( en | de | ru )

 

Disambiguation of "Li, Zhongfei"

Author of the publication

copydeleteadd this publication to your clipboard
On Computation of Arbitrage for Markets with Friction.

, , and . COCOON, volume 1858 of Lecture Notes in Computer Science, page 310-319. Springer, (2000)

Please choose a person to relate this publication to

To differ between persons with the same name, the academic degree and the title of an important publication will be displayed. You can also use the button next to the name to display some publications already assigned to the person.

Li Li

Li Li

Li Li

Li Li

Li Li

 

Other publications of authors with the same name

Mean-CVaR portfolio selection: A nonparametric estimation framework., , and . Comput. Oper. Res., 40 (4): 1014-1022 (2013)Multi-period mean-variance portfolio selection with stochastic interest rate and uncontrollable liability., , and . Eur. J. Oper. Res., 252 (3): 837-851 (2016)Optimal Dividend Strategy for a General Diffusion Process with Time-Inconsistent Preferences and Ruin Penalty., , and . SIAM J. Financial Math., 9 (1): 274-314 (2018)Optimal reinsurance and investment strategies for insurers with regime-switching and state-dependent utility function., and . J. Systems Science & Complexity, 29 (6): 1658-1682 (2016)Domain Adaptation Learning Based on Structural Similarity Weighted Mean Discrepancy for Credit Risk Classification., , and . IEEE Intell. Syst., 35 (3): 41-51 (2020)An exact solution to a robust portfolio choice problem with multiple risk measures under ambiguous distribution., and . Math. Methods Oper. Res., 87 (2): 169-195 (2018)On Computation of Arbitrage for Markets with Friction., , and . COCOON, volume 1858 of Lecture Notes in Computer Science, page 310-319. Springer, (2000)Finding the Shortest Path with Vertex Constraint over Large Graphs., , , and . Complex., (2019)Multi-period mean-variance portfolio selection with Markov regime switching and uncertain time-horizon., and . J. Systems Science & Complexity, 24 (1): 140-155 (2011)Equilibrium Dividend Strategy with Non-exponential Discounting in a Dual Model., , and . J. Optimization Theory and Applications, 168 (2): 699-722 (2016)