1. ScholarBank@NUS

Li Xun

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Profile

Full Name
Li Xun
(not current staff)
Variants
Li, X.
 
Main Affiliation
 
Faculty
 
Email
matlx@nus.edu.sg
 

Publications

Results 1-3 of 3 (Search time: 0.004 seconds).

Issue DateTitleAuthor(s)
1Mar-2006A semi-analytic method for valuing high-dimensional options on the maximum and minimum of multiple assetsLi, X. ; Wu, Z.
2Nov-2006Continuous-time mean-variance efficiency: The 80% ruleLi, X. ; Zhou, X.Y.
3Jan-2008On an approximation method for pricing a high-dimensional basket option on assets with mean-reverting pricesLi, X. ; Wu, Z.