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Xingchun Wang

This is information that was supplied by Xingchun Wang in registering through RePEc. If you are Xingchun Wang, you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name:Xingchun
Middle Name:
Last Name:Wang
RePEc Short-ID:pwa592
Beijing, China

: 8610-64493301
No.10 Huxin Dongjie, Chaoyang District, Beijing 100029
RePEc:edi:siuibcn (more details at EDIRC)
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  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, 06.
  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. 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.
  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.
  5. 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.
  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.

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