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1
Calibration and hedging under jump diffusion
He, Changhong
;
Kennedy, J. S.
;
Coleman, T. F.
;
Forsyth, …
- In:
Review of derivatives research
9
(
2006
)
1
,
pp. 1-35
Persistent link: https://www.econbiz.de/10003441126
Saved in:
2
Shunned stocks and market states
Li, Youwei
;
Li, Youwei
;
Oniščenko, Olena
- In:
The European journal of finance
28
(
2022
)
7
,
pp. 705-717
Persistent link: https://www.econbiz.de/10013373312
Saved in:
3
Expected stock returns, risk premiums and volatilities of economic factors
Li, Yuming
- In:
Journal of empirical finance
5
(
1998
)
2
,
pp. 69-97
Persistent link: https://www.econbiz.de/10001374881
Saved in:
4
Characterizations of optimal portfolios by univariate and multivariate risk aversion
Li, Yuming
- In:
Management science : journal of the Institute for …
35
(
1989
)
3
,
pp. 259-269
Persistent link: https://www.econbiz.de/10001063801
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5
Expected returns and habit persistence
Li, Yuming
- In:
The review of financial studies
14
(
2001
)
3
,
pp. 861-899
Persistent link: https://www.econbiz.de/10001602981
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6
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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7
The intensity and timing of investment : the case of land
Capozza, Dennis R.
- In:
The American economic review
84
(
1994
)
4
,
pp. 889-904
Persistent link: https://www.econbiz.de/10001168950
Saved in:
8
Residential investment and interest rates : an empirical test of land development as a real option
Capozza, Dennis R.
;
Li, Yuming
- In:
Real estate economics : journal of the American Real …
29
(
2001
)
3
,
pp. 503-519
Persistent link: https://www.econbiz.de/10001715349
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9
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:
10
Optimal land development decisions
Capozza, Dennis R.
;
Li, Yuming
- In:
Journal of urban economics
51
(
2002
)
1
,
pp. 123-142
Persistent link: https://www.econbiz.de/10001646052
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