Xiaoping Lu

Available identifiers

List of research outcomes

Publication	Date of Publication	Type
Modulus-based synchronous multisplitting iteration methods without auxiliary variable for solving vertical linear complementarity problems	2023-09-12	Paper
Modulus-based synchronous multisplitting iteration methods for large sparse vertical linear complementarity problems	2023-05-11	Paper
A two-step parallel iteration method for large sparse horizontal linear complementarity problems	2022-11-16	Paper
A semi-analytic valuation of American options under a two-state regime-switching economy	2022-08-15	Paper
A case study on pricing foreign exchange options using the modified Craig–Sneyd ADI scheme	2022-02-17	Paper
Nonlinear PDE model for European options with transaction costs under Heston stochastic volatility	2021-11-16	Paper
Optimal exercise of American puts with transaction costs under utility maximization	2021-11-16	Paper
FINITE MATURITY AMERICAN-STYLE STOCK LOANS WITH REGIME-SWITCHING VOLATILITY	2021-10-26	Paper
On the MAOR method for a class of hydrodynamic lubrication problems	2021-10-19	Paper
Utility-indifference pricing of European options with proportional transaction costs	2021-06-14	Paper
An integral equation approach for the valuation of American-style down-and-out calls with rebates	2020-10-11	Paper
Semi-analytic valuation of stock loans with finite maturity	2020-09-10	Paper
A numerical study of the utility-indifference approach for pricing American options	2020-09-07	Paper
A note on the calculation of default probabilities in ``Structural credit risk modeling with Hawkes jump-diffusion processes	2020-08-28	Paper
Pricing weather derivatives with the market price of risk extracted from the utility indifference valuation	2020-08-17	Paper
Robust portfolio optimization with multi-factor stochastic volatility	2020-07-14	Paper
Pricing puttable convertible bonds with integral equation approaches	2019-06-27	Paper
Pricing American-style Parisian down-and-out call options	2019-03-28	Paper
A new integral equation formulation for American put options	2018-11-14	Paper
Finite maturity margin call stock loans	2018-09-28	Paper
Pricing American-style Parisian up-and-out call options	2018-07-13	Paper
PRICING PERPETUAL TIMER OPTION UNDER THE STOCHASTIC VOLATILITY MODEL OF HULL–WHITE	2017-10-20	Paper
https://portal.mardi4nfdi.de/entity/Q5371351	2017-10-20	Paper
AN ANALYTICAL SOLUTION FOR PARISIAN UP-AND-IN CALLS	2017-10-17	Paper
Cellinoid shape model for asteroids	2015-07-10	Paper
Pricing Parisian down-and-in options	2015-05-15	Paper
A new exact solution for pricing European options in a two-state regime-switching economy	2013-07-25	Paper
https://portal.mardi4nfdi.de/entity/Q3109438	2012-01-27	Paper
Dual boundary integral formulation for 2-D crack problems	2011-09-23	Paper
https://portal.mardi4nfdi.de/entity/Q2998575	2011-05-18	Paper
Comparison of resistance for several displacement high performance vehicles	2011-03-10	Paper
https://portal.mardi4nfdi.de/entity/Q3072875	2011-02-05	Paper
https://portal.mardi4nfdi.de/entity/Q3052583	2010-11-05	Paper
A new subregion boundary element technique based on the domain decomposition method	2010-03-16	Paper
https://portal.mardi4nfdi.de/entity/Q3641984	2009-11-11	Paper
https://portal.mardi4nfdi.de/entity/Q5325502	2009-08-10	Paper
https://portal.mardi4nfdi.de/entity/Q3610307	2009-03-06	Paper
A quasi-Newton trust region method with a new conic model for the unconstrained optimization	2009-01-14	Paper
https://portal.mardi4nfdi.de/entity/Q3500464	2008-06-03	Paper
A subregion DRBEM formulation for the dynamic analysis of two-dimensional cracks	2006-05-16	Paper
https://portal.mardi4nfdi.de/entity/Q2738667	2002-03-10	Paper
A combination of LTDRM and ATPS in solving diffusion problems	2000-08-09	Paper
Wave resistance of wave-piercing catamarans	2000-01-01	Paper

Research outcomes over time

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