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Discrete hedging of American-type options using local risk minimization
Coleman, Thomas F.
;
Levchenkov, Dmitriy
;
Li, Yuying
- In:
Journal of banking & finance
31
(
2007
)
11
,
pp. 3398-3419
Persistent link: https://www.econbiz.de/10003577412
Saved in:
2
Minimizing CVaR and VaR for a portfolio of derivatives
Alexander, S.
;
Coleman, T. F.
;
Li, Yuying
- In:
Journal of banking & finance
30
(
2006
)
2
,
pp. 583-605
Persistent link: https://www.econbiz.de/10003291325
Saved in:
3
Consumption habit and international stock returns
Li, Yuming
;
Zhong, Maosen
- In:
Journal of banking & finance
29
(
2005
)
3
,
pp. 579-601
Persistent link: https://www.econbiz.de/10002516925
Saved in:
4
Learning sequential option hedging models from market data
Nian Ke
;
Coleman, Thomas F.
;
Li, Yuying
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013256585
Saved in:
5
Minimizing CVaR and VaR for a portfolio of derivatives
Alexander, S.
;
Coleman, T.F.
;
Li, Y.
- In:
Journal of banking & finance
30
(
2006
)
2
,
pp. 583-606
Persistent link: https://www.econbiz.de/10005878626
Saved in:
6
Supply, demand, and risk premiums in electricity markets
Jacobs, Kris
;
Li, Yu
;
Pirrong, Craig
- In:
Journal of banking & finance
135
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013401940
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