| A fast symmetric SVD algorithm for square Hankel matrices W Xu, S Qiao Linear Algebra and its Applications 428 (2-3), 550-563, 2008 | 47 | 2008 |
| Moment matching machine learning methods for risk management of large variable annuity portfolios W Xu, Y Chen, C Coleman, TF Coleman Journal of Economic Dynamics and Control 87, 1-20, 2018 | 42 | 2018 |
| A divide-and-conquer method for the Takagi factorization W Xu, S Qiao SIAM journal on matrix analysis and applications 30 (1), 142-153, 2008 | 41 | 2008 |
| A new sampling strategy willow tree method with application to path-dependent option pricing W Xu, Z Hong, C Qin Quantitative Finance 13 (6), 861-872, 2013 | 36 | 2013 |
| Condition numbers for structured least squares problems W Xu, Y Wei, S Qiao BIT Numerical Mathematics 46, 203-225, 2006 | 33 | 2006 |
| A fast SVD for multilevel block Hankel matrices with minimal memory storage L Lu, W Xu, S Qiao Numerical Algorithms 69 (4), 875-891, 2015 | 32 | 2015 |
| A twisted factorization method for symmetric SVD of a complex symmetric tridiagonal matrix W Xu, S Qiao Numerical Linear Algebra with Applications 16 (10), 801-815, 2009 | 29 | 2009 |
| Pricing American options by willow tree method under jump-diffusion process W Xu, Y Yin Journal of Derivatives 22 (1), 46, 2014 | 26 | 2014 |
| Willow tree algorithms for pricing guaranteed minimum withdrawal benefits under jump-diffusion and CEV models B Dong, W Xu, YK Kwok Quantitative Finance 19 (10), 1741-1761, 2019 | 23 | 2019 |
| Efficient willow tree method for European-style and American-style moving average barrier options pricing L Lu, W Xu, Z Qian Quantitative Finance 17 (6), 889-906, 2017 | 22 | 2017 |
| Price of climate risk hedging under uncertainty A Rubtsov, W Xu, A Šević, Ž Šević Technological Forecasting and Social Change 165, 120430, 2021 | 20 | 2021 |
| Block Lanczos tridiagonalization of complex symmetric matrices S Qiao, G Liu, W Xu Advanced Signal Processing Algorithms, Architectures, and Implementations XV …, 2005 | 20 | 2005 |
| Tikhonov regularization for weighted total least squares problems Y Wei, N Zhang, MK Ng, W Xu Applied mathematics letters 20 (1), 82-87, 2007 | 18 | 2007 |
| A unified willow tree framework for one-factor short-rate models G Wang, W Xu The Journal of Derivatives 25 (3), 33-54, 2018 | 17 | 2018 |
| A preconditioned conjugate gradient algorithm for GeneRank with application to microarray data mining G Wu, W Xu, Y Zhang, Y Wei Data Mining and Knowledge Discovery 26, 27-56, 2013 | 16 | 2013 |
| Fast (structured) Newton computations TF Coleman, W Xu SIAM Journal on Scientific Computing 31 (2), 1175-1191, 2009 | 16 | 2009 |
| An efficient convergent willow tree method for American and exotic option pricing under stochastic volatility models J Ma, S Huang, W Xu The Journal of Derivatives 27 (1), 75-98, 2020 | 15 | 2020 |
| A simple and efficient two-factor willow tree method for convertible bond pricing with stochastic interest rate and default risk L Lu, W Xu The Journal of Derivatives 25 (1), 37-54, 2017 | 15 | 2017 |
| An efficient convergent lattice method for Asian option pricing with superlinear complexity L Lu, W Xu, Z Qian Journal of Computational Finance, Forthcoming, 2016 | 15 | 2016 |
| Automatic Differentiation in MATLAB using ADMAT with Applications TF Coleman, W Xu Society for industrial and applied mathematics, 2016 | 14 | 2016 |
