Concepedia

Lixin Wu

LW

Statistics

Publications

10

Citations

460

H-Index

10

Active since

1993

Affiliations

Hong Kong University of Science and Technology(Current)

Courant Institute of Mathematical Sciences

New York University

University of Hong Kong

Lixin Wu is an author at Hong Kong University of Science and Technology specializing in financial economics, finance, and economics.

ORCID

Publications per year

1993–2006

10

Publications

10

On the stability definition of difference approximations for the initial boundary value problem

H.- Kreiss, Lixin Wu · Applied Numerical Mathematics · 1993 · 86 citations

, , +14

Dufort–Frankel-Type Methods for Linear and Nonlinear Schrödinger Equations

Lixin Wu · SIAM Journal on Numerical Analysis · 1996 · 65 citations

, , +13

PRICING PARISIAN-STYLE OPTIONS WITH A LATTICE METHOD

Marco Avellaneda, Lixin Wu · International Journal of Theoretical and Applied Finance · 1999 · 65 citations

, , +17

LIBOR market model with stochastic volatility

Lixin Wu, Fan Zhang · Journal of Industrial and Management Optimization · 2006 · 64 citations

, , +17

Optimal low-rank approximation to a correlation matrix

Zhenyue Zhang, Lixin Wu · Linear Algebra and its Applications · 2003 · 46 citations

, , +12

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