☰

Yiping Du, Ph.D. - Publications

Affiliations: 
2011 Operations Research Columbia University, New York, NY 
Area:
Operations Research
Tree Info Similar researchers PubMed Report error

3 high-probability publications. We are testing a new system for linking publications to authors. You can help! If you notice any inaccuracies, please sign in and mark papers as correct or incorrect matches. If you identify any major omissions or other inaccuracies in the publication list, please let us know.

Year Citation  Score
2015 Broadie M, Du Y, Moallemi CC. Risk estimation via regression Operations Research. 63: 1077-1097. DOI: 10.1287/Opre.2015.1419  0.56
2012 Du Y, Wang C. Inversion of option prices for implied risk-neutral probability density functions: general theory and its applications to the natural gas market Quantitative Finance. 12: 1877-1891. DOI: 10.1080/14697688.2011.586355  0.333
2011 Broadie M, Du Y, Moallemi CC. Efficient risk estimation via nested sequential simulation Management Science. 57: 1172-1194. DOI: 10.1287/Mnsc.1110.1330  0.559
Show low-probability matches.