The following pages link to Xiaoping Lu (Q189987):
Displaying 43 items.
- A new exact solution for pricing European options in a two-state regime-switching economy (Q356242) (← links)
- Comparison of resistance for several displacement high performance vehicles (Q628465) (← links)
- Dual boundary integral formulation for 2-D crack problems (Q718280) (← links)
- Robust portfolio optimization with multi-factor stochastic volatility (Q779874) (← links)
- Pricing American-style Parisian down-and-out call options (Q1735448) (← links)
- Finite maturity margin call stock loans (Q1785456) (← links)
- A combination of LTDRM and ATPS in solving diffusion problems (Q1961521) (← links)
- Pricing puttable convertible bonds with integral equation approaches (Q1999664) (← links)
- An integral equation approach for the valuation of American-style down-and-out calls with rebates (Q2006630) (← links)
- Utility-indifference pricing of European options with proportional transaction costs (Q2033077) (← links)
- A two-step parallel iteration method for large sparse horizontal linear complementarity problems (Q2096344) (← links)
- A semi-analytic valuation of American options under a two-state regime-switching economy (Q2164646) (← links)
- Pricing weather derivatives with the market price of risk extracted from the utility indifference valuation (Q2192513) (← links)
- A numerical study of the utility-indifference approach for pricing American options (Q2194809) (← links)
- A note on the calculation of default probabilities in ``Structural credit risk modeling with Hawkes jump-diffusion processes'' (Q2195929) (← links)
- Semi-analytic valuation of stock loans with finite maturity (Q2198436) (← links)
- On the MAOR method for a class of hydrodynamic lubrication problems (Q2235066) (← links)
- Nonlinear PDE model for European options with transaction costs under Heston stochastic volatility (Q2246975) (← links)
- Optimal exercise of American puts with transaction costs under utility maximization (Q2247137) (← links)
- A new subregion boundary element technique based on the domain decomposition method (Q2269300) (← links)
- Pricing Parisian down-and-in options (Q2344418) (← links)
- Cellinoid shape model for asteroids (Q2354072) (← links)
- A quasi-Newton trust region method with a new conic model for the unconstrained optimization (Q2378932) (← links)
- A subregion DRBEM formulation for the dynamic analysis of two-dimensional cracks (Q2489094) (← links)
- (Q2738667) (← links)
- (Q2998575) (← links)
- (Q3052583) (← links)
- (Q3072875) (← links)
- (Q3109438) (← links)
- (Q3500464) (← links)
- (Q3610307) (← links)
- (Q3641984) (← links)
- A new integral equation formulation for American put options (Q4554433) (← links)
- Pricing American-style Parisian up-and-out call options (Q4575271) (← links)
- A case study on pricing foreign exchange options using the modified Craig–Sneyd ADI scheme (Q5030646) (← links)
- FINITE MATURITY AMERICAN-STYLE STOCK LOANS WITH REGIME-SWITCHING VOLATILITY (Q5158751) (← links)
- (Q5325502) (← links)
- AN ANALYTICAL SOLUTION FOR PARISIAN UP-AND-IN CALLS (Q5369444) (← links)
- PRICING PERPETUAL TIMER OPTION UNDER THE STOCHASTIC VOLATILITY MODEL OF HULL–WHITE (Q5370796) (← links)
- (Q5371351) (← links)
- Wave resistance of wave-piercing catamarans (Q5937692) (← links)
- Modulus-based synchronous multisplitting iteration methods without auxiliary variable for solving vertical linear complementarity problems (Q6096385) (← links)
- Modulus-based synchronous multisplitting iteration methods for large sparse vertical linear complementarity problems (Q6157450) (← links)
