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Wu, Li-Xin - Department of Mathematics, Hong Kong University of Science and Technology
A FRONTFIXING FINITE DIFFERENCE METHOD FOR THE VALUATION OF AMERICAN OPTIONS
Pricing multiasset options with an external barrier YueKuen Kwok y Lixin Wu y and Hong Yu y
ANALYTICAL VALUATION OF PARTIAL LOOKBACK 1. Density Functions
JOURNAL OF INDUSTRIAL AND Website: http://AIMsciences.org MANAGEMENT OPTIMIZATION
Journal of Computational Finance, Vol.6, No.2, 39-77. FAST AT-THE-MONEY CALIBRATION OF THE LIBOR MARKET
CREDIT CONTAGION: PRICING CROSS-COUNTRY RISK IN BRADY DEBT MARKETS
This article was downloaded by:[Wu, Lixin] On: 30 March 2008
"Market Model" vs. "Foreign Currency Analogy"
Asian Options with the American Early Exercise Lixin Wu, \Lambda Hong Yu y and YueKuen Kwok z
