Shiyin Li

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
scientific article; zbMATH DE number 7580438 (Why is no real title available?)	2022-09-01	Paper
Pricing lookback option of discrete arithmetic averaging assets' floating striking price in models with jumps	2015-06-29	Paper
The model and the valuation of compound options with credit risk	2014-02-28	Paper
The model and valuation of exchange option with credit risk	2013-01-24	Paper
scientific article; zbMATH DE number 5846023 (Why is no real title available?)	2011-02-05	Paper
Unicyclic subgraphs in 2-connected graphs	2009-11-11	Paper
The pricing formulas of default geometric average Asian option with stochastic liabilities	2009-07-22	Paper
The valuation of options when the market price of default risk involved	2008-11-24	Paper
The price formulas of default European option under logarithmic utility	2008-11-24	Paper
The pricing formula of the geometric Asian exchange option related with exchange rate	2008-08-06	Paper
scientific article; zbMATH DE number 5283783 (Why is no real title available?)	2008-06-03	Paper
scientific article; zbMATH DE number 5121846 (Why is no real title available?)	2007-02-05	Paper
The valuation formulas of reset put option with the jump-diffusion process	2006-08-28	Paper
scientific article; zbMATH DE number 5048394 (Why is no real title available?)	2006-08-23	Paper
scientific article; zbMATH DE number 2245606 (Why is no real title available?)	2006-01-10	Paper
scientific article; zbMATH DE number 2245624 (Why is no real title available?)	2006-01-10	Paper
scientific article; zbMATH DE number 2140693 (Why is no real title available?)	2005-03-04	Paper
scientific article; zbMATH DE number 2134465 (Why is no real title available?)	2005-02-16	Paper

Research outcomes over time

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