3
H index
0
i10 index
25
Citations
Xingchun Wang : Citation Profile
University of International Business and Economics (UIBE) | RESEARCH PRODUCTION: 19 Articles RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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7 years (2012 - 2019). 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:
| Cites to:
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Main data
Where Xingchun Wang has published?
| Journals with more than one article published | # docs |
|---|---|
| Finance Research Letters | 6 |
| Journal of Futures Markets | 4 |
| Statistics & Probability Letters | 3 |
Recent works citing Xingchun Wang (2019 and 2018)
| Year | Title of citing document |
|---|---|
| 2018 | Valuation of contingent convertible catastrophe bonds - the case for equity conversion. (2018). Burnecki, Krzysztof ; Palmowski, Zbigniew ; Nicol, Mario. In: Papers. RePEc:arx:papers:1804.07997. Full description at Econpapers || Download paper |
| 2018 | CVA and vulnerable options pricing by correlation expansions. (2018). Scarlatti, Sergio ; Ramponi, Alessandro ; Antonelli, Fabio. In: Papers. RePEc:arx:papers:1811.07294. Full description at Econpapers || Download paper |
| 2019 | CVA and vulnerable options in stochastic volatility models. (2019). Scarlatti, Sergio ; Ramponi, Alessandro ; Antonelli, Fabio ; Alos, Elisa. In: Papers. RePEc:arx:papers:1907.12922. Full description at Econpapers || Download paper |
| 2019 | Pricing 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. Full description at Econpapers || Download paper |
| 2019 | Valuation 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. Full description at Econpapers || Download paper |
| 2019 | Valuation 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. Full description at Econpapers || Download paper |
| 2019 | Can 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. Full description at Econpapers || Download paper |
| 2018 | Analytical 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. Full description at Econpapers || Download paper |
| 2018 | Estimating 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. Full description at Econpapers || Download paper |
| 2020 | Power 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. Full description at Econpapers || Download paper |
Works by Xingchun Wang:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2016 | The Pricing of Catastrophe Equity Put Options with Default Risk In: International Review of Finance. [Full Text][Citation analysis] | article | 3 |
| 2018 | Profitability of reversal strategies: A modified version of the Carhart model in China In: Economic Modelling. [Full Text][Citation analysis] | article | 1 |
| 2015 | Quadratic hedging strategies for volatility swaps In: Finance Research Letters. [Full Text][Citation analysis] | article | 0 |
| 2016 | Pricing vulnerable options with stochastic default barriers In: Finance Research Letters. [Full Text][Citation analysis] | article | 0 |
| 2016 | Pricing power exchange options with correlated jump risk In: Finance Research Letters. [Full Text][Citation analysis] | article | 1 |
| 2018 | Valuing executive stock options under correlated employment shocks In: Finance Research Letters. [Full Text][Citation analysis] | article | 0 |
| 2019 | Analytical valuation of power exchange options with default risk In: Finance Research Letters. [Full Text][Citation analysis] | article | 1 |
| 2019 | Valuation of catastrophe equity put options with correlated default risk and jump risk In: Finance Research Letters. [Full Text][Citation analysis] | article | 1 |
| 2016 | Catastrophe equity put options with target variance In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 3 |
| 2017 | Pricing vulnerable options with stochastic volatility In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 4 |
| 2017 | Long time stability of nonlocal stochastic Kuramoto–Sivashinsky equations with jump noises In: Statistics & Probability Letters. [Full Text][Citation analysis] | article | 0 |
| 2018 | Long time behavior for stochastic Burgers equations with jump noises In: Statistics & Probability Letters. [Full Text][Citation analysis] | article | 0 |
| 2014 | Long time behavior for nonlocal stochastic Kuramoto–Sivashinsky equations In: Statistics & Probability Letters. [Full Text][Citation analysis] | article | 0 |
| 2012 | Credit spreads, endogenous bankruptcy and liquidity risk In: Computational Management Science. [Full Text][Citation analysis] | article | 0 |
| 2014 | Rare Shock, Two-Factor Stochastic Volatility and Currency Option Pricing In: Applied Mathematical Finance. [Full Text][Citation analysis] | article | 0 |
| 2014 | Pricing Vulnerable Options with Correlated Credit Risk Under Jump‐Diffusion Processes In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 7 |
| 2017 | Differences in the Prices of Vulnerable Options with Different Counterparties In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 1 |
| 2017 | The Valuation of Power Exchange Options with Counterparty Risk and Jump Risk In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 2 |
| 2019 | Pricing executive stock options with averaging features under the Heston–Nandi GARCH model In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 1 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated February, 4 2020. Contact: CitEc Team