3 6 8 66
Pricing basket spread options with default risk under Heston–Nandi GARCH models 0 0 2 8 1 5 11 29
Pricing executive stock options with averaging features under the Heston–Nandi GARCH model 0 0 0 4 0 1 2 27
Pricing options on the maximum of two average prices under stochastic volatility models 0 0 0 1 0 1 2 4
Pricing options on the maximum or minimum of multi-assets under jump-diffusion processes 0 0 0 14 0 0 2 38
Pricing power exchange options with correlated jump risk 0 0 2 16 1 2 4 61
Pricing volatility-equity options under the modified constant elasticity of variance model 0 0 0 1 0 2 3 12
Pricing vulnerable basket spread options with liquidity risk 0 0 2 8 1 3 19 38
Pricing vulnerable options in a hybrid credit risk model driven by Heston–Nandi GARCH processes 0 0 0 2 0 2 5 21
Pricing vulnerable options under correlated skew Brownian motions 0 0 0 8 1 2 6 24
Pricing vulnerable options with jump risk and liquidity risk 0 0 0 5 2 2 5 22
Pricing vulnerable options with stochastic default barriers 0 0 0 6 0 0 2 37
Pricing vulnerable options with stochastic liquidity risk 0 0 1 13 1 1 9 34
Pricing vulnerable options with stochastic volatility 0 1 1 14 2 7 8 47
Pricing vulnerable spread options with liquidity risk under Lévy processes 0 0 0 1 4 8 13 16
Profitability of reversal strategies: A modified version of the Carhart model in China 0 0 0 33 1 3 9 172
Quadratic hedging strategies for volatility swaps 0 0 0 6 1 3 3 40
Rare Shock, Two-Factor Stochastic Volatility and Currency Option Pricing 0 0 0 7 1 4 7 51
The Pricing of Catastrophe Equity Put Options with Default Risk 0 0 0 12 1 3 3 45
The Valuation of Power Exchange Options with Counterparty Risk and Jump Risk 0 0 0 4 2 2 2 27
The valuation of vulnerable European options with risky collateral 0 0 0 11 1 3 5 39
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 1 1 16
Valuation of Asian options with default risk under GARCH models 0 0 0 10 0 1 4 23
Valuation of catastrophe equity put options with correlated default risk and jump risk 0 0 0 7 1 2 5 49
Valuation of new-designed contracts for catastrophe risk management 0 0 0 1 0 0 1 10
Valuation of options on the maximum of two prices with default risk under GARCH models 0 0 0 3 1 2 2 15
Valuation of spread options under correlated skew Brownian motions 0 0 2 4 0 0 3 10
Valuation of vulnerable options using a bivariate Gram–Charlier approximation 0 0 0 0 2 2 5 5
Valuing Vulnerable Basket Options with Stochastic Liquidity Risk in Reduced-form Models 1 1 1 1 1 1 2 2
Valuing basket-spread options with default risk under Hawkes jump-diffusion processes 0 0 2 4 2 3 6 9
Valuing executive stock options under correlated employment shocks 0 0 0 6 1 1 4 24
Valuing fade-in options with default risk in Heston–Nandi GARCH models 0 0 0 7 4 6 7 26
Valuing spread options with counterparty risk and jump risk 0 0 0 4 0 2 4 22
Valuing vulnerable options with bond collateral 0 0 0 0 0 1 1 6
Valuing vulnerable options with two underlying assets 0 0 0 7 1 1 3 24
Total Journal Articles 4 5 17 351 60 117 230 1,487

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Statistics updated 2026-01-09