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Optimal portfolio execution wi...
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Zhang, Yu
294
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32
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26
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21
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ECONIS (ZBW)
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BASE
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EconStor
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21
Complexity results and effective algorithms for worst-case linear optimization under uncertainties
Luo, Hezhi
;
Ding, Xiaodong
;
Peng, Jiming
;
Jiang, Rujun
; …
- In:
INFORMS journal on computing : JOC
33
(
2021
)
1
,
pp. 180-197
Persistent link: https://www.econbiz.de/10012496371
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22
Computing exponential moments of the discrete maximum of a Lévy process and lookback options
Feng, Liming
;
Linetsky, Vadim
- In:
Finance and stochastics
13
(
2009
)
4
,
pp. 501-529
Persistent link: https://www.econbiz.de/10003899518
Saved in:
23
Quadratic finite element and preconditioning methods for options pricing in the SVCY model
Zhang, Ying-ying
;
Pang, Hong-kui
;
Feng, Liming
;
Jin, …
- In:
The journal of computational finance
17
(
2013/14
)
3
,
pp. 3-30
Persistent link: https://www.econbiz.de/10010366298
Saved in:
24
Computational methods for Levy and jump diffusion processes : applications in financial engineering
Feng, Liming
-
2006
Persistent link: https://www.econbiz.de/10003908099
Saved in:
25
Variational methods in derivatives pricing
Feng, Liming
;
Kovalov, Pavlo
;
Linetsky, Vadim
; …
- In:
Financial engineering
,
(pp. 301-342)
.
2008
Persistent link: https://www.econbiz.de/10003567137
Saved in:
26
Pricing discretely monitored barrier options and defaultable bonds in Lévy process models : a fast Hilbert transform approach
Feng, Liming
;
Linetsky, Vadim
- In:
Mathematical finance : an international journal of …
18
(
2008
)
3
,
pp. 337-384
Persistent link: https://www.econbiz.de/10003752266
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27
Investor sentiment, property nature and corporate investment efficiency : based on the mediation mechanism in credit financing
Huang, Hongbin
;
Jin, Guanghui
;
Chen, Jingnan
- In:
China finance review international
6
(
2016
)
1
,
pp. 56-76
Persistent link: https://www.econbiz.de/10011722593
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28
Optimal leveraged portfolio selection under quasi-elastic market impact
Edirisinghe, Chanaka
;
Chen, Jingnan
;
Jeong, Jaehwan
- In:
Operations research
71
(
2023
)
5
,
pp. 1558-1576
Persistent link: https://www.econbiz.de/10014393151
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29
Optimal portfolio deleveraging under market impact and margin restrictions
Edirisinghe, Chanaka
;
Jeong, Jaehwan
;
Chen, Jingnan
- In:
European journal of operational research : EJOR
294
(
2021
)
2
,
pp. 746-759
Persistent link: https://www.econbiz.de/10012595904
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30
A closed-form mean-variance-skewness portfolio strategy
Zhen, Fang
;
Chen, Jingnan
- In:
Finance research letters
47
(
2022
)
2
,
pp. 1-10
Persistent link: https://www.econbiz.de/10013553596
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