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CVA and FVA to Derivatives Tra...
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Wu, Lixin
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International journal of theoretical and applied finance
7
Chapman & Hall/CRC financial mathematics series
2
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1
Chapman and Hall/CRC financial mathematics series
1
Credit risk : models, derivatives, and management
1
Derivative securities pricing and modelling
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International journal of global energy issues : IJGEI
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ECONIS (ZBW)
RePEc
5,737
OLC EcoSci
2
USB Cologne (EcoSocSci)
1
Other ZBW resources
1
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Fast at-the-money calibration of the Libor market model using Lagrange multipliers
Wu, Lixin
- In:
The journal of computational finance
6
(
2002
)
2
,
pp. 39-77
Persistent link: https://www.econbiz.de/10001740885
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2
Interest rate modeling : theory and practice
Wu, Lixin
-
2009
Persistent link: https://www.econbiz.de/10003804106
Saved in:
3
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
Saved in:
4
Interest rate modeling : theory and practice
Wu, Lixin
-
2019
-
Second edition
Persistent link: https://www.econbiz.de/10011994011
Saved in:
5
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
Saved in:
6
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
Saved in:
7
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
Saved in:
8
Effects of callable feature on early exercise policy
Kwok, Yue-Kuen
;
Wu, Lixin
- In:
Review of derivatives research
4
(
2000
)
2
,
pp. 189-211
Persistent link: https://www.econbiz.de/10001566802
Saved in:
9
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
Saved in:
10
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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