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Li, Y.
43
Li, Yuying
8
Ip, W.H.
5
Coleman, Thomas F
4
Wang, D.W.
4
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3
Coleman, Thomas F.
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Levchenkov, Dmitriy
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Energy conversion and management : ECM
5
International journal of production research : American Institute of Industrial Engineers ; Society of Manufacturing Engineers
5
International journal of production economics
4
Journal of the Operational Research Society : OR
3
Annals of operations research
2
Economics letters
2
Ergonomics : an international journal of research and practice in human factors and ergonomics ; the official publication of the Ergonomics Society and International Ergonomics Association
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2
International review of economics & finance : IREF
2
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The journal of computational finance
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Applied ergonomics : the journal of people's relationships with equipment, environments and work systems
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1
European journal of operational research : EJOR
1
IEEE transactions on reliability : R ; IEEE T R
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INFOR : information systems and operational research
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Iron & steel technology : a publication of the Association for Iron & Steel Technology
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Journal of database management : JDM ; an official publication of the International Data Management Institute of the Information Resources Management Association
1
Journal of global optimization : an international journal dealing with theoretical and computational aspects of seeking global optima and their applications in science, management and engineering
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Journal of muscle research and cell motility
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Journal of risk
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Mathematical methods of operations research
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Production planning & control : PPC
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Pulp & paper Canada
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Review of derivatives research
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SÖFW-Journal : internationales Journal für angewandte Wissenschaft ; Kosmetik, Haushalt, Spezialprodukte
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Tetsu-to-hagane
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The economist
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The journal of risk and insurance : the journal of the American Risk and Insurance Association
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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/10007869920
Saved in:
2
Dotted Representations of Mean-Variance Efficient Frontiers and their Computation
Levchenkov, Dmitriy
;
Coleman, Thomas F
;
Li, Yuying
- In:
INFOR : information systems and operational research
47
(
2009
)
1
,
pp. 15-23
Persistent link: https://www.econbiz.de/10008376158
Saved in:
3
Risk-minimization hedging under nonoptimal exercising
Levchenkov, Dmitriy
;
Coleman, Thomas F
;
Li, Yuying
- In:
Journal of risk
13
(
2011
)
4
,
pp. 63-95
Persistent link: https://www.econbiz.de/10009180078
Saved in:
4
Hedging guarantees in variable annuities under both equity and interest rate risks
Coleman, Thomas F.
;
Li, Yuying
;
Patron, Maria-Cristina
- In:
Insurance / Mathematics & economics
38
(
2006
)
2
,
pp. 215-228
Persistent link: https://www.econbiz.de/10006871529
Saved in:
5
Book review
Li, Yuying
- In:
International review of economics & finance : IREF
18
(
2009
)
1
,
pp. 175-176
Persistent link: https://www.econbiz.de/10008160491
Saved in:
6
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:
7
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:
8
Book review
Li, Yuying
- In:
International review of economics & finance : IREF
18
(
2009
)
1
,
pp. 175-177
Persistent link: https://www.econbiz.de/10008890598
Saved in:
9
Parallel Continuation-Based Global Optimization for Molecular Conformation and Protein Folding
Coleman, Thomas F.
;
Wu, Zhijun
- In:
Journal of global optimization : an international …
8
(
1996
)
1
,
pp. 49-66
Persistent link: https://www.econbiz.de/10007208641
Saved in:
10
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
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