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Browsing by Author Li, Yuying

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PreviewIssue DateTitleAuthor(s)
Sep-1993Centering, Trust Region, Reflective Techniques for Nonlinear Minimization Subject to BoundsLi, Yuying
Jul-1997Combining Trust Region and Affine Scaling Linearly ConstrainedNonconvex MinimizationColeman, T. F.; Li, Yuying
Dec-1988The Computational Structure and Characterization of Nonlinear Discrete Chebyshev ProblemsConn, Andrew R.; Li, Yuying
22-Jan-2003Discrete Hedging Under Piecewise Linear Risk ManagementColeman, Thomas F.; Li, Yuying; Patron, Maria-Cristina
23-Jan-2003Dynamic Hedging in a Volatile MarketColeman, Thomas F.; Kim, Yohan; Li, Yuying; Verma, Arun
23-Jan-2003Dynamic Hedging with a Deterministic Local Volatility Function ModelColeman, Thomas F.; Kim, Yohan; Li, Yuying; Verma, Arun
Mar-1990An Efficient Algorithm for Nonlinear Minimax ProblemsConn, Andrew R.; Li, Yuying
Jul-1989A Global and Quadratic Affine Scaling Method for Linear $L_{1}$ Problems.Coleman, Thomas F.; Li, Yuying
Apr-1990A Global and Quadratically-Convergent Method for Linear $L_{\infty}$ ProblemsColeman, Thomas F.; Li, Yuying
Jun-1991A Globally Convergent Method for Lp ProblemsLi, Yuying
19-Jan-2003Hedging a Portfolio of derivatives by Modeling CostBoyle, Katharyn A.; Coleman, Thomas F.; Li, Yuying
22-Jan-2003Hedging a Portfolio of Derivatives by Modeling CostBoyle, Katharyn A.; Coleman, Thomas F.; Li, Yuying
21-May-2004Hedging guarantees in variable annuities (under both market and interest rate risks)Coleman, Thomas F; Li, Yuying; Patron, Maria-Cristina
May-1993An Interior Trust Region Approach for Nonlinear Minimization Subject to BoundsColeman, Thomas F.; Li, Yuying
21-May-2004Minimizing CVaR and VaR for a portfolio of derivativesalexander, siddharth; coleman, thomas f.; Li, Yuying
Nov-1995A Newton Acceleration of the Weiszfeld Algorithm for Minimizing the Sum of Euclidean DistancesLi, Yuying
Nov-1995A Newton Acceleration of the Weiszfeld Algorithm for Minimizing the Sum ofEuclidean DistancesLi, Yuying
23-Jan-2003A Newton Method for American Option PricingColeman, Thomas F.; Li, Yuying; Verma, Arun
Nov-1994On Global Convergence of a Trust Region and Affine Scaling Method for Nonlinearly Constrained MinimizationLi, Yuying
Nov-1994On Global Convergence of A Trust Region and Affine Scaling Methodfor Nonlinearly Constrained MinimizationLi, Yuying
Showing results 3 to 22 of 39
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