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CVA and FVA to derivatives trades collateralized by cash
Wu, Lixin - In: International journal of theoretical and applied finance 18 (2015) 5, pp. 1-22
Persistent link: https://www.econbiz.de/10011403893
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Pricing Parislan-style options with a lattice method
Avellaneda, Marco; Wu, Lixin - In: International journal of theoretical and applied finance 2 (1999) 1, pp. 1-16
Persistent link: https://www.econbiz.de/10001372086
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Asian options with the American early exercise feature
Wu, Lixin; Kwok, Yue-Kuen; Yu, Hong - In: International journal of theoretical and applied finance 2 (1999) 1, pp. 101-111
Persistent link: https://www.econbiz.de/10001372098
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Pricing multi-asset options with an external barrier
Kwok, Yue-Kuen - In: International journal of theoretical and applied finance 1 (1998) 4, pp. 523-541
Persistent link: https://www.econbiz.de/10001255555
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Credit contagion : pricing cross-country risk in Brady debt markets
Avellaneda, Marco; Wu, Lixin - In: International journal of theoretical and applied finance 4 (2001) 6, pp. 921-938
Persistent link: https://www.econbiz.de/10001632651
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Inventory hedging and option market making
Giannetti, Antoine; Zhong, Rui; Wu, Lixin - In: International journal of theoretical and applied finance 7 (2004) 7, pp. 853-878
Persistent link: https://www.econbiz.de/10002420716
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xVA : definition, evaluation and risk management
Wu, Lixin; Zhang, Dawei - In: International journal of theoretical and applied finance 23 (2020) 1, pp. 1-24
Persistent link: https://www.econbiz.de/10012270895