| Pricing vulnerable options with correlated credit risk under jump‐diffusion processes L Tian, G Wang, X Wang, Y Wang Journal of Futures Markets 34 (10), 957-979, 2014 | 78 | 2014 |
| Pricing vulnerable options with stochastic volatility G Wang, X Wang, K Zhou Physica A: Statistical Mechanics and its Applications 485, 91-103, 2017 | 54 | 2017 |
| On a stochastic heat equation with first order fractional noises and applications to finance Y Jiang, X Wang, Y Wang Journal of Mathematical Analysis and Applications 396 (2), 656-669, 2012 | 43 | 2012 |
| The valuation of power exchange options with counterparty risk and jump risk X Wang, S Song, Y Wang Journal of Futures Markets 37 (5), 499-521, 2017 | 39 | 2017 |
| Pricing power exchange options with correlated jump risk X Wang Finance Research Letters 19, 90-97, 2016 | 30 | 2016 |
| Profitability of reversal strategies: A modified version of the Carhart model in China W Zhang, G Wang, X Wang, X Xiong, X Lei Economic Modelling 69, 26-37, 2018 | 26 | 2018 |
| Differences in the prices of vulnerable options with different counterparties X Wang Journal of Futures Markets 37 (2), 148-163, 2017 | 25 | 2017 |
| Analytical valuation of vulnerable options in a discrete-time framework X Wang Probability in the Engineering and Informational Sciences 31 (1), 100-120, 2017 | 24 | 2017 |
| Pricing vulnerable European options with stochastic correlation X Wang Probability in the Engineering and Informational Sciences 32 (1), 67-95, 2018 | 21 | 2018 |
| Analytical valuation of power exchange options with default risk G Xu, X Shao, X Wang Finance Research Letters 28, 265-274, 2019 | 19 | 2019 |
| Catastrophe equity put options with target variance X Wang Insurance: Mathematics and Economics 71, 79-86, 2016 | 18 | 2016 |
| Analytical valuation of Asian options with counterparty risk under stochastic volatility models X Wang Journal of Futures Markets 40 (3), 410-429, 2020 | 17 | 2020 |
| Pricing vulnerable options in a hybrid credit risk model driven by Heston–Nandi GARCH processes G Liang, X Wang Review of Derivatives Research 24 (1), 1-30, 2021 | 16 | 2021 |
| The pricing of catastrophe equity put options with default risk X Wang International Review of Finance 16 (2), 181-201, 2016 | 16 | 2016 |
| Pricing vulnerable options with stochastic default barriers X Wang Finance Research Letters 19, 305-313, 2016 | 15 | 2016 |
| VARIANCE-OPTIMAL HEDGING FOR TARGET VOLATILITY OPTIONS. X Wang, Y Wang Journal of Industrial & Management Optimization 10 (1), 2014 | 15 | 2014 |
| Pricing vulnerable American put options under jump–diffusion processes G Wang, X Wang, Z Liu Probability in the Engineering and Informational Sciences 31 (2), 121-138, 2017 | 14 | 2017 |
| Valuing spread options with counterparty risk and jump risk Z Li, X Wang The North American Journal of Economics and Finance 54, 101269, 2020 | 12 | 2020 |
| Analytical valuation of vulnerable European and Asian options in intensity-based models X Wang Journal of Computational and Applied Mathematics 393, 113412, 2021 | 11 | 2021 |
| Valuation of Asian options with default risk under GARCH models X Wang International Review of Economics & Finance 70, 27-40, 2020 | 10 | 2020 |
