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Publications by Lixin Wu

Pricing Multi-Asset Options With an External Barrier

International Journal of Theoretical and Applied Finance

English

Pricing Jump Risk With Utility Indifference

SSRN Electronic Journal

English

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An Asset-Pricing View of External Adjustment

Journal of International Economics

English

An Asset-Pricing View of External Adjustment

SSRN Electronic Journal

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Multi-Criteria Classification for Pricing European Options

Studies in Nonlinear Dynamics and Econometrics

Social Sciences

English

An Equilibrium Asset Pricing Model With Labor Market Search

English

Pricing Early-Exercise and Discrete Barrier Options by Shannon Wavelet Expansions

SSRN Electronic Journal

English

International Asset Pricing With Recursive Preferences

Journal of Finance

English

Pricing of Margrabe Options for Large Investors With Application to Asset-Liability Management in Life Insurance

Journal of Mathematical Finance

English

Pricing Vulnerable Options With Copulas

SSRN Electronic Journal

English

Testing Habits in an Asset Pricing Model

SSRN Electronic Journal

English