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 0 0 1 17
Total Working Papers 0 0 0 11 0 0 1 17


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 2 18 0 0 3 39
Analytical valuation of power exchange options with default risk 0 0 1 10 1 1 3 25
Catastrophe equity put options with floating strike prices 1 1 1 1 1 1 2 13
Catastrophe equity put options with target variance 0 0 1 15 1 1 2 63
Catastrophe option pricing with auto-correlated and catastrophe-dependent intensity 0 0 0 1 0 0 1 8
Credit spreads, endogenous bankruptcy and liquidity risk 0 0 0 16 0 0 2 73
Differences in the Prices of Vulnerable Options with Different Counterparties 0 0 1 3 0 0 1 15
Exchange options and spread options with stochastically correlated underlyings 0 0 1 2 0 0 1 5
Exchange options for catastrophe risk management 0 1 4 7 0 3 8 15
Long time behavior for nonlocal stochastic Kuramoto–Sivashinsky equations 0 0 0 8 0 0 1 31
Long time behavior for stochastic Burgers equations with jump noises 0 0 0 4 0 0 0 9
Long time stability of nonlocal stochastic Kuramoto–Sivashinsky equations with jump noises 0 0 0 4 0 0 0 10
On the Transition Density and First Hitting Time Distributions of the Doubly Skewed CIR Process 0 0 1 1 1 1 4 10
Pricing European basket warrants with default risk under stochastic volatility models 0 0 0 6 0 0 0 7
Pricing Vulnerable Options with Correlated Credit Risk Under Jump‐Diffusion Processes 0 0 2 17 0 0 3 55
Pricing basket spread options with default risk under Heston–Nandi GARCH models 1 1 3 6 3 3 6 16
Pricing executive stock options with averaging features under the Heston–Nandi GARCH model 0 0 0 3 0 1 1 23
Pricing options on the maximum of two average prices under stochastic volatility models 0 0 1 1 0 0 1 1
Pricing options on the maximum or minimum of multi-assets under jump-diffusion processes 0 1 3 12 0 1 3 31
Pricing power exchange options with correlated jump risk 0 0 0 13 0 0 0 54
Pricing volatility-equity options under the modified constant elasticity of variance model 0 0 1 1 0 0 2 9
Pricing vulnerable basket spread options with liquidity risk 1 1 6 6 2 2 15 15
Pricing vulnerable options in a hybrid credit risk model driven by Heston–Nandi GARCH processes 0 0 2 2 0 1 3 15
Pricing vulnerable options under correlated skew Brownian motions 0 0 0 6 0 1 3 15
Pricing vulnerable options with jump risk and liquidity risk 0 0 2 5 0 0 5 14
Pricing vulnerable options with stochastic default barriers 0 0 0 6 0 0 2 32
Pricing vulnerable options with stochastic liquidity risk 0 0 3 11 0 0 10 24
Pricing vulnerable options with stochastic volatility 1 1 1 12 1 3 3 36
Profitability of reversal strategies: A modified version of the Carhart model in China 0 0 2 32 0 1 8 160
Quadratic hedging strategies for volatility swaps 0 0 0 6 0 0 0 37
Rare Shock, Two-Factor Stochastic Volatility and Currency Option Pricing 0 0 0 7 0 0 0 44
The Pricing of Catastrophe Equity Put Options with Default Risk 0 1 1 12 0 3 4 42
The Valuation of Power Exchange Options with Counterparty Risk and Jump Risk 0 0 0 1 0 0 0 19
The valuation of vulnerable European options with risky collateral 0 0 0 10 0 1 2 33
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 0 1 14
Valuation of Asian options with default risk under GARCH models 0 0 1 9 0 0 1 18
Valuation of catastrophe equity put options with correlated default risk and jump risk 0 0 0 5 0 1 2 41
Valuation of new-designed contracts for catastrophe risk management 0 0 0 1 0 0 0 8
Valuation of options on the maximum of two prices with default risk under GARCH models 0 0 0 3 0 0 1 12
Valuing basket-spread options with default risk under Hawkes jump-diffusion processes 0 0 0 0 1 1 1 1
Valuing executive stock options under correlated employment shocks 0 0 0 6 0 0 1 20
Valuing fade-in options with default risk in Heston–Nandi GARCH models 0 0 4 5 0 1 7 15
Valuing spread options with counterparty risk and jump risk 0 0 2 4 0 0 4 17
Valuing vulnerable options with bond collateral 0 0 0 0 0 0 0 5
Valuing vulnerable options with two underlying assets 0 0 2 7 0 0 2 19
Total Journal Articles 4 7 48 307 11 27 119 1,168


Statistics updated 2024-05-04