Xingchun Wang

2014

A researcher in the Science corpus: 1 paper; trusts 1 researcher and is trusted by 0 researchers here, as inferred from the citation graph.

Whom Xingchun Wang trusts

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Suresh Sundaresan (in Accounting)

Papers from Xingchun Wang's perspective

Ordered by how strongly the researchers Xingchun Wang trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Option Pricing Under a Double Exponential Jump Diffusion Model (Management Sciences)
  2. The Pricing of Options and Corporate Liabilities
  3. An empirical investigation of continuous-time equity return models
  4. Pricing vulnerable European options when the option's payoff can increase the risk of financial distress
  5. A Comparative Study of Structural Models of Corporate Bond Yields: An Exploratory Investigation
  6. Evaluating first-passage probabilities for spectrally one-sided Lévy processes (Journal of Applied Probability)
  7. Russian and American put options under exponential phase-type Lévy models
  8. First passage times of a jump diffusion process (Advances in Applied Probability)
  9. A Theory for the Term Structure of Interest Rates
  10. Stochastic Volatility for Lévy Processes

Their papers