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Browsing by Author Li, Yuying
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Preview  Issue Date  Title  Author(s)   Jul1989  A Global and Quadratic Affine Scaling Method for Linear $L_{1}$ Problems.  Coleman, Thomas F.; Li, Yuying 
 Apr1990  A Global and QuadraticallyConvergent Method for Linear $L_{\infty}$ Problems  Coleman, Thomas F.; Li, Yuying 
 Jun1991  A Globally Convergent Method for Lp Problems  Li, Yuying 
 19Jan2003  Hedging a Portfolio of derivatives by Modeling Cost  Boyle, Katharyn A.; Coleman, Thomas F.; Li, Yuying 
 22Jan2003  Hedging a Portfolio of Derivatives by Modeling Cost  Boyle, Katharyn A.; Coleman, Thomas F.; Li, Yuying 
 21May2004  Hedging guarantees in variable annuities (under both market and interest rate risks)  Coleman, Thomas F; Li, Yuying; Patron, MariaCristina 
 May1993  An Interior Trust Region Approach for Nonlinear Minimization Subject to Bounds  Coleman, Thomas F.; Li, Yuying 
 21May2004  Minimizing CVaR and VaR for a portfolio of derivatives  alexander, siddharth; coleman, thomas f.; Li, Yuying 
 Nov1995  A Newton Acceleration of the Weiszfeld Algorithm for Minimizing the Sum of Euclidean Distances  Li, Yuying 
 Nov1995  A Newton Acceleration of the Weiszfeld Algorithm for Minimizing the Sum ofEuclidean Distances  Li, Yuying 
 23Jan2003  A Newton Method for American Option Pricing  Coleman, Thomas F.; Li, Yuying; Verma, Arun 
 Nov1994  On Global Convergence of a Trust Region and Affine Scaling Method for Nonlinearly Constrained Minimization  Li, Yuying 
 Nov1994  On Global Convergence of A Trust Region and Affine Scaling Methodfor Nonlinearly Constrained Minimization  Li, Yuying 
 Nov1992  On The Convergence of Reflective Newton Methods for LargeScale Nonlinear Minimization Subject to Bounds  Coleman, Thomas F.; Li, Yuying 
 Nov1992  On the Convergence of Reflective Newton Methods for Largescale Nonlinear Minimization Subject to Bounds  Coleman, Thomas F.; Li, Yuying 
 Aug1996  Piecewise Differentiable Minimization for Illposed Inverse Problems  Li, Yuying 
 Apr1990  A QuadraticallyConvergent Algorithm for the Linear Programming Problem with Lower and Upper Bounds  Coleman, Thomas F.; Li, Yuying 
 23Jan2003  Reconstructing the Unknown Local Volatility Function  Coleman, Thomas F.; Li, Yuying; Verma, Arun 
 Sep1998  Reconstructing the unknown volatility function  Coleman, Thomas F; Li, Yuying; Verma, Arun 
 Nov1992  A Reflective Newton Method for Minimizing a Quadratic Function Subject to Bounds on Some of the Variables  Coleman, Thomas F.; Li, Yuying 
Showing results 10 to 29 of 39
