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Xingchun Wang

Personal Details

First Name:Xingchun
Middle Name:
Last Name:Wang
Suffix:
RePEc Short-ID:pwa592
http://xchwang.ueuo.com

Affiliation

School of International Trade and Economics (SITE)
University of International Business and Economics (UIBE)

Beijing, China
http://site.uibe.edu.cn/

: 8610-64493301
8610-64493042
No.10 Huxin Dongjie, Chaoyang District, Beijing 100029
RePEc:edi:siuibcn (more details at EDIRC)

Research output

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Jump to: Articles

Articles

  1. Xingchun Wang, 2016. "The Pricing of Catastrophe Equity Put Options with Default Risk," International Review of Finance, International Review of Finance Ltd., vol. 16(2), pages 181-201, June.
  2. Wang, Xingchun & Fu, Jianping & Wang, Guanying & Wang, Yongjin, 2015. "Quadratic hedging strategies for volatility swaps," Finance Research Letters, Elsevier, vol. 15(C), pages 125-132.
  3. Wang, Guanying & Wang, Xingchun & Wang, Yongjin, 2014. "Long time behavior for nonlocal stochastic Kuramoto–Sivashinsky equations," Statistics & Probability Letters, Elsevier, vol. 87(C), pages 54-60.
  4. Guanying Wang & Xingchun Wang & Yongjin Wang, 2014. "Rare Shock, Two-Factor Stochastic Volatility and Currency Option Pricing," Applied Mathematical Finance, Taylor & Francis Journals, vol. 21(1), pages 32-50, March.
  5. Lihui Tian & Guanying Wang & Xingchun Wang & Yongjin Wang, 2014. "Pricing Vulnerable Options with Correlated Credit Risk Under Jump‐Diffusion Processes," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 34(10), pages 957-979, October.
  6. Jianping Fu & Xingchun Wang & Yongjin Wang, 2012. "Credit spreads, endogenous bankruptcy and liquidity risk," Computational Management Science, Springer, vol. 9(4), pages 515-530, November.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Articles

  1. Xingchun Wang, 2016. "The Pricing of Catastrophe Equity Put Options with Default Risk," International Review of Finance, International Review of Finance Ltd., vol. 16(2), pages 181-201, June.

    Cited by:

    1. Wang, Xingchun, 2016. "Catastrophe equity put options with target variance," Insurance: Mathematics and Economics, Elsevier, vol. 71(C), pages 79-86.
    2. Krzysztof Burnecki & Mario Nicol'o Giuricich & Zbigniew Palmowski, 2018. "Valuation of contingent convertible catastrophe bonds - the case for equity conversion," Papers 1804.07997, arXiv.org.

  2. Wang, Guanying & Wang, Xingchun & Wang, Yongjin, 2014. "Long time behavior for nonlocal stochastic Kuramoto–Sivashinsky equations," Statistics & Probability Letters, Elsevier, vol. 87(C), pages 54-60.

    Cited by:

    1. Wang, Guanying & Wang, Xingchun & Xu, Guangli, 2017. "Long time stability of nonlocal stochastic Kuramoto–Sivashinsky equations with jump noises," Statistics & Probability Letters, Elsevier, vol. 127(C), pages 23-32.

  3. Guanying Wang & Xingchun Wang & Yongjin Wang, 2014. "Rare Shock, Two-Factor Stochastic Volatility and Currency Option Pricing," Applied Mathematical Finance, Taylor & Francis Journals, vol. 21(1), pages 32-50, March.

    Cited by:

    1. Wang, Guanying & Wang, Xingchun & Zhou, Ke, 2017. "Pricing vulnerable options with stochastic volatility," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 485(C), pages 91-103.
    2. Wang, Xingchun, 2016. "Catastrophe equity put options with target variance," Insurance: Mathematics and Economics, Elsevier, vol. 71(C), pages 79-86.

  4. Lihui Tian & Guanying Wang & Xingchun Wang & Yongjin Wang, 2014. "Pricing Vulnerable Options with Correlated Credit Risk Under Jump‐Diffusion Processes," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 34(10), pages 957-979, October.

    Cited by:

    1. Eckert, Johanna & Gatzert, Nadine & Martin, Michael, 2016. "Valuation and risk assessment of participating life insurance in the presence of credit risk," Insurance: Mathematics and Economics, Elsevier, vol. 71(C), pages 382-393.
    2. Wang, Guanying & Wang, Xingchun & Zhou, Ke, 2017. "Pricing vulnerable options with stochastic volatility," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 485(C), pages 91-103.
    3. Wang, Xingchun, 2016. "Pricing vulnerable options with stochastic default barriers," Finance Research Letters, Elsevier, vol. 19(C), pages 305-313.
    4. Xingchun Wang, 2016. "The Pricing of Catastrophe Equity Put Options with Default Risk," International Review of Finance, International Review of Finance Ltd., vol. 16(2), pages 181-201, June.
    5. Lin, Shih-Kuei & Wang, Shin-Yun & Chen, Carl R. & Xu, Lian-Wen, 2017. "Pricing Range Accrual Interest Rate Swap employing LIBOR market models with jump risks," The North American Journal of Economics and Finance, Elsevier, vol. 42(C), pages 359-373.

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