Edit Profile (opens in new tab) Wang, Xingchun Co-Author Distance Author ID: wang.xingchun Published as: Wang, Xingchun Documents Indexed: 27 Publications since 1996 Co-Authors: 11 Co-Authors with 17 Joint Publications 400 Co-Co-Authors all top 5 Co-Authors 8 single-authored 7 Wang, Guanying 7 Wang, Yongjin 4 Xu, Guangli 3 Jiang, Yiming 2 Zhou, Ke 1 Fu, Jianping 1 Li, Dan 1 Liang, Gechun 1 Liu, Zhongyi 1 Su, Zhiwei 1 Wang, Suxin all top 5 Serials 5 Probability in the Engineering and Informational Sciences 4 Journal of Industrial and Management Optimization 3 Statistics & Probability Letters 3 Review of Derivatives Research 2 Physica A 1 Computers and Structures 1 Journal of Mathematical Analysis and Applications 1 Journal of Computational and Applied Mathematics 1 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods 1 Insurance Mathematics & Economics 1 Applied Mathematical Finance 1 Methodology and Computing in Applied Probability 1 Acta Mathematica Scientia. Series B. (English Edition) 1 Computational Management Science 1 Waves in Random and Complex Media all top 5 Fields 17 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 13 Probability theory and stochastic processes (60-XX) 6 Statistics (62-XX) 5 Partial differential equations (35-XX) 1 Mechanics of deformable solids (74-XX) 1 Optics, electromagnetic theory (78-XX) 1 Statistical mechanics, structure of matter (82-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 20 Publications have been cited 103 times in 76 Documents Cited by ▼ Year ▼ On a stochastic heat equation with first order fractional noises and applications to finance. Zbl 1251.60054 Jiang, Yiming; Wang, Xingchun; Wang, Yongjin 25 2012 Pricing vulnerable options with stochastic volatility. Zbl 1497.91313 Wang, Guanying; Wang, Xingchun; Zhou, Ke 19 2017 Analytical valuation of vulnerable options in a discrete-time framework. Zbl 1414.91393 Wang, Xingchun 9 2017 Pricing vulnerable European options with stochastic correlation. Zbl 1419.91630 Wang, Xingchun 9 2018 Pricing vulnerable American put options under jump-diffusion processes. Zbl 1414.91392 Wang, Guanying; Wang, Xingchun; Liu, Zhongyi 7 2017 Catastrophe equity put options with target variance. Zbl 1371.91184 Wang, Xingchun 5 2016 Variance-optimal hedging for target volatility options. Zbl 1275.91127 Wang, Xingchun; Wang, Yongjin 5 2014 Stochastic wave equation of pure jumps: Existence, uniqueness and invariant measures. Zbl 1245.60064 Jiang, Yiming; Wang, Xingchun; Wang, Yongjin 3 2012 Long time behavior for nonlocal stochastic Kuramoto-Sivashinsky equations. Zbl 1292.60067 Wang, Guanying; Wang, Xingchun; Wang, Yongjin 3 2014 Pricing vulnerable options in a hybrid credit risk model driven by Heston-Nandi GARCH processes. Zbl 1467.91201 Liang, Gechun; Wang, Xingchun 3 2021 Rare shock, two-factor stochastic volatility and currency option pricing. Zbl 1396.91770 Wang, Guanying; Wang, Xingchun; Wang, Yongjin 3 2014 Finite element analysis on creep damage. Zbl 0918.73211 Wang, X. N.; Wang, X. C. 2 1996 Hedging strategies for discretely monitored Asian options under Lévy processes. Zbl 1285.91132 Wang, Xingchun; Wang, Yongjin 2 2014 Pricing vulnerable options with jump risk and liquidity risk. Zbl 1479.91419 Wang, Xingchun 2 2021 Analytical valuation of vulnerable European and Asian options in intensity-based models. Zbl 1461.91322 Wang, Xingchun 2 2021 Valuing fade-in options with default risk in Heston-Nandi GARCH models. Zbl 1495.91125 Wang, Xingchun 2 2022 Long time stability of nonlocal stochastic Kuramoto-Sivashinsky equations with jump noises. Zbl 1386.60227 Wang, Guanying; Wang, Xingchun; Xu, Guangli 1 2017 Asymptotics of the solutions to stochastic wave equations driven by a non-Gaussian Lévy process. Zbl 1499.60224 Jiang, Yiming; Wang, Suxin; Wang, Xingchun 1 2019 A closed-form GARCH valuation model for power exchange options with counterparty risk. Zbl 1443.91302 Wang, Xingchun; Xu, Guangli; Li, Dan 1 2020 Credit spreads, endogenous bankruptcy and liquidity risk. Zbl 1280.91181 Fu, Jianping; Wang, Xingchun; Wang, Yongjin 1 2012 Valuing fade-in options with default risk in Heston-Nandi GARCH models. Zbl 1495.91125 Wang, Xingchun 2 2022 Pricing vulnerable options in a hybrid credit risk model driven by Heston-Nandi GARCH processes. Zbl 1467.91201 Liang, Gechun; Wang, Xingchun 3 2021 Pricing vulnerable options with jump risk and liquidity risk. Zbl 1479.91419 Wang, Xingchun 2 2021 Analytical valuation of vulnerable European and Asian options in intensity-based models. Zbl 1461.91322 Wang, Xingchun 2 2021 A closed-form GARCH valuation model for power exchange options with counterparty risk. Zbl 1443.91302 Wang, Xingchun; Xu, Guangli; Li, Dan 1 2020 Asymptotics of the solutions to stochastic wave equations driven by a non-Gaussian Lévy process. Zbl 1499.60224 Jiang, Yiming; Wang, Suxin; Wang, Xingchun 1 2019 Pricing vulnerable European options with stochastic correlation. Zbl 1419.91630 Wang, Xingchun 9 2018 Pricing vulnerable options with stochastic volatility. Zbl 1497.91313 Wang, Guanying; Wang, Xingchun; Zhou, Ke 19 2017 Analytical valuation of vulnerable options in a discrete-time framework. Zbl 1414.91393 Wang, Xingchun 9 2017 Pricing vulnerable American put options under jump-diffusion processes. Zbl 1414.91392 Wang, Guanying; Wang, Xingchun; Liu, Zhongyi 7 2017 Long time stability of nonlocal stochastic Kuramoto-Sivashinsky equations with jump noises. Zbl 1386.60227 Wang, Guanying; Wang, Xingchun; Xu, Guangli 1 2017 Catastrophe equity put options with target variance. Zbl 1371.91184 Wang, Xingchun 5 2016 Variance-optimal hedging for target volatility options. Zbl 1275.91127 Wang, Xingchun; Wang, Yongjin 5 2014 Long time behavior for nonlocal stochastic Kuramoto-Sivashinsky equations. Zbl 1292.60067 Wang, Guanying; Wang, Xingchun; Wang, Yongjin 3 2014 Rare shock, two-factor stochastic volatility and currency option pricing. Zbl 1396.91770 Wang, Guanying; Wang, Xingchun; Wang, Yongjin 3 2014 Hedging strategies for discretely monitored Asian options under Lévy processes. Zbl 1285.91132 Wang, Xingchun; Wang, Yongjin 2 2014 On a stochastic heat equation with first order fractional noises and applications to finance. Zbl 1251.60054 Jiang, Yiming; Wang, Xingchun; Wang, Yongjin 25 2012 Stochastic wave equation of pure jumps: Existence, uniqueness and invariant measures. Zbl 1245.60064 Jiang, Yiming; Wang, Xingchun; Wang, Yongjin 3 2012 Credit spreads, endogenous bankruptcy and liquidity risk. Zbl 1280.91181 Fu, Jianping; Wang, Xingchun; Wang, Yongjin 1 2012 Finite element analysis on creep damage. Zbl 0918.73211 Wang, X. N.; Wang, X. C. 2 1996 all cited Publications top 5 cited Publications all top 5 Cited by 139 Authors 14 Wang, Xingchun 6 Ezz-Eldien, Samer S. 6 Yan, Litan 4 Bhrawy, Ali Hassan 4 Wang, Guanying 4 Xia, Dengfeng 3 Băleanu, Dumitru I. 3 Kim, Geonwoo 3 Yang, Xiaoyuan 3 Zhang, Yinghan 2 Abdelkawy, Mohamed A. 2 Alòs, Elisa 2 Cheng, Panhong 2 Doha, Eid H. 2 Goel, Anubha 2 Jiang, Yiming 2 Liu, Junfeng 2 Ma, Chaoqun 2 Pasricha, Puneet 2 Sun, Xichao 2 Wang, Suxin 2 Xu, Guangli 2 Xu, Zhihong 2 Yue, Shengjie 2 Zhang, Qimin 2 Zhou, Ke 2 Zhou, Qing 1 Abadias, Luciano 1 Abdolbaghi, Abdolmajid 1 Aldraiweesh, Ahmed A. 1 Allouba, Hassan 1 Antonelli, Fabio 1 Arnone, Massimo 1 Bianchi, Michele Leonardo 1 Burnecki, Krzysztof 1 Chatterjee, Rupak 1 Ching, Wai-Ki 1 Company, Rafael 1 Cui, Jing 1 Dai, Zexing 1 Dastranj, Elham 1 Deng, Chao 1 Ding, Yongsheng 1 Dong, Yan 1 Du, Jun 1 Egorova, Vera N. 1 El-Kalaawy, Ahmed A. 1 Fard, Hossein Sahebi 1 Fei, Weiyin 1 Firoozjaee, Mohammad Arab 1 Gao, Hongjun 1 Giuricich, Mario Nicoló 1 Gómez-Aguilar, José Francisco 1 González-Camus, Jorge 1 Gu, Jiawen 1 Gülen, Seda 1 Gulzar, Saqib 1 Hafez, Ramy Mahmoud 1 Haitao, Zhou 1 Han, Xingyu 1 Hao, Kuangrong 1 He, Jianmin 1 He, Wanhua 1 Hu, Liangjian 1 Huh, Jeonggyu 1 Huojun, Wu 1 Idrees, Zahra 1 Jajarmi, Amin 1 Jeon, Jaegi 1 Jiahui, Yang 1 Jiang, Wei 1 Jódar Sanchez, Lucas Antonio 1 Kaiqiang, Guo 1 Kang, Ting 1 Khedher, Asma 1 Koo, Eunho 1 Latif, Natasha 1 Lei, Ziqi 1 Li, Cuixiang 1 Li, Dan 1 Li, Ming 1 Li, Shouwei 1 Liang, Fei 1 Liang, Gechun 1 Liu, Lixia 1 Lyu, Jianping 1 Ma, Yong 1 Machado, José António Tenreiro 1 Manikin, Boris 1 Maré, Eben 1 Matinfar, Mashallah 1 Morales-Delgado, Victor Fabian 1 Nemati, Somayeh 1 Niazi, Azmat Ullah Khan 1 Palmowski, Zbigniew 1 Pang, Denghao 1 Pérez-Fructuoso, María José 1 Quaranta, Anna Grazia 1 Ramponi, Alessandro 1 Ren, Yishuai ...and 39 more Authors all top 5 Cited in 46 Serials 5 Physica A 4 Discrete Dynamics in Nature and Society 4 Probability in the Engineering and Informational Sciences 4 Advances in Difference Equations 4 Journal of Industrial and Management Optimization 3 Journal of Computational and Applied Mathematics 3 Review of Derivatives Research 2 Chaos, Solitons and Fractals 2 Calcolo 2 Insurance Mathematics & Economics 2 Statistics & Probability Letters 2 Communications in Statistics. Simulation and Computation 2 Communications in Statistics. Theory and Methods 2 Mathematical Problems in Engineering 2 International Journal of Nonlinear Sciences and Numerical Simulation 2 Stochastics and Dynamics 2 Science China. Mathematics 1 International Journal of Control 1 Journal of Mathematical Physics 1 Mathematical Methods in the Applied Sciences 1 Applied Mathematics and Computation 1 Journal of Differential Equations 1 Journal of Optimization Theory and Applications 1 South African Statistical Journal 1 Acta Mathematicae Applicatae Sinica 1 Forum Mathematicum 1 Computational and Applied Mathematics 1 Applied Mathematical Finance 1 Revista Investigación Operacional 1 Journal of Vibration and Control 1 Abstract and Applied Analysis 1 Journal of Inequalities and Applications 1 International Journal of Theoretical and Applied Finance 1 Quantitative Finance 1 Journal of Systems Science and Complexity 1 Acta Mathematica Scientia. Series B. (English Edition) 1 Computational Management Science 1 Boundary Value Problems 1 Stochastics 1 Mathematics and Financial Economics 1 Journal of Nonlinear Science and Applications 1 Journal of Mathematical Extension 1 Journal of Applied Analysis and Computation 1 Sahand Communications in Mathematical Analysis 1 Modern Stochastics. Theory and Applications 1 International Journal of Systems Science. Principles and Applications of Systems and Integration all top 5 Cited in 17 Fields 39 Probability theory and stochastic processes (60-XX) 33 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 15 Partial differential equations (35-XX) 12 Numerical analysis (65-XX) 9 Statistics (62-XX) 7 Real functions (26-XX) 7 Ordinary differential equations (34-XX) 4 Calculus of variations and optimal control; optimization (49-XX) 3 Special functions (33-XX) 3 Statistical mechanics, structure of matter (82-XX) 3 Systems theory; control (93-XX) 2 Integral equations (45-XX) 1 Difference and functional equations (39-XX) 1 Operator theory (47-XX) 1 Mechanics of deformable solids (74-XX) 1 Operations research, mathematical programming (90-XX) 1 Biology and other natural sciences (92-XX) Citations by Year