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Yuying Li · Study

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Yuying Li

8 works· latest 2023· 3 institutionscluster: provisionalORCID 0009-0004-5577-0376

h-index8

i108

Citations436

Works here8

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Most cited in this library

Reconstructing the unknown local volatility function1999 · 133 citations
Minimizing tracking error while restricting the number of assets2006 · 75 citations
Exploring the temporal and spatial effects of city size on regional economic integration: Evidence from the Yangtze River Economic Belt in China2023 · 65 citations
Dynamic hedging with a deterministic local volatility function model2001 · 42 citations
A Newton method for American option pricing2002 · 41 citations

Works

8 shown

Exploring the temporal and spatial effects of city size on regional economic integration: Evidence from the Yangtze River Economic Belt in China

Land Use Policy·2023·5 authors

65citations

A Data Driven Neural Network Approach to Optimal Asset Allocation for Target Based Defined Contribution Pension Plans

Insurance Mathematics and Economics·2018·2 authors·Open access

30citations

Optimal Portfolio Execution Strategies and Sensitivity to Price Impact Parameters

SIAM Journal on Optimization·2010·3 authors

26citations

Minimizing tracking error while restricting the number of assets

The Journal of Risk·2006·3 authors

75citations

A Newton method for American option pricing

The Journal of Computational Finance·2002·2 authors

41citations

Dynamic hedging with a deterministic local volatility function model

The Journal of Risk·2001·2 authors

42citations

Reconstructing the unknown local volatility function

The Journal of Computational Finance·1999·2 authors

133citations

Reconstructing the unknown volatility function

eCommons (Cornell University)·1998·3 authors·report·Open access

24citations