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~isPartOf:"The journal of computational finance"
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Li, Yuying
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Coleman, Thomas F.
4
Coleman, Thomas F
2
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The journal of computational finance
International review of financial analysis
21
Finance research letters
19
International journal of production research
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Annual report on the development of the Indian Ocean Region ...
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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The European journal of finance
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IEEE transactions on engineering management : EM
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International journal of hospitality management
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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
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
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3
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
Saved in:
4
The efficient application of automatic differentiation for computing gradients in financial applications
Xu, Wei
;
Chen, Xi
;
Coleman, Thomas F.
- In:
The journal of computational finance
19
(
2016
)
3
,
pp. 71-96
Persistent link: https://www.econbiz.de/10011563485
Saved in:
5
Calibrating volatility function bounds for an uncertain volatility model
Coleman, Thomas F
;
He, Changhong
;
Li, Yuying
- In:
The journal of computational finance
13
(
2010
)
4
,
pp. 63-95
Persistent link: https://www.econbiz.de/10008437013
Saved in:
6
Optimal execution under jump models for uncertain price impact
Moazeni, Somayeh
;
Coleman, Thomas F
;
Li, Yuying
- In:
The journal of computational finance
16
(
2013
)
4
,
pp. 35-78
Persistent link: https://www.econbiz.de/10010152592
Saved in:
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