Yiyi Zou

According to our database¹, Yiyi Zou authored at least 3 papers between 2016 and 2017.

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2017

Hedging of Covered Options with Linear Market Impact and Gamma Constraint.

[BibT_eX]

[DOI]

SIAM J. Control. Optim., 2017

Numerical approximation of BSDEs using local polynomial drivers and branching processes.

[BibT_eX]

[DOI]

Monte Carlo Methods Appl., 2017

2016

Almost-sure hedging with permanent price impact.

[BibT_eX]

[DOI]

Finance Stochastics, 2016