Yanyin Li

According to our database, Yanyin Li authored at least 2 papers between 2020 and 2024.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2024

Dynamic options hedging model under mark-to-market risk.

Dongwei Shi, Yanyin Li, Xing Yu

Int. J. Inf. Technol. Manag., 2024

2020

The optimal multi-period hedging model of currency futures and options with exponential utility.

Xing Yu, Zhongkai Wan, Xiaowen Tu, Yanyin Li

J. Comput. Appl. Math., 2020