# zbMATH — the first resource for mathematics

## Wu, Lixin

Compute Distance To:
 Author ID: wu.lixin Published as: Wu, L.; Wu, L. X.; Wu, Li Xin; Wu, Lixin
 Documents Indexed: 35 Publications since 1983, including 2 Books
all top 5

#### Co-Authors

 6 single-authored 6 Kwok, Yue-Kuen 3 Dai, Min 3 Yu, Hong 3 Zhang, Yufeng 2 Avellaneda, Marco 2 Kreiss, Heinz-Otto 2 Zhang, Fan 1 Bai, Yang 1 Deng, Run 1 Giannetti, Antoine 1 Niu, Xiaonan 1 Rui, Wenjuan 1 Shi, Xungang 1 Tang, Hong 1 Wang, Tao 1 Zhai, Xuejun 1 Zhang, Dawei 1 Zhang, Zhenyue 1 Zhong, Rui
all top 5

#### Serials

 8 International Journal of Theoretical and Applied Finance 2 Quantitative Finance 2 Chapman & Hall/CRC Financial Mathematics Series 1 International Journal of Theoretical Physics 1 Mathematics of Computation 1 Applied Mathematics and Computation 1 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods 1 SIAM Journal on Numerical Analysis 1 Southeast Asian Bulletin of Mathematics 1 Applied Numerical Mathematics 1 Mathematical and Computer Modelling 1 Journal of Hebei Normal University. Natural Science Edition 1 Linear Algebra and its Applications 1 Mathematical Problems in Engineering 1 Mathematical Finance 1 European Series in Applied and Industrial Mathematics (ESAIM): Proceedings 1 Review of Derivatives Research 1 Journal of Industrial and Management Optimization 1 Communications in Theoretical Physics
all top 5

#### Fields

 17 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 8 Numerical analysis (65-XX) 5 Partial differential equations (35-XX) 4 Probability theory and stochastic processes (60-XX) 4 Operations research, mathematical programming (90-XX) 3 Dynamical systems and ergodic theory (37-XX) 2 Statistics (62-XX) 1 Combinatorics (05-XX) 1 Nonassociative rings and algebras (17-XX) 1 Integral equations (45-XX) 1 Fluid mechanics (76-XX) 1 Information and communication theory, circuits (94-XX)

#### Citations contained in zbMATH Open

27 Publications have been cited 172 times in 162 Documents Cited by Year
On the stability definition of difference approximations for the initial boundary value problem. Zbl 0782.65119
Kreiss, Heinz O.; Wu, Lixin
1993
Optimal low-rank approximation to a correlation matrix. Zbl 1029.65062
Zhang, Zhenyue; Wu, Lixin
2003
Dufort-Frankel-type methods for linear and nonlinear Schrödinger equations. Zbl 0860.65102
Wu, Lixin
1996
Pricing Parisian-style options with a lattice method. Zbl 1153.91459
Avellaneda, Marco; Wu, Lixin
1999
Pricing multi-asset options with an external barrier. Zbl 0987.91030
Kwok, Yue-Kuen; Wu, Lixin; Yu, Hong
1998
Optimal shouting policies of options with strike reset right. Zbl 1134.91407
Dai, Min; Kwok, Yue Kuen; Wu, Lixin
2004
Dissipative nonlinear evolution equations and chaos. Zbl 1020.37050
Hsieh, D. Y.; Tang, S. Q.; Wang, X. P.; Wu, L. X.
1998
Edge-based smoothed extended finite element method for dynamic fracture analysis. Zbl 07163033
Wu, L.; Liu, P.; Shi, C.; Zhang, Z.; Bui, Tinh Quoc; Jiao, D.
2016
Asian options with the American early exercise feature. Zbl 1153.91574
Wu, Lixin; Kwok, Yue Kuen; Yu, Hong
1999
A corresponding Lie algebra of a reductive homogeneous group and its applications. Zbl 1314.37053
Zhang, Yufeng; Wu, Lixin; Rui, Wenjuan
2015
The semigroup stability of the difference approximations for initial- boundary value problems. Zbl 0820.65053
Wu, Lixin
1995
Options with multiple reset rights. Zbl 1079.91024
Dai, Min; Kwok, Yue Kuen; Wu, Li Xin
2003
Early exercise policies of American floating strike and fixed strike lookback options. Zbl 1042.91533
Yu, Hong; Kwok, Yue Kuen; Wu, Lixin
2001
LIBOR market model with stochastic volatility. Zbl 1135.91363
Wu, Lixin; Zhang, Fan
2006
CVA and FVA to derivatives trades collateralized by cash. Zbl 1337.91126
Wu, Lixin
2015
Credit contagion: pricing cross-country risk in Brady debt markets. Zbl 1153.91584
Avellandeda, Marco; Wu, Lixin
2001
Effects of callable feature on early exercise policy. Zbl 1274.91421
Kwok, Yue Kuen; Wu, Lixin
2000
Complexities arising from the study of a nonlinear evolution system with small dissipation. Zbl 0913.35094
Wang, X. P.; Tang, S. Q.; Wu, L. X.; Hsieh, D. Y.
1998
Upon generating $$(2+1)$$-dimensional dynamical systems. Zbl 1343.37071
Zhang, Yufeng; Bai, Yang; Wu, Lixin
2016
Imaging-duration embedded dynamic scheduling of Earth observation satellites for emergent events. Zbl 1394.90296
Niu, Xiaonan; Tang, Hong; Wu, Lixin; Deng, Run; Zhai, Xuejun
2015
Pricing jump risk with utility indifference. Zbl 1158.91393
Wu, Lixin; Dai, Min
2009
Two (2+1)-dimensional expanding dynamical systems associated to the mKP hierarchy. Zbl 1410.37062
Zhang, Yufeng; Wu, Lixin
2015
Interest rate modeling. Theory and practice. Zbl 1173.91006
Wu, Lixin
2009
On the global character of the system $$x_{n+1}=\frac{\alpha_1+\gamma_1y_n}{x_n}$$ and $$y_{n+1}=\frac{\beta_2x_n+\gamma_2y_n}{B_2x_n+C_2y_n}$$. Zbl 1177.39013
Camouzis, E.; Ladas, G.; Wu, L.
2009
Fast swaption pricing under the market model with a square-root volatility process. Zbl 1134.91380
Wu, Lixin; Zhang, Fan
2008
A spectral method for unbounded flow in a cylindrical coordinate system. Zbl 0875.76413
Shi, Xungang; Wu, Lixin
1996
Substructuring and modal synthesis for damped systems. Zbl 0545.70028
Wu, L.; Greif, R.
1983
Edge-based smoothed extended finite element method for dynamic fracture analysis. Zbl 07163033
Wu, L.; Liu, P.; Shi, C.; Zhang, Z.; Bui, Tinh Quoc; Jiao, D.
2016
Upon generating $$(2+1)$$-dimensional dynamical systems. Zbl 1343.37071
Zhang, Yufeng; Bai, Yang; Wu, Lixin
2016
A corresponding Lie algebra of a reductive homogeneous group and its applications. Zbl 1314.37053
Zhang, Yufeng; Wu, Lixin; Rui, Wenjuan
2015
CVA and FVA to derivatives trades collateralized by cash. Zbl 1337.91126
Wu, Lixin
2015
Imaging-duration embedded dynamic scheduling of Earth observation satellites for emergent events. Zbl 1394.90296
Niu, Xiaonan; Tang, Hong; Wu, Lixin; Deng, Run; Zhai, Xuejun
2015
Two (2+1)-dimensional expanding dynamical systems associated to the mKP hierarchy. Zbl 1410.37062
Zhang, Yufeng; Wu, Lixin
2015
Pricing jump risk with utility indifference. Zbl 1158.91393
Wu, Lixin; Dai, Min
2009
Interest rate modeling. Theory and practice. Zbl 1173.91006
Wu, Lixin
2009
On the global character of the system $$x_{n+1}=\frac{\alpha_1+\gamma_1y_n}{x_n}$$ and $$y_{n+1}=\frac{\beta_2x_n+\gamma_2y_n}{B_2x_n+C_2y_n}$$. Zbl 1177.39013
Camouzis, E.; Ladas, G.; Wu, L.
2009
Fast swaption pricing under the market model with a square-root volatility process. Zbl 1134.91380
Wu, Lixin; Zhang, Fan
2008
LIBOR market model with stochastic volatility. Zbl 1135.91363
Wu, Lixin; Zhang, Fan
2006
Optimal shouting policies of options with strike reset right. Zbl 1134.91407
Dai, Min; Kwok, Yue Kuen; Wu, Lixin
2004
Optimal low-rank approximation to a correlation matrix. Zbl 1029.65062
Zhang, Zhenyue; Wu, Lixin
2003
Options with multiple reset rights. Zbl 1079.91024
Dai, Min; Kwok, Yue Kuen; Wu, Li Xin
2003
Early exercise policies of American floating strike and fixed strike lookback options. Zbl 1042.91533
Yu, Hong; Kwok, Yue Kuen; Wu, Lixin
2001
Credit contagion: pricing cross-country risk in Brady debt markets. Zbl 1153.91584
Avellandeda, Marco; Wu, Lixin
2001
Effects of callable feature on early exercise policy. Zbl 1274.91421
Kwok, Yue Kuen; Wu, Lixin
2000
Pricing Parisian-style options with a lattice method. Zbl 1153.91459
Avellaneda, Marco; Wu, Lixin
1999
Asian options with the American early exercise feature. Zbl 1153.91574
Wu, Lixin; Kwok, Yue Kuen; Yu, Hong
1999
Pricing multi-asset options with an external barrier. Zbl 0987.91030
Kwok, Yue-Kuen; Wu, Lixin; Yu, Hong
1998
Dissipative nonlinear evolution equations and chaos. Zbl 1020.37050
Hsieh, D. Y.; Tang, S. Q.; Wang, X. P.; Wu, L. X.
1998
Complexities arising from the study of a nonlinear evolution system with small dissipation. Zbl 0913.35094
Wang, X. P.; Tang, S. Q.; Wu, L. X.; Hsieh, D. Y.
1998
Dufort-Frankel-type methods for linear and nonlinear Schrödinger equations. Zbl 0860.65102
Wu, Lixin
1996
A spectral method for unbounded flow in a cylindrical coordinate system. Zbl 0875.76413
Shi, Xungang; Wu, Lixin
1996
The semigroup stability of the difference approximations for initial- boundary value problems. Zbl 0820.65053
Wu, Lixin
1995
On the stability definition of difference approximations for the initial boundary value problem. Zbl 0782.65119
Kreiss, Heinz O.; Wu, Lixin
1993
Substructuring and modal synthesis for damped systems. Zbl 0545.70028
Wu, L.; Greif, R.
1983
all top 5

#### Cited by 290 Authors

 12 Dai, Min 10 Kwok, Yue-Kuen 6 Wu, Lixin 5 Svärd, Magnus 5 Zhang, Yufeng 4 Coulombel, Jean-François 4 Wong, Hoi Ying 4 Zhu, Changjiang 3 Bi, Shujun 3 Duan, Renjun 3 Duan, Xuefeng 3 Kreiss, Heinz-Otto 3 Nordström, Jan 3 Pan, Shaohua 3 Tang, Shaoqiang 3 Zhang, Xiangzhi 2 Abarbanel, Saul S. 2 Bai, Jianchao 2 Chen, An 2 Chesney, Marc 2 Dehghan Takht Fooladi, Mehdi 2 Feng, Shanzhuang 2 Gaudenzi, Marcellino 2 Goard, Joanna M. 2 Hui, Cho-Hoi 2 Li, Jiaofen 2 Lo, Chi-Fai 2 Müller, Bernhard 2 Pei, Bin 2 Pietersz, Raoul 2 Ruan, Lizhi 2 Sarbach, Olivier C. A. 2 Suchanecki, Michael 2 Taleei, Ameneh 2 Wang, Tingchun 2 Xie, Shusen 2 Xu, Yong 2 Yi, Fahuai 2 Zhang, Xinjun 2 Zhao, Huijiang 2 Zhu, Xiaojing 1 Abell, Jeff 1 Alexander, Carol 1 Arrouy, Pierre-Edouard 1 Backhaus, Jochen 1 Bai, Yang 1 Ballotta, Laura 1 Barkaoui, Mohamed 1 Basu, Sukanya 1 Beex, Lars A. A. 1 Berger, Jean 1 Bielecki, Tomasz R. 1 Bokes, Tomáš 1 Bonnefoy, Paul 1 Boumezoued, Alexandre 1 Brigo, Damiano 1 Burren, Daniel 1 Cai, Guorong 1 Carpenter, Mark H. 1 Chang, Hui 1 Chang, Shih-Chieh Bill 1 Chartier, Philippe 1 Chen, Jing 1 Chen, Kaimao 1 Chen, Nan 1 Chen, Xiaoshan 1 Chen, Xiaoyu 1 Cheng, Zhenxing 1 Chertock, Alina E. 1 Choe, Geon Ho 1 Chu, Chi Chiu 1 Čiegis, Raimondas 1 Cordeiro, Sérgio Gustavo Ferreira 1 Costeniuc, Marius 1 Crepey, Stephane 1 Cui, Xiangyang 1 Dai, Guangming 1 Dakin, Gautier 1 Dassios, Angelos 1 Deng, Guohe 1 Desmet, Wim 1 Després, Bruno 1 Devineau, Laurent 1 Ding, Chao 1 Ditkowski, Adi 1 Dong, Huanhe 1 Dufresne, Louis 1 Dumas, Guy 1 Ehrhardt, Matthias 1 Feng, Shengzhong 1 Ferreiro, Ana M. 1 Frey, Rüdiger 1 Fusai, Gianluca 1 Gaitonde, Datta V. 1 Gao, Zhen 1 García-Rodríguez, José Antonio 1 Gauthier, Laurent 1 Giles, Michael B. 1 Glau, Kathrin 1 Gloria, Antoine ...and 190 more Authors
all top 5

#### Cited in 78 Serials

 9 Journal of Computational Physics 7 International Journal of Theoretical and Applied Finance 7 Quantitative Finance 6 Journal of Computational and Applied Mathematics 6 Applied Numerical Mathematics 6 Mathematical Finance 5 Journal of Economic Dynamics & Control 5 Journal of Scientific Computing 5 Applied Mathematical Modelling 4 Computer Methods in Applied Mechanics and Engineering 4 Journal of Mathematical Analysis and Applications 4 Applied Mathematics and Computation 4 European Journal of Operational Research 4 Linear Algebra and its Applications 4 Applied Mathematical Finance 4 Advances in Difference Equations 3 BIT 3 Insurance Mathematics & Economics 3 Mathematical and Computer Modelling 3 Finance and Stochastics 2 Computers & Mathematics with Applications 2 Lithuanian Mathematical Journal 2 Mathematics of Computation 2 Journal of Differential Equations 2 Mathematical Problems in Engineering 2 Optimization Methods & Software 2 Asia-Pacific Financial Markets 1 Computers and Fluids 1 Communications in Mathematical Physics 1 Computer Physics Communications 1 Ingenieur-Archiv 1 International Journal of Theoretical Physics 1 Journal of Mathematical Physics 1 Journal of Geometry and Physics 1 Journal of Applied Probability 1 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods 1 Numerische Mathematik 1 SIAM Journal on Control and Optimization 1 Operations Research Letters 1 Statistics 1 Journal of Complexity 1 Computers & Operations Research 1 Numerical Methods for Partial Differential Equations 1 Asia-Pacific Journal of Operational Research 1 Journal of Global Optimization 1 Numerical Algorithms 1 International Journal of Computer Mathematics 1 Stochastic Processes and their Applications 1 Mathematical Programming. Series A. Series B 1 Numerical Linear Algebra with Applications 1 Complexity 1 Journal of Inequalities and Applications 1 Journal of Applied Mathematics and Decision Sciences 1 Discrete Dynamics in Nature and Society 1 European Journal of Mechanics. A. Solids 1 Communications in Nonlinear Science and Numerical Simulation 1 Living Reviews in Relativity 1 The ANZIAM Journal 1 Decisions in Economics and Finance 1 Journal of Numerical Mathematics 1 Stochastics and Dynamics 1 North American Actuarial Journal 1 Review of Derivatives Research 1 Journal of Hyperbolic Differential Equations 1 Acta Numerica 1 Computational Management Science 1 Journal of Industrial and Management Optimization 1 European Series in Applied and Industrial Mathematics (ESAIM): Mathematical Modelling and Numerical Analysis 1 Frontiers of Mathematics in China 1 Nonlinear Analysis. Hybrid Systems 1 Kinetic and Related Models 1 Confluentes Mathematici 1 Advances in Mathematical Physics 1 Advances in Numerical Analysis 1 Symmetry 1 ISRN Applied Mathematics 1 Nonlinear Analysis. Theory, Methods & Applications 1 Journal de l’École Polytechnique – Mathématiques
all top 5

#### Cited in 26 Fields

 67 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 60 Numerical analysis (65-XX) 51 Partial differential equations (35-XX) 26 Probability theory and stochastic processes (60-XX) 13 Operations research, mathematical programming (90-XX) 11 Fluid mechanics (76-XX) 9 Statistics (62-XX) 8 Dynamical systems and ergodic theory (37-XX) 8 Mechanics of deformable solids (74-XX) 6 Calculus of variations and optimal control; optimization (49-XX) 5 Linear and multilinear algebra; matrix theory (15-XX) 4 Ordinary differential equations (34-XX) 4 Optics, electromagnetic theory (78-XX) 3 Classical thermodynamics, heat transfer (80-XX) 3 Quantum theory (81-XX) 2 Difference and functional equations (39-XX) 2 Integral equations (45-XX) 2 Biology and other natural sciences (92-XX) 2 Systems theory; control (93-XX) 1 Combinatorics (05-XX) 1 Approximations and expansions (41-XX) 1 Integral transforms, operational calculus (44-XX) 1 Global analysis, analysis on manifolds (58-XX) 1 Computer science (68-XX) 1 Statistical mechanics, structure of matter (82-XX) 1 Relativity and gravitational theory (83-XX)