Lixin Wu

Finance · with Zhang · 2003–2006

A researcher in the Science corpus: 2 papers; trusts 4 researchers and is trusted by 1 researcher here, as inferred from the citation graph.

Subfields

Whom Lixin Wu trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Alan L. Lewis
  2. Leif Andersen
  3. Mark Broadie
  4. Ö. Kaya

Who trusts Lixin Wu overall

  1. Fabio Mercurio

Papers from Lixin Wu's perspective

Ordered by how strongly the researchers Lixin Wu trusts endorse each paper. Same corpus, a different order for every researcher.

  1. The Pricing of Options and Corporate Liabilities
  2. Option Valuation under Stochastic Volatility
  3. Option Pricing Using Fourier Transforms: A Numerically Efficient Simplification
  4. Exact Simulation of Stochastic Volatility and Other Affine Jump Diffusion Processes (Operational Research)
  5. Volatility skews and extensions of the Libor market model
  6. A Theory for the Term Structure of Interest Rates
  7. Monte Carlo Methods in Financial Engineering
  8. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  9. Mersenne twister: a 623-dimensionally equidistributed uniform pseudo-random number generator
  10. Algorithm 644: A portable package for Bessel functions of a complex argument and nonnegative order

Their papers