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：
论文成果
更多+- 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
著作成果
暂无内容
专利成果
暂无内容