Xingchun Wang : Citation Profile


Are you Xingchun Wang?

University of International Business and Economics (UIBE)

3

H index

0

i10 index

25

Citations

RESEARCH PRODUCTION:

19

Articles

RESEARCH ACTIVITY:

   7 years (2012 - 2019). See details.
   Cites by year: 3
   Journals where Xingchun Wang has often published
   Relations with other researchers
   Recent citing documents: 10.    Total self citations: 8 (24.24 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pwa592
   Updated: 2020-02-08    RAS profile: 2019-10-11    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Xingchun Wang.

Is cited by:

Burnecki, Krzysztof (4)

Sorokina, Alla (1)

Cites to:

Cao, Charles (15)

Chen, Zhiwu (15)

Leland, Hayne (10)

merton, robert (7)

Christoffersen, Peter (6)

Yu, Min-Teh (6)

Tian, Lihui (4)

Stulz, René (4)

French, Kenneth (3)

Brigo, Damiano (2)

Huang, Jingzhi (2)

Main data


Where Xingchun Wang has published?


Journals with more than one article published# docs
Finance Research Letters6
Journal of Futures Markets4
Statistics & Probability Letters3

Recent works citing Xingchun Wang (2019 and 2018)


YearTitle of citing document
2018Valuation of contingent convertible catastrophe bonds - the case for equity conversion. (2018). Burnecki, Krzysztof ; Palmowski, Zbigniew ; Nicol, Mario. In: Papers. RePEc:arx:papers:1804.07997.

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2018CVA and vulnerable options pricing by correlation expansions. (2018). Scarlatti, Sergio ; Ramponi, Alessandro ; Antonelli, Fabio. In: Papers. RePEc:arx:papers:1811.07294.

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2019CVA and vulnerable options in stochastic volatility models. (2019). Scarlatti, Sergio ; Ramponi, Alessandro ; Antonelli, Fabio ; Alos, Elisa. In: Papers. RePEc:arx:papers:1907.12922.

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2019Pricing of vulnerable options with early counterparty credit risk. (2019). Kim, Geonwoo ; Jeon, Junkee. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:47:y:2019:i:c:p:645-656.

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2019Valuation of new-designed contracts for catastrophe risk management. (2019). Wang, Xingchun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940819301032.

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2019Valuation of contingent convertible catastrophe bonds — The case for equity conversion. (2019). Burnecki, Krzysztof ; Giuricich, Mario Nicolo ; Palmowski, Zbigniew. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:88:y:2019:i:c:p:238-254.

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2019Can short selling activity predict the future returns of non-shortable peer firms?. (2019). Chi, Yanzhe ; Hu, Ting. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:53:y:2019:i:c:p:165-185.

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2018Analytical pricing of geometric Asian power options on an underlying driven by a mixed fractional Brownian motion. (2018). Li, Zhe ; Liu, Yong-Jun ; Zhang, Wei-Guo. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:490:y:2018:i:c:p:402-418.

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2018Estimating option greeks under the stochastic volatility using simulation. (2018). Shafi, Khuram ; Gulzar, Saqib ; Idrees, Zahra ; Shad, Shafqat Ali ; Latif, Natasha. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:503:y:2018:i:c:p:1288-1296.

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2020Power option pricing under the unstable conditions (Evidence of power option pricing under fractional Heston model in the Iran gold market). (2020). Hejazi, Reza S ; Abdolbaghi, Abdolmajid ; Fard, Hossein Sahebi ; Dastranj, Elham. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:537:y:2020:i:c:s037843711931533x.

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Works by Xingchun Wang:


YearTitleTypeCited
2016The Pricing of Catastrophe Equity Put Options with Default Risk In: International Review of Finance.
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article3
2018Profitability of reversal strategies: A modified version of the Carhart model in China In: Economic Modelling.
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article1
2015Quadratic hedging strategies for volatility swaps In: Finance Research Letters.
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article0
2016Pricing vulnerable options with stochastic default barriers In: Finance Research Letters.
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article0
2016Pricing power exchange options with correlated jump risk In: Finance Research Letters.
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article1
2018Valuing executive stock options under correlated employment shocks In: Finance Research Letters.
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article0
2019Analytical valuation of power exchange options with default risk In: Finance Research Letters.
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article1
2019Valuation of catastrophe equity put options with correlated default risk and jump risk In: Finance Research Letters.
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article1
2016Catastrophe equity put options with target variance In: Insurance: Mathematics and Economics.
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article3
2017Pricing vulnerable options with stochastic volatility In: Physica A: Statistical Mechanics and its Applications.
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article4
2017Long time stability of nonlocal stochastic Kuramoto–Sivashinsky equations with jump noises In: Statistics & Probability Letters.
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article0
2018Long time behavior for stochastic Burgers equations with jump noises In: Statistics & Probability Letters.
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2014Long time behavior for nonlocal stochastic Kuramoto–Sivashinsky equations In: Statistics & Probability Letters.
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2012Credit spreads, endogenous bankruptcy and liquidity risk In: Computational Management Science.
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article0
2014Rare Shock, Two-Factor Stochastic Volatility and Currency Option Pricing In: Applied Mathematical Finance.
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2014Pricing Vulnerable Options with Correlated Credit Risk Under Jump‐Diffusion Processes In: Journal of Futures Markets.
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2017Differences in the Prices of Vulnerable Options with Different Counterparties In: Journal of Futures Markets.
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article1
2017The Valuation of Power Exchange Options with Counterparty Risk and Jump Risk In: Journal of Futures Markets.
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article2
2019Pricing executive stock options with averaging features under the Heston–Nandi GARCH model In: Journal of Futures Markets.
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article1

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