Jonathan Y. Li

According to our database¹, Jonathan Y. Li authored at least 3 papers between 2012 and 2016.

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2016

A stochastic semidefinite programming approach for bounds on option pricing under regime switching.

[BibT_eX]

[DOI]

Ann. Oper. Res., 2016

2013

Portfolio selection under model uncertainty: a penalized moment-based optimization approach.

[BibT_eX]

[DOI]

J. Glob. Optim., 2013

2012

Market price-based convex risk measures: A distribution-free optimization approach.

[BibT_eX]

[DOI]

Oper. Res. Lett., 2012