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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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Interest rate modeling : theory and practice
Wu, Lixin - 2009
Persistent link: https://www.econbiz.de/10003804106
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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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Interest rate modeling : theory and practice
Wu, Lixin - 2019 - Second edition
Persistent link: https://www.econbiz.de/10011994011
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Interest rate modeling : theory and practice
Wu, Lixin - 2009
Persistent link: https://www.econbiz.de/10004942321
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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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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
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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