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Browsing by Author Li, Yuying

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Showing results 17 to 36 of 39
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PreviewIssue DateTitleAuthor(s)
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
22-Jan-2003Segmentation of Pulmonary Nodule Images Using Total Variation MinimizationColeman, Thomas F.; Li, Yuying; Mariano, Adriano
Mar-1993Solving $L_{p}$-Norm Problems and ApplicationsLi, Yuying
Jul-1995A Subspace, Interior, and Conjugate Gradient Method for Large-scale Bound-constrained Minimization ProblemsBranch, Mary Ann; Coleman, Thomas F.; Li, Yuying
Jul-1995A Subspace, Interior, and Conjugate Gradient Method for Large-ScaleBound-Constrained Minimization ProblemsBranch, Mary Ann; Coleman, Thomas F.; Li, Yuying
Showing results 17 to 36 of 39
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