The following pages link to Xingchun Wang (Q380554):
Displayed 26 items.
- Variance-optimal hedging for target volatility options (Q380555) (← links)
- Credit spreads, endogenous bankruptcy and liquidity risk (Q395696) (← links)
- Stochastic wave equation of pure jumps: Existence, uniqueness and invariant measures (Q435088) (← links)
- On a stochastic heat equation with first order fractional noises and applications to finance (Q714080) (← links)
- Long time behavior for stochastic Burgers equations with jump noises (Q722654) (← links)
- Analytical valuation of vulnerable European and Asian options in intensity-based models (Q2020536) (← links)
- Pricing vulnerable options in a hybrid credit risk model driven by Heston-Nandi GARCH processes (Q2036854) (← links)
- Pricing vulnerable options with jump risk and liquidity risk (Q2059298) (← links)
- Pricing path-dependent options under the Hawkes jump diffusion process (Q2097472) (← links)
- Pricing vulnerable options with stochastic volatility (Q2147889) (← links)
- Asymptotics of the solutions to stochastic wave equations driven by a non-Gaussian Lévy process (Q2153082) (← links)
- Catastrophe option pricing with auto-correlated and catastrophe-dependent intensity (Q2160048) (← links)
- Valuing fade-in options with default risk in Heston-Nandi GARCH models (Q2165384) (← links)
- On the transition density and first hitting time distributions of the doubly skewed CIR process (Q2241619) (← links)
- Catastrophe equity put options with target variance (Q2374098) (← links)
- Long time stability of nonlocal stochastic Kuramoto-Sivashinsky equations with jump noises (Q2406772) (← links)
- Hedging strategies for discretely monitored Asian options under Lévy processes (Q2438429) (← links)
- Long time behavior for nonlocal stochastic Kuramoto-Sivashinsky equations (Q2452873) (← links)
- Pricing vulnerable fader options under stochastic volatility models (Q2691481) (← links)
- Rare Shock, Two-Factor Stochastic Volatility and Currency Option Pricing (Q4585900) (← links)
- PRICING VULNERABLE EUROPEAN OPTIONS WITH STOCHASTIC CORRELATION (Q4628409) (← links)
- A CLOSED-FORM GARCH VALUATION MODEL FOR POWER EXCHANGE OPTIONS WITH COUNTERPARTY RISK (Q5111486) (← links)
- THE VALUATION OF EXECUTIVE STOCK OPTIONS UNDER GARCH MODELS (Q5242841) (← links)
- ANALYTICAL VALUATION OF VULNERABLE OPTIONS IN A DISCRETE-TIME FRAMEWORK (Q5358107) (← links)
- PRICING VULNERABLE AMERICAN PUT OPTIONS UNDER JUMP–DIFFUSION PROCESSES (Q5358108) (← links)
- Pricing vulnerable basket spread options with liquidity risk (Q6154208) (← links)