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~isPartOf:"Applied economics letters"
~isPartOf:"Journal of financial markets"
~isPartOf:"The journal of computational finance"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~person:"Li, Yuying"
~type_genre:"Aufsatz in Zeitschrift"
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Option pricing theory
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Li, Yuying
Ryu, Doojin
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6
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Applied economics letters
Journal of financial markets
The journal of computational finance
The journal of derivatives : the official publication of the International Association of Financial Engineers
Journal of banking & finance
2
Review of derivatives research
1
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ECONIS (ZBW)
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Reconstructing the unknown local volatility function
Coleman, Thomas F.
;
Li, Yuying
;
Verma, Arun
- In:
The journal of computational finance
2
(
1999
)
3
,
pp. 77-102
Persistent link: https://www.econbiz.de/10001638601
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2
A Newton method for American option pricing
Coleman, Thomas F.
;
Li, Yuying
;
Verma, Arun
- In:
The journal of computational finance
5
(
2002
)
3
,
pp. 51-78
Persistent link: https://www.econbiz.de/10001695279
Saved in:
3
Calibrating volatility function bounds for an uncertain volatility model
Coleman, Thomas F.
;
He, Changhong
;
Li, Yuying
- In:
The journal of computational finance
13
(
2009/10
)
4
,
pp. 63-93
Persistent link: https://www.econbiz.de/10003996075
Saved in:
4
Optimal execution under jump models for uncertain price impact
Moazeni, Somayeh
;
Coleman, Thomas F.
;
Li, Yuying
- In:
The journal of computational finance
16
(
2012/13
)
4
,
pp. 35-78
Persistent link: https://www.econbiz.de/10009776261
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