|
|
eCommons@Cornell >
Browsing by Author Li, Yuying
Showing results 9 to 28 of 39
| Preview | Issue Date | Title | Author(s) | | 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 |
| Nov-1994 | On Global Convergence of a Trust Region and Affine Scaling Method for Nonlinearly Constrained Minimization | Li, Yuying |
| Nov-1994 | On Global Convergence of A Trust Region and Affine Scaling Methodfor Nonlinearly Constrained Minimization | Li, Yuying |
| Nov-1992 | On The Convergence of Reflective Newton Methods for Large-Scale Nonlinear Minimization Subject to Bounds | Coleman, Thomas F.; Li, Yuying |
| Nov-1992 | On the Convergence of Reflective Newton Methods for Large-scale Nonlinear Minimization Subject to Bounds | Coleman, Thomas F.; Li, Yuying |
| Aug-1996 | Piecewise Differentiable Minimization for Ill-posed Inverse Problems | Li, Yuying |
| Apr-1990 | A Quadratically-Convergent Algorithm for the Linear Programming Problem with Lower and Upper Bounds | Coleman, Thomas F.; Li, Yuying |
| 23-Jan-2003 | Reconstructing the Unknown Local Volatility Function | Coleman, Thomas F.; Li, Yuying; Verma, Arun |
| Sep-1998 | Reconstructing the unknown volatility function | Coleman, Thomas F; Li, Yuying; Verma, Arun |
Showing results 9 to 28 of 39
|
