E-LIB Suche - Ergebnisse für: Li, Jonathan Yu-Meng

1

Deep reinforcement learning for option pricing and hedging ..:

Marzban, Saeed ; Delage, Erick ; Li, Jonathan Yu-Meng
Quantitative Finance. 23 (2023) 10 - p. 1411-1430 , 2023

Link: https://doi.org/10.1080/..

2

WaveCorr: Deep reinforcement learning with permutation inva..:

Marzban, Saeed ; Delage, Erick ; Li, Jonathan Yu-Meng..
Operations Research Letters. 51 (2023) 6 - p. 680-686 , 2023

Link: https://doi.org/10.1016/..

3

Inverse optimization of convex risk functions:

, In: Management science

Li, Jonathan Yu-Meng. (2021) 11 - p. 7113-7141

Copies: Zentrale;

4

Equal risk pricing and hedging of financial derivatives wit..:

Marzban, Saeed ; Delage, Erick ; Li, Jonathan Yu-Meng
Quantitative Finance. 22 (2021) 1 - p. 47-73 , 2021

Link: https://doi.org/10.1080/..

5

Minimizing risk exposure when the choice of a risk measure ..:

, In: Management science

Delage, Erick ; Li, Jonathan Yu-Meng. (2018) 1 - p. 327-344

Copies: Zentrale;

6

Minimizing Risk Exposure When the Choice of a Risk Measure ..:

Delage, Erick ; Li, Jonathan Yu-Meng
Management Science. 64 (2018) 1 - p. 327-344 , 2018

Link: https://www.jstor.org/st..

7

Technical Note: Closed-Form Solutions for Worst-Case Law In..:

Li, Jonathan Yu-Meng
Operations Research. 66 (2018) 6 - p. 1533-1541 , 2018

Link: https://www.jstor.org/st..

8

Wasserstein-Kelly Portfolios: A Robust Data-Driven Solution..:

Li, Jonathan Yu-Meng
http://arxiv.org/abs/2302.13979. , 2023

Link: http://arxiv.org/abs/230..

9

On Generalization and Regularization via Wasserstein Distri..:

Wu, Qinyu ; Li, Jonathan Yu-Meng ; Mao, Tiantian
http://arxiv.org/abs/2212.05716. , 2022

Link: http://arxiv.org/abs/221..

10

A General Wasserstein Framework for Data-driven Distributio..:

Li, Jonathan Yu-Meng ; Mao, Tiantian
http://arxiv.org/abs/2207.09403. , 2022

Link: http://arxiv.org/abs/220..

11

Worst-Case Law Invariant Risk Measures and Distributions: T..:

Li, Jonathan Yu-Meng
18w5102: Distributionally Robust Optimization. , 2018

Link: http://hdl.handle.net/24..

12

Inverse Optimization of Convex Risk Functions:

Li, Jonathan Yu-Meng
http://arxiv.org/abs/1607.07099. , 2016

Link: http://arxiv.org/abs/160..

13

Closed-form solutions for worst-case law invariant risk mea..:

Li, Jonathan Yu-Meng
http://arxiv.org/abs/1609.04065. , 2016

Link: http://arxiv.org/abs/160..

14

Electroconductive and mechano-competent PUCL@CNT nanohybrid..:

Li, Yu-Meng ; Patel, Kapil D. ; Han, Yoon-Koo...
Chemical Engineering Journal. 466 (2023) - p. 143125 , 2023

Link: https://doi.org/10.1016/..

15

Biological Potential of Polyethylene Glycol (PEG)-Functiona..:

Ji, Yunseong ; Li, Yu-Meng ; Seo, Jin Gwan...
Nanomaterials. 11 (2021) 6 - p. 1446 , 2021

Link: https://doi.org/10.3390/..