Lixin Wu

Available identifiers

List of research outcomes

Publication	Date of Publication	Type
A note on the option price and ‘Mass at zero in the uncorrelated SABR model and implied volatility asymptotics’	2021-12-01	Paper
The equivalent constant-elasticity-of-variance (CEV) volatility of the stochastic-alpha-beta-rho (SABR) model	2021-11-16	Paper
xVA: DEFINITION, EVALUATION AND RISK MANAGEMENT	2020-03-26	Paper
Two (2+1)-dimensional expanding dynamical systems associated to the mKP hierarchy	2019-03-18	Paper
Interest Rate Modeling	2019-03-15	Paper
Imaging-duration embedded dynamic scheduling of Earth observation satellites for emergent events	2018-08-27	Paper
Upon generating \((2+1)\)-dimensional dynamical systems	2016-07-05	Paper
CVA AND FVA TO DERIVATIVES TRADES COLLATERALIZED BY CASH	2015-09-22	Paper
A Corresponding Lie Algebra of a Reductive homogeneous Group and Its Applications*	2015-06-24	Paper
https://portal.mardi4nfdi.de/entity/Q2926959	2014-11-03	Paper
Effects of callable feature on early exercise policy	2013-10-29	Paper
https://portal.mardi4nfdi.de/entity/Q5192640	2009-08-06	Paper
Pricing jump risk with utility indifference	2009-04-20	Paper
PRICING PARISIAN-STYLE OPTIONS WITH A LATTICE METHOD	2008-09-03	Paper
ASIAN OPTIONS WITH THE AMERICAN EARLY EXERCISE FEATURE	2008-09-03	Paper
CREDIT CONTAGION: PRICING CROSS-COUNTRY RISK IN BRADY DEBT MARKETS	2008-09-03	Paper
Fast swaption pricing under the market model with a square-root volatility process	2008-05-15	Paper
LIBOR market model with stochastic volatility	2006-07-14	Paper
Options with Multiple Reset Rights	2005-10-19	Paper
OPTIMAL SHOUTING POLICIES OF OPTIONS WITH STRIKE RESET RIGHT	2005-05-09	Paper
INVENTORY HEDGING AND OPTION MARKET MAKING	2005-03-30	Paper
Early exercise policies of American floating strike and fixed strike lookback options.	2004-08-26	Paper
Optimal low-rank approximation to a correlation matrix	2003-05-04	Paper
Pricing Multi-Asset Options with an External Barrier	2002-06-20	Paper
Dufort–Frankel-Type Methods for Linear and Nonlinear Schrödinger Equations	1997-04-14	Paper
A spectral method for unbounded flow in a cylindrical coordinate system	1997-04-08	Paper
The DuFort-Frankel-type method for the Schrödinger equation	1997-03-11	Paper
The Semigroup Stability of the Difference Approximations for Initial- Boundary Value Problems	1995-09-17	Paper
Stable difference approximations for parabolic equations	1995-05-07	Paper
On the stability definition of difference approximations for the initial boundary value problem	1994-02-28	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Lixin Wu