Ping 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
A study on volatility spillovers among international stock markets during the Russia-Ukraine conflict Discrete Dynamics in Nature and Society	2023-02-01	Paper
The impact of CoCo bonds on systemic risk considering liquidity risk Quantitative Finance	2022-04-05	Paper
Chinese write-down bonds and bank capital structure Quantitative Finance	2022-02-08	Paper
Minimizing the object space error for pose estimation: towards the most efficient algorithm The Journal of Nonlinear Sciences and Applications	2019-05-09	Paper
CoCo bonds pricing based on copulas bivariate simulation	2017-10-20	Paper
Combinatorial identities and Chern numbers of complex flag manifolds	2017-02-06	Paper
scientific article; zbMATH DE number 6173948 (Why is no real title available?)	2013-06-11	Paper
A Copula Approach to Default Correlation and the Pricing of Basket Default Swap American Journal of Mathematical and Management Sciences	2011-12-19	Paper
Pricing of LIBOR futures by martingale method in Cox-Ingersoll-Ross model Journal of Systems Science and Complexity	2010-10-29	Paper
Optimal martingale measure maximizing the expected total utility of consumption with applications to derivative pricing Optimization	2009-01-23	Paper
A new algorithm based on copulas for VaR valuation with empirical calculations Theoretical Computer Science	2007-06-13	Paper
Minimal martingale measures for discrete-time incomplete financial markets Acta Mathematicae Applicatae Sinica. English Series	2003-06-18	Paper
scientific article; zbMATH DE number 1536408 (Why is no real title available?)	2000-11-28	Paper

Research outcomes over time

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