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~isPartOf:"The journal of computational finance"
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Option pricing theory
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Li, Yuying
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Coleman, Thomas F.
5
Coleman, Thomas F
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The journal of computational finance
International review of financial analysis
25
Finance research letters
24
International journal of production research
14
Applied economics
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Pacific-Basin finance journal
13
Economic modelling
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Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
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International review of economics & finance : IREF
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Applied economics letters
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European journal of operational research : EJOR
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Transportation research / E : an international journal
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Management science : journal of the Institute for Operations Research and the Management Sciences
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The European Physical Journal B - Condensed Matter and Complex Systems
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International journal of production economics
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Journal of international financial markets, institutions & money
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The European journal of finance
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Energy
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Journal of banking & finance
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The North American journal of economics and finance : a journal of financial economics studies
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Tourism management : research, policies, practice
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Annual report on the development of the Indian Ocean Region ...
5
China economic review : an international journal
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Discussion paper / Department of Business and Management Science
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Energy conversion and management : ECM
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International journal of production research : American Institute of Industrial Engineers ; Society of Manufacturing Engineers
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International journal of project management : the journal of The International Project Management Association
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Journal of business research : JBR
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Journal of economic dynamics & control
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Journal of retailing and consumer services
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Managerial and decision economics : MDE ; the international journal of research and progress in management economics
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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Socio-economic planning sciences : the international journal of public sector decision-making
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Technological forecasting & social change : an international journal
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1
A Newton method for American option pricing
Coleman, Thomas F.
;
Li, Yuying
;
Verma, Arun
- In:
The journal of computational finance
5
(
2002
)
3
,
pp. 51-78
Persistent link: https://www.econbiz.de/10001695279
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2
Reconstructing the unknown local volatility function
Coleman, Thomas F.
;
Li, Yuying
;
Verma, Arun
- In:
The journal of computational finance
2
(
1999
)
3
,
pp. 77-102
Persistent link: https://www.econbiz.de/10001638601
Saved in:
3
Calibrating volatility function bounds for an uncertain volatility model
Coleman, Thomas F.
;
He, Changhong
;
Li, Yuying
- In:
The journal of computational finance
13
(
2009/10
)
4
,
pp. 63-93
Persistent link: https://www.econbiz.de/10003996075
Saved in:
4
Optimal execution under jump models for uncertain price impact
Moazeni, Somayeh
;
Coleman, Thomas F.
;
Li, Yuying
- In:
The journal of computational finance
16
(
2012/13
)
4
,
pp. 35-78
Persistent link: https://www.econbiz.de/10009776261
Saved in:
5
The efficient application of automatic differentiation for computing gradients in financial applications
Xu, Wei
;
Chen, Xi
;
Coleman, Thomas F.
- In:
The journal of computational finance
19
(
2016
)
3
,
pp. 71-96
Persistent link: https://www.econbiz.de/10011563485
Saved in:
6
Optimal execution under jump models for uncertain price impact
Moazeni, Somayeh
;
Coleman, Thomas F
;
Li, Yuying
- In:
The journal of computational finance
16
(
2013
)
4
,
pp. 35-78
Persistent link: https://www.econbiz.de/10010152592
Saved in:
7
Calibrating volatility function bounds for an uncertain volatility model
Coleman, Thomas F
;
He, Changhong
;
Li, Yuying
- In:
The journal of computational finance
13
(
2010
)
4
,
pp. 63-95
Persistent link: https://www.econbiz.de/10008437013
Saved in:
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