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 8 10 28
Total Working Papers 0 0 0 11 1 8 10 28

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 1 1 19 0 4 9 52
Analytical valuation of power exchange options with default risk 0 1 1 11 1 6 8 34
Catastrophe equity put options with floating strike prices 0 0 0 1 0 2 5 22
Catastrophe equity put options with target variance 0 0 0 15 0 3 6 71
Catastrophe option pricing with auto-correlated and catastrophe-dependent intensity 0 0 0 1 0 2 2 10
Credit spreads, endogenous bankruptcy and liquidity risk 0 0 0 16 0 5 7 82
Differences in the Prices of Vulnerable Options with Different Counterparties 0 0 0 3 0 1 2 17
Exchange options and spread options with stochastically correlated underlyings 0 1 1 3 0 2 2 10
Exchange options for catastrophe risk management 0 0 0 8 0 4 6 24
Long time behavior for nonlocal stochastic Kuramoto–Sivashinsky equations 0 0 0 8 0 1 1 33
Long time behavior for stochastic Burgers equations with jump noises 0 0 0 4 1 4 4 13
Long time stability of nonlocal stochastic Kuramoto–Sivashinsky equations with jump noises 0 0 0 4 0 1 1 13
On the Transition Density and First Hitting Time Distributions of the Doubly Skewed CIR Process 0 0 0 2 1 14 14 26
Pricing Basket Spread Options With Default Risk Under GARCH‐Jump Models 0 1 2 2 0 6 7 7
Pricing European basket warrants with default risk under stochastic volatility models 0 0 0 6 0 1 1 9
Pricing Fade-in Options Under GARCH-Jump Processes 0 0 0 0 1 5 9 10
Pricing Vulnerable Options with Correlated Credit Risk Under Jump‐Diffusion Processes 0 0 0 19 0 5 10 68
Pricing basket spread options with default risk under Heston–Nandi GARCH models 0 0 2 8 0 2 9 30
Pricing executive stock options with averaging features under the Heston–Nandi GARCH model 0 0 0 4 0 1 3 28
Pricing options on the maximum of two average prices under stochastic volatility models 0 1 1 2 0 3 5 7
Pricing options on the maximum or minimum of multi-assets under jump-diffusion processes 0 0 0 14 1 3 4 41
Pricing power exchange options with correlated jump risk 0 0 1 16 0 3 5 63
Pricing volatility-equity options under the modified constant elasticity of variance model 0 0 0 1 0 1 4 13
Pricing vulnerable basket spread options with liquidity risk 0 0 2 8 1 2 19 39
Pricing vulnerable options in a hybrid credit risk model driven by Heston–Nandi GARCH processes 0 0 0 2 0 3 7 24
Pricing vulnerable options under correlated skew Brownian motions 0 0 0 8 0 5 9 28
Pricing vulnerable options with jump risk and liquidity risk 0 0 0 5 1 4 7 24
Pricing vulnerable options with stochastic default barriers 0 0 0 6 0 2 3 39
Pricing vulnerable options with stochastic liquidity risk 0 0 1 13 0 4 10 37
Pricing vulnerable options with stochastic volatility 0 0 1 14 0 6 12 51
Pricing vulnerable spread options with liquidity risk under Lévy processes 1 1 1 2 1 11 19 23
Profitability of reversal strategies: A modified version of the Carhart model in China 0 0 0 33 2 5 10 176
Quadratic hedging strategies for volatility swaps 0 0 0 6 0 1 3 40
Rare Shock, Two-Factor Stochastic Volatility and Currency Option Pricing 0 0 0 7 0 1 6 51
The Pricing of Catastrophe Equity Put Options with Default Risk 0 0 0 12 2 7 9 51
The Valuation of Power Exchange Options with Counterparty Risk and Jump Risk 0 0 0 4 1 4 4 29
The valuation of vulnerable European options with risky collateral 0 0 0 11 2 4 7 42
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 2 3 18
Valuation of Asian options with default risk under GARCH models 0 0 0 10 0 0 3 23
Valuation of catastrophe equity put options with correlated default risk and jump risk 0 0 0 7 0 3 5 51
Valuation of new-designed contracts for catastrophe risk management 0 0 0 1 0 2 3 12
Valuation of options on the maximum of two prices with default risk under GARCH models 0 0 0 3 3 5 6 19
Valuation of spread options under correlated skew Brownian motions 0 0 2 4 0 0 2 10
Valuation of vulnerable options using a bivariate Gram–Charlier approximation 0 0 0 0 0 3 5 6
Valuing Vulnerable Basket Options with Stochastic Liquidity Risk in Reduced-form Models 1 2 2 2 1 2 3 3
Valuing basket-spread options with default risk under Hawkes jump-diffusion processes 0 0 0 4 1 5 7 12
Valuing executive stock options under correlated employment shocks 0 0 0 6 0 4 7 27
Valuing fade-in options with default risk in Heston–Nandi GARCH models 0 0 0 7 1 11 14 33
Valuing spread options with counterparty risk and jump risk 0 0 0 4 0 3 7 25
Valuing vulnerable options with bond collateral 0 0 0 0 0 3 4 9
Valuing vulnerable options with two underlying assets 0 0 0 7 0 2 3 25
Total Journal Articles 2 8 18 355 21 183 321 1,610

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Statistics updated 2026-03-04