Xingchun Wang
Names
| first: |
Xingchun |
| last: |
Wang |
| suffix: |
Sr. |
Identifer
Contact
Affiliations
-
University of International Business and Economics (UIBE)
/ School of International Trade and Economics (SITE)
Research profile
author of:
- Pricing vulnerable options in a hybrid credit risk model driven by Heston-Nandi GARCH processes (RePEc:arx:papers:2001.09443)
by Gechun Liang & Xingchun Wang - The Pricing of Catastrophe Equity Put Options with Default Risk (RePEc:bla:irvfin:v:16:y:2016:i:2:p:181-201)
by Xingchun Wang - Profitability of reversal strategies: A modified version of the Carhart model in China (RePEc:eee:ecmode:v:69:y:2018:i:c:p:26-37)
by Zhang, Wei & Wang, Guanying & Wang, Xingchun & Xiong, Xiong & Lei, Xuan - Valuation of new-designed contracts for catastrophe risk management (RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940819301032)
by Wang, Xingchun - Catastrophe equity put options with floating strike prices (RePEc:eee:ecofin:v:54:y:2020:i:c:s106294082030108x)
by Wang, Xingchun - Valuing spread options with counterparty risk and jump risk (RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301650)
by Li, Zelei & Wang, Xingchun - The values and incentive effects of options on the maximum or the minimum of the stock prices and market index (RePEc:eee:ecofin:v:55:y:2021:i:c:s1062940820302345)
by Wang, Xingchun - Valuation of options on the maximum of two prices with default risk under GARCH models (RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000541)
by Wang, Xingchun - Exchange options for catastrophe risk management (RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821001832)
by Wang, Guanying & Wang, Xingchun & Shao, Xinjian - Pricing basket spread options with default risk under Heston–Nandi GARCH models (RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821001960)
by Wang, Xingchun & Zhang, Han - Pricing vulnerable options with stochastic liquidity risk (RePEc:eee:ecofin:v:60:y:2022:i:c:s1062940821002278)
by Wang, Xingchun - Quadratic hedging strategies for volatility swaps (RePEc:eee:finlet:v:15:y:2015:i:c:p:125-132)
by Wang, Xingchun & Fu, Jianping & Wang, Guanying & Wang, Yongjin - Pricing vulnerable options with stochastic default barriers (RePEc:eee:finlet:v:19:y:2016:i:c:p:305-313)
by Wang, Xingchun - Pricing power exchange options with correlated jump risk (RePEc:eee:finlet:v:19:y:2016:i:c:p:90-97)
by Wang, Xingchun - Valuing executive stock options under correlated employment shocks (RePEc:eee:finlet:v:27:y:2018:i:c:p:38-45)
by Wang, Xingchun - Analytical valuation of power exchange options with default risk (RePEc:eee:finlet:v:28:y:2019:i:c:p:265-274)
by Xu, Guangli & Shao, Xinjian & Wang, Xingchun - Valuation of catastrophe equity put options with correlated default risk and jump risk (RePEc:eee:finlet:v:29:y:2019:i:c:p:323-329)
by Bi, Hongwei & Wang, Guanying & Wang, Xingchun - Pricing volatility-equity options under the modified constant elasticity of variance model (RePEc:eee:finlet:v:38:y:2021:i:c:s1544612319310414)
by Wang, Xingchun - Catastrophe equity put options with target variance (RePEc:eee:insuma:v:71:y:2016:i:c:p:79-86)
by Wang, Xingchun - Pricing vulnerable options with stochastic volatility (RePEc:eee:phsmap:v:485:y:2017:i:c:p:91-103)
by Wang, Guanying & Wang, Xingchun & Zhou, Ke - Catastrophe option pricing with auto-correlated and catastrophe-dependent intensity (RePEc:eee:phsmap:v:526:y:2019:i:c:s0378437119303899)
by Wang, Guanying & Wang, Xingchun - Pricing options on the maximum or minimum of multi-assets under jump-diffusion processes (RePEc:eee:reveco:v:70:y:2020:i:c:p:16-26)
by Wang, Xingchun - Valuation of Asian options with default risk under GARCH models (RePEc:eee:reveco:v:70:y:2020:i:c:p:27-40)
by Wang, Xingchun - Long time stability of nonlocal stochastic Kuramoto–Sivashinsky equations with jump noises (RePEc:eee:stapro:v:127:y:2017:i:c:p:23-32)
by Wang, Guanying & Wang, Xingchun & Xu, Guangli - Long time behavior for stochastic Burgers equations with jump noises (RePEc:eee:stapro:v:141:y:2018:i:c:p:41-49)
by Wang, Guanying & Wang, Xingchun & Zhou, Ke - Long time behavior for nonlocal stochastic Kuramoto–Sivashinsky equations (RePEc:eee:stapro:v:87:y:2014:i:c:p:54-60)
by Wang, Guanying & Wang, Xingchun & Wang, Yongjin - Pricing vulnerable options in a hybrid credit risk model driven by Heston–Nandi GARCH processes (RePEc:kap:revdev:v:24:y:2021:i:1:d:10.1007_s11147-020-09167-z)
by Gechun Liang & Xingchun Wang - Pricing vulnerable options with jump risk and liquidity risk (RePEc:kap:revdev:v:24:y:2021:i:3:d:10.1007_s11147-021-09177-5)
by Xingchun Wang - Valuing fade-in options with default risk in Heston–Nandi GARCH models (RePEc:kap:revdev:v:25:y:2022:i:1:d:10.1007_s11147-021-09179-3)
by Xingchun Wang - Pricing vulnerable basket spread options with liquidity risk (RePEc:kap:revdev:v:26:y:2023:i:1:d:10.1007_s11147-022-09192-0)
by Ziming Dong & Dan Tang & Xingchun Wang - Credit spreads, endogenous bankruptcy and liquidity risk (RePEc:spr:comgts:v:9:y:2012:i:4:p:515-530)
by Jianping Fu & Xingchun Wang & Yongjin Wang - On the Transition Density and First Hitting Time Distributions of the Doubly Skewed CIR Process (RePEc:spr:metcap:v:23:y:2021:i:3:d:10.1007_s11009-020-09775-0)
by Guangli Xu & Xingchun Wang - Valuing vulnerable options with two underlying assets (RePEc:taf:apeclt:v:27:y:2020:i:21:p:1699-1706)
by Xingchun Wang - Valuing vulnerable options with bond collateral (RePEc:taf:apeclt:v:28:y:2021:i:2:p:115-118)
by Guanying Wang & Xingchun Wang - Pricing options on the maximum of two average prices under stochastic volatility models (RePEc:taf:apeclt:v:29:y:2022:i:10:p:887-894)
by Xingchun Wang - Exchange options and spread options with stochastically correlated underlyings (RePEc:taf:apeclt:v:29:y:2022:i:12:p:1060-1068)
by Xingchun Wang - Pricing European basket warrants with default risk under stochastic volatility models (RePEc:taf:apeclt:v:29:y:2022:i:3:p:253-260)
by Xingchun Wang - Rare Shock, Two-Factor Stochastic Volatility and Currency Option Pricing (RePEc:taf:apmtfi:v:21:y:2014:i:1:p:32-50)
by Guanying Wang & Xingchun Wang & Yongjin Wang - The valuation of vulnerable European options with risky collateral (RePEc:taf:eurjfi:v:26:y:2020:i:13:p:1315-1331)
by Guanying Wang & Xingchun Wang & Xinjian Shao - Valuing basket-spread options with default risk under Hawkes jump-diffusion processes (RePEc:taf:eurjfi:v:29:y:2023:i:12:p:1406-1431)
by Zelei Li & Dan Tang & Xingchun Wang - Pricing Vulnerable Options with Correlated Credit Risk Under Jump‐Diffusion Processes (RePEc:wly:jfutmk:v:34:y:2014:i:10:p:957-979)
by Lihui Tian & Guanying Wang & Xingchun Wang & Yongjin Wang - Differences in the Prices of Vulnerable Options with Different Counterparties (RePEc:wly:jfutmk:v:37:y:2017:i:2:p:148-163)
by Xingchun Wang - The Valuation of Power Exchange Options with Counterparty Risk and Jump Risk (RePEc:wly:jfutmk:v:37:y:2017:i:5:p:499-521)
by Xingchun Wang & Shiyu Song & Yongjin Wang - Pricing executive stock options with averaging features under the Heston–Nandi GARCH model (RePEc:wly:jfutmk:v:39:y:2019:i:9:p:1056-1084)
by Zhiwei Su & Xingchun Wang - Analytical valuation of Asian options with counterparty risk under stochastic volatility models (RePEc:wly:jfutmk:v:40:y:2020:i:3:p:410-429)
by Xingchun Wang - Pricing vulnerable options under correlated skew Brownian motions (RePEc:wly:jfutmk:v:42:y:2022:i:5:p:852-867)
by Che Guo & Xingchun Wang