| Solving linear diffusion equations with the dual reciprocity method in Laplace space S Zhu, P Satravaha, X Lu Engineering Analysis with Boundary Elements 13 (1), 1-10, 1994 | 119 | 1994 |
| A new exact solution for pricing European options in a two-state regime-switching economy SP Zhu, A Badran, X Lu Computers & Mathematics with Applications 64 (8), 2744-2755, 2012 | 72 | 2012 |
| A new subregion boundary element technique based on the domain decomposition method X Lu, W Wu Engineering analysis with boundary elements 29 (10), 944-952, 2005 | 30 | 2005 |
| Semi-analytic valuation of stock loans with finite maturity X Lu, ERM Putri Communications in Nonlinear Science and Numerical Simulation 27 (1-3), 206-215, 2015 | 26 | 2015 |
| A subregion DRBEM formulation for the dynamic analysis of two-dimensional cracks X Lu, W Wu Mathematical and computer modelling 43 (1-2), 76-88, 2006 | 23 | 2006 |
| A combination of LTDRM and ATPS in solving diffusion problems SP Zhu, HW Liu, XP Lu Engineering analysis with boundary elements 21 (3), 285-289, 1998 | 23 | 1998 |
| Pricing puttable convertible bonds with integral equation approaches SP Zhu, S Lin, X Lu Computers & Mathematics with Applications 75 (8), 2757-2781, 2018 | 22 | 2018 |
| A new integral equation formulation for American put options SP Zhu, XJ He, X Lu Quantitative Finance 18 (3), 483-490, 2018 | 19 | 2018 |
| Robust portfolio optimization with multi-factor stochastic volatility BZ Yang, X Lu, G Ma, SP Zhu Journal of Optimization Theory and Applications 186, 264-298, 2020 | 17 | 2020 |
| A semi-analytic valuation of American options under a two-state regime-switching economy X Lu, ERM Putri Physica A: Statistical Mechanics and its Applications 538, 122968, 2020 | 16 | 2020 |
| Finite maturity margin call stock loans X Lu, ERM Putri Operations Research Letters 44 (1), 12-18, 2016 | 16 | 2016 |
| The sinusoidal crack L Xiaoping, M Comninou Engineering fracture mechanics 34 (3), 649-656, 1989 | 14 | 1989 |
| Nonlinear PDE model for European options with transaction costs under Heston stochastic volatility X Lu, SP Zhu, D Yan Communications in Nonlinear Science and Numerical Simulation 103, 105986, 2021 | 11 | 2021 |
| An integral equation approach for the valuation of American-style down-and-out calls with rebates NT Le, SP Zhu, X Lu Computers & Mathematics with Applications 71 (2), 544-564, 2016 | 11 | 2016 |
| Utility-indifference pricing of European options with proportional transaction costs D Yan, X Lu Journal of Computational and Applied Mathematics 397, 113639, 2021 | 10 | 2021 |
| Pricing Parisian down-and-in options SP Zhu, NT Le, W Chen, X Lu Applied Mathematics Letters 43, 19-24, 2015 | 10 | 2015 |
| A note on the calculation of default probabilities in “Structural credit risk modeling with Hawkes jump–diffusion processes” P Pasricha, X Lu, SP Zhu Journal of Computational and Applied Mathematics 381, 113037, 2021 | 9 | 2021 |
| Pricing weather derivatives with the market price of risk extracted from the utility indifference valuation P Li, X Lu, SP Zhu Computers & Mathematics with Applications 79 (12), 3394-3409, 2020 | 9 | 2020 |
| A case study on pricing foreign exchange options using the modified Craig–Sneyd ADI scheme C Mishra, X Lu International Journal of Computer Mathematics 97 (6), 1320-1338, 2020 | 9 | 2020 |
| Pricing American-style Parisian down-and-out call options NT Le, DM Dang Applied Mathematics and Computation 305, 330-347, 2017 | 9 | 2017 |
Song-Ping ZhuProfessor of Mathematics, University of Wollongong, AustraliaAdresse e-mail validée de uow.edu.au
