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Browsing by Author Li, Yuying
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Preview  Issue Date  Title  Author(s)   Dec1994  An Affine Scaling Algorithm for Minimizing Total Variation in ImageEnhancement  Li, Yuying; Santosa, Fadil 
 Dec1994  An Affine Scaling Algorithm for Minimizing Total Variation in Image Enhancement  Li, Yuying; Santosa, Fadil 
 Sep1993  Centering, Trust Region, Reflective Techniques for Nonlinear Minimization Subject to Bounds  Li, Yuying 
 Jul1997  Combining Trust Region and Affine Scaling Linearly ConstrainedNonconvex Minimization  Coleman, T. F.; Li, Yuying 
 Dec1988  The Computational Structure and Characterization of Nonlinear Discrete Chebyshev Problems  Conn, Andrew R.; Li, Yuying 
 22Jan2003  Discrete Hedging Under Piecewise Linear Risk Management  Coleman, Thomas F.; Li, Yuying; Patron, MariaCristina 
 23Jan2003  Dynamic Hedging in a Volatile Market  Coleman, Thomas F.; Kim, Yohan; Li, Yuying; Verma, Arun 
 23Jan2003  Dynamic Hedging with a Deterministic Local Volatility Function Model  Coleman, Thomas F.; Kim, Yohan; Li, Yuying; Verma, Arun 
 Mar1990  An Efficient Algorithm for Nonlinear Minimax Problems  Conn, Andrew R.; Li, Yuying 
 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 
Showing results 1 to 20 of 39
