王冠英
- 教师名称：王冠英
- 教师拼音名称：Wang Guanying
- 性别：男
- 学科：Finance
- 职称：助理教授
其他联系方式
- 邮编：
- 通讯/办公地址：
- 邮箱：
基本信息
研究方向
获奖情况
论文成果
- 暂无内容
-
- 暂无内容
-
- Wang, G., Wang, X.*, and Wang, Y. (2014). Rare shock, two-factor stochastic volatility and currency option pricing. Applied Mathematical Finance, 21, 32-50..2019
- Wang, G., Wang, X.*, and Wang, Y. (2014). Long time behavior for nonlocal stochastic Kuramoto–Sivashinsky equations. Statistics and Probability Letters, 87, 54-60. (SCI).2019
- Tian, L., Wang, G., Wang, X.*, and Wang, Y. (2014). Pricing vulnerable options with correlated credit risk under jump‐diffusion processes. Journal of Futures Markets, 34, 957-979. (SSCI).2019
- Xingchun Wang, Jianping Fu, Guanying Wang*, Yongjin Wang. (2015). Quadratic hedging strategies for volatility swaps. Finance Research Letters, 15(11): 125-132. (SSCI).2019
- Wang, G., Wang, X.*, and Zhou, K. (2017). Pricing vulnerable options with stochastic volatility. Physica A: Statistical Mechanics and its Applications, 485, 91-103. (SCI).2019
- Wang, G., Wang, X.*, and Xu, G. (2017). Long time stability of nonlocal stochastic Kuramoto–Sivashinsky equations with jump noises. Statistics and Probability Letters, 127, 23-32. (SCI).2019
- Wang, G., Wang, X., and Liu, Z. (2017). Pricing vulnerable American put options under jump-diffusion processes. Probability in the Engineering and Informational Sciences, 31, 121-138. (SCI).2019
- Wang, G., Wang, X.*, and Zhou, K. (2018). Long time behavior for stochastic Burgers equations with jump noises. Statistics and Probability Letters, 141, 41-49. (SCI).2019
- Zhang, W., Wang, G.*, Wang, X., Xiong, X., and Lei, X. (2018). Profitability of reversal strategies: A modified version of Carhart model in China. Economic Modelling, 69, 26-37. (SSCI).2019
- Bi, H., Wang, G., Wang, X.* (2018). Valuation of catastrophe equity put options with correlated default risk and jump risk. Finance Research Letters, forthcoming. (SSCI).2019
教育经历
- 2003.9-2007.6 Hebei University of Science and Technology Computational Mathematics 学士
- 2007.9-2010.6 Nankai University Applied Mathematics 硕士
- 2010.9-2014.6 Nankai University Finance 博士
工作经历
-
2014.7 -2019.12
|Department of Finance|College of Management and Economics