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eCommons@Cornell >
Browsing by Author Li, Yuying
Showing results 1 to 20 of 39
| Preview | Issue Date | Title | Author(s) | | Dec-1994 | An Affine Scaling Algorithm for Minimizing Total Variation in ImageEnhancement | Li, Yuying; Santosa, Fadil |
| Dec-1994 | An Affine Scaling Algorithm for Minimizing Total Variation in Image Enhancement | Li, Yuying; Santosa, Fadil |
| Sep-1993 | Centering, Trust Region, Reflective Techniques for Nonlinear Minimization Subject to Bounds | Li, Yuying |
| Jul-1997 | Combining Trust Region and Affine Scaling Linearly ConstrainedNonconvex Minimization | Coleman, T. F.; Li, Yuying |
| Dec-1988 | The Computational Structure and Characterization of Nonlinear Discrete Chebyshev Problems | Conn, Andrew R.; Li, Yuying |
| 22-Jan-2003 | Discrete Hedging Under Piecewise Linear Risk Management | Coleman, Thomas F.; Li, Yuying; Patron, Maria-Cristina |
| 23-Jan-2003 | Dynamic Hedging in a Volatile Market | Coleman, Thomas F.; Kim, Yohan; Li, Yuying; Verma, Arun |
| 23-Jan-2003 | Dynamic Hedging with a Deterministic Local Volatility Function Model | Coleman, Thomas F.; Kim, Yohan; Li, Yuying; Verma, Arun |
| Mar-1990 | An Efficient Algorithm for Nonlinear Minimax Problems | Conn, Andrew R.; Li, Yuying |
| Jul-1989 | A Global and Quadratic Affine Scaling Method for Linear $L_{1}$ Problems. | Coleman, Thomas F.; Li, Yuying |
| Apr-1990 | A Global and Quadratically-Convergent Method for Linear $L_{\infty}$ Problems | Coleman, Thomas F.; Li, Yuying |
| Jun-1991 | A Globally Convergent Method for Lp Problems | Li, Yuying |
| 19-Jan-2003 | Hedging a Portfolio of derivatives by Modeling Cost | Boyle, Katharyn A.; Coleman, Thomas F.; Li, Yuying |
| 22-Jan-2003 | Hedging a Portfolio of Derivatives by Modeling Cost | Boyle, Katharyn A.; Coleman, Thomas F.; Li, Yuying |
| 21-May-2004 | Hedging guarantees in variable annuities (under both market and interest rate risks) | Coleman, Thomas F; Li, Yuying; Patron, Maria-Cristina |
| May-1993 | An Interior Trust Region Approach for Nonlinear Minimization Subject to Bounds | Coleman, Thomas F.; Li, Yuying |
| 21-May-2004 | Minimizing CVaR and VaR for a portfolio of derivatives | alexander, siddharth; coleman, thomas f.; Li, Yuying |
| Nov-1995 | A Newton Acceleration of the Weiszfeld Algorithm for Minimizing the Sum of Euclidean Distances | Li, Yuying |
| Nov-1995 | A Newton Acceleration of the Weiszfeld Algorithm for Minimizing the Sum ofEuclidean Distances | Li, Yuying |
| 23-Jan-2003 | A Newton Method for American Option Pricing | Coleman, Thomas F.; Li, Yuying; Verma, Arun |
Showing results 1 to 20 of 39
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