Author

Ke Wang

Institutions: Southwestern University of Finance and Economics, Civil Aviation Flight University of China

Observed institutions: Southwestern University of Finance and Economics, Civil Aviation Flight University of China

ORCID: 0000-0003-3297-4857

Observed ORCID: 0000-0003-3297-4857

OpenAlex ID: A5013969787

Valuations of Variance and Volatility Swaps Under Double Heston Jump-Diffusion Model With Approximative Fractional Stochastic Volatility

2023 · Ke Wang, Xunxiang Guo · Computational Economics · 5

Analytically Pricing Variance Swaps Under the Hawkes Jump‐Diffusion Process With Liquidity Risks

2025 · Ke Wang, Xun‐xiang Guo, et al. · Journal of Futures Markets · 2

Rational Spectral Collocation Method for Solving Black-Scholes and Heston Equations

2024 · Yangyang Wang, Xunxiang Guo, et al. · Computational Economics · 2

Valuations of generalized variance swaps under the jump–diffusion model with stochastic liquidity risk

2024 · Ke Wang, Xun-xiang Guo, et al. · The North American Journal of Economics and Finance · 2

Pricing Power Options Under a Non-Affine Stochastic Volatility Model with Stochastic Liquidity Risk

2025 · Hongyu Zhang, Xunxiang Guo, et al. · SSRN Electronic Journal

Works count: 5

Citation count: 11

H-index: 2

I10-index: