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Browsing by Author Li, Yuying

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PreviewIssue DateTitleAuthor(s)
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
Nov-1992On The Convergence of Reflective Newton Methods for Large-Scale Nonlinear Minimization Subject to BoundsColeman, Thomas F.; Li, Yuying
Nov-1992On the Convergence of Reflective Newton Methods for Large-scale Nonlinear Minimization Subject to BoundsColeman, Thomas F.; Li, Yuying
Aug-1996Piecewise Differentiable Minimization for Ill-posed Inverse ProblemsLi, Yuying
Apr-1990A Quadratically-Convergent Algorithm for the Linear Programming Problem with Lower and Upper BoundsColeman, Thomas F.; Li, Yuying
23-Jan-2003Reconstructing the Unknown Local Volatility FunctionColeman, Thomas F.; Li, Yuying; Verma, Arun
Sep-1998Reconstructing the unknown volatility functionColeman, Thomas F; Li, Yuying; Verma, Arun
Nov-1992A Reflective Newton Method for Minimizing a Quadratic Function Subject to Bounds on Some of the VariablesColeman, Thomas F.; Li, Yuying
Nov-1992A Reflective Newton Method for Minimizing a Quadratic FunctionSubject to Bounds on Some of The Variables.Coleman, Thomas F.; Li, Yuying
12-Apr-2004Robustly Hedging Variable Annuities with Guarantees Under Jump and Volatility RisksColeman, Thomas; Kim, Yohan; Li, Yuying; Patron, Maria-Cristina
Sep-1998Segmentation of Pulmonary Nodule Images Using Total VariationMinimizationColeman, Thomas F.; Li, Yuying; Mariano, Adrian
Showing results 13 to 32 of 39
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