Wang Guanying
School
College of Management and Economics
Professional Title
Assistant professor
Discipline
Finance
Contact Information
guanying.wang@tju.edu.cn
C1009, No.25 Building, Tianjin University
300072
Education Background
- Bachelor’s Degree| Hebei University of Science and Technology| Computational Mathematics| 2007
- Master’s Degree| Nankai University| Applied Mathematics| 2010
- Doctoral degree| Nankai University| Finance| 2014
Research Interests
- asset pricing
Positions & Employments
-
2014.7-2019.12
Department of Finance | College of Management and Economics
Academic Achievements
- Papers
- [1] Wang, G., Wang, X.*, and Wang, Y. (2014). Rare shock, two-factor stochastic volatility and currency option pricing. Applied Mathematical Finance, 21, 32-50.
- [2] 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)
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- [3] 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)
- [4] Xingchun Wang, Jianping Fu, Guanying Wang*, Yongjin Wang. (2015). Quadratic hedging strategies for volatility swaps. Finance Research Letters, 15(11): 125-132. (SSCI)
- [5] 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)
- [6] 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)
- [7] 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)
- [8] 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)
- [9] 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)
- [10] 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)