天津大学教师个人主页系统王冠英 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) Personal Profile

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Wang Guanying

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College of Management and Economics

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Assistant professor

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Finance

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Selected Papers

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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)

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Pre One: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)

Next One:Xingchun Wang, Jianping Fu, Guanying Wang*, Yongjin Wang. (2015). Quadratic hedging strategies for volatility swaps. Finance Research Letters, 15(11): 125-132. (SSCI)