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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
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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
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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
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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
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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
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Book review
Li, Yuying - In: International review of economics & finance : IREF 18 (2009) 1, pp. 175-176
Persistent link: https://www.econbiz.de/10008160491
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Book review
Li, Yuying - In: International review of economics & finance : IREF 18 (2009) 1, pp. 175-177
Persistent link: https://www.econbiz.de/10008890598