Dr XINGCHUN WANG
Current affiliation: University of International Business and Economics
Subject: Finance
Primary location: China, People's Republic of
Pricing Vulnerable Options with Correlated Credit Risk Under Jump-Diffusion Processes
Published in:Journal of Futures Markets
Publication date:2013-06-07Pricing Vulnerable Options
The Pricing of Catastrophe Equity Put Options with Default Risk
Published in:International Review of Finance
Publication date:2016-01-20Catastrophe Equity Put Options with Default Risk
Long time behavior for nonlocal stochastic Kuramoto–Sivashinsky equations
Published in:Statistics & Probability Letters
Publication date:2014-04-01
Credit spreads, endogenous bankruptcy and liquidity risk
Published in:Computational Management Science
Publication date:2012-09-12
Hedging strategies for discretely monitored Asian options under Lévy processes
Published in:Journal of Industrial and Management Optimization
Publication date:2014-02-01
Variance-optimal hedging for target volatility options
Published in:Journal of Industrial and Management Optimization
Publication date:2013-10-01
Quadratic hedging strategies for volatility swaps
Published in:Finance Research Letters
Publication date:2015-11-01
Rare Shock, Two-Factor Stochastic Volatility and Currency Option Pricing
Published in:Applied Mathematical Finance
Publication date:2013-06-09
On a stochastic heat equation with first order fractional noises and applications to finance
Published in:Journal of Mathematical Analysis and Applications
Publication date:2012-12-01
Stochastic wave equation of pure jumps: Existence, uniqueness and invariant measures
Published in:Nonlinear Analysis
Publication date:2012-09-01
Differences in the Prices of Vulnerable Options with Different Counterparties
Published in:Journal of Futures Markets
Publication date:2016-05-19Vulnerable Options with Different Counterparties
Pricing power exchange options with correlated jump risk
Published in:Finance Research Letters
Publication date:2016-11-01
Pricing vulnerable options with stochastic default barriers
Published in:Finance Research Letters
Publication date:2016-11-01
ANALYTICAL VALUATION OF VULNERABLE OPTIONS IN A DISCRETE-TIME FRAMEWORK
Published in:Probability in the Engineering and Informational Sciences
Publication date:2016-09-13
Catastrophe equity put options with target variance
Published in:Insurance Mathematics and Economics
Publication date:2016-11-01
The Valuation of Power Exchange Options with Counterparty Risk and Jump Risk
Published in:Journal of Futures Markets
Publication date:2016-08-01The Valuation of Power Exchange Options
PRICING VULNERABLE AMERICAN PUT OPTIONS UNDER JUMP–DIFFUSION PROCESSES
Published in:Probability in the Engineering and Informational Sciences
Publication date:2016-12-14
PRICING VULNERABLE EUROPEAN OPTIONS WITH STOCHASTIC CORRELATION
Published in:Probability in the Engineering and Informational Sciences
Publication date:2017-01-12