The following pages link to Lixin Wu (Q302361):
Displaying 31 items.
- Upon generating \((2+1)\)-dimensional dynamical systems (Q302362) (← links)
- Effects of callable feature on early exercise policy (Q375328) (← links)
- Two (2+1)-dimensional expanding dynamical systems associated to the mKP hierarchy (Q668151) (← links)
- (Q1344139) (redirect page) (← links)
- Stable difference approximations for parabolic equations (Q1344140) (← links)
- Imaging-duration embedded dynamic scheduling of Earth observation satellites for emergent events (Q1666457) (← links)
- On the stability definition of difference approximations for the initial boundary value problem (Q1802655) (← links)
- The DuFort-Frankel-type method for the Schrödinger equation (Q1815614) (← links)
- Optimal low-rank approximation to a correlation matrix (Q1870071) (← links)
- Early exercise policies of American floating strike and fixed strike lookback options. (Q1875506) (← links)
- The equivalent constant-elasticity-of-variance (CEV) volatility of the stochastic-alpha-beta-rho (SABR) model (Q2246618) (← links)
- LIBOR market model with stochastic volatility (Q2494608) (← links)
- Pricing multi-asset options with an external barrier (Q2703112) (← links)
- Forests decomposition of graphs without 4-cycles (Q2926959) (← links)
- CVA AND FVA TO DERIVATIVES TRADES COLLATERALIZED BY CASH (Q2947349) (← links)
- Interest Rate Modeling (Q3121336) (← links)
- A spectral method for unbounded flow in a cylindrical coordinate system (Q3127419) (← links)
- Fast swaption pricing under the market model with a square-root volatility process (Q3498563) (← links)
- PRICING PARISIAN-STYLE OPTIONS WITH A LATTICE METHOD (Q3523509) (← links)
- ASIAN OPTIONS WITH THE AMERICAN EARLY EXERCISE FEATURE (Q3523517) (← links)
- CREDIT CONTAGION: PRICING CROSS-COUNTRY RISK IN BRADY DEBT MARKETS (Q3523607) (← links)
- Pricing jump risk with utility indifference (Q3623407) (← links)
- The Semigroup Stability of the Difference Approximations for Initial- Boundary Value Problems (Q4325717) (← links)
- INVENTORY HEDGING AND OPTION MARKET MAKING (Q4662049) (← links)
- OPTIMAL SHOUTING POLICIES OF OPTIONS WITH STRIKE RESET RIGHT (Q4673848) (← links)
- Dufort–Frankel-Type Methods for Linear and Nonlinear Schrödinger Equations (Q4891723) (← links)
- A note on the option price and ‘Mass at zero in the uncorrelated SABR model and implied volatility asymptotics’ (Q5014241) (← links)
- (Q5192640) (← links)
- xVA: DEFINITION, EVALUATION AND RISK MANAGEMENT (Q5221482) (← links)
- A Corresponding Lie Algebra of a Reductive homogeneous Group and Its Applications* (Q5258951) (← links)
- Options with Multiple Reset Rights (Q5696875) (← links)
