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

Refined By:
Date Issued:  [2000 TO 2023]
Subject:  Mean-reverting

Results 1-2 of 2 (Search time: 0.002 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.
2Jan-2008On an approximation method for pricing a high-dimensional basket option on assets with mean-reverting pricesLi, X. ; Wu, Z.