Yanyin Li

Publication Activity (10 Years)

Years Active: 2020-2024
Publications (10 Years): 2

Top Topics

Mathematical Model

Top Venues

J. Comput. Appl. Math.

Int. J. Inf. Technol. Manag.

Publications

Dongwei Shi, Yanyin Li, Xing Yu
Dynamic options hedging model under mark-to-market risk. Int. J. Inf. Technol. Manag. 23 (2) (2024)
Xing Yu, Zhongkai Wan, Xiaowen Tu, Yanyin Li
The optimal multi-period hedging model of currency futures and options with exponential utility. J. Comput. Appl. Math. 366 (2020)