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Yiping Du, Ph.D.

Affiliations: 
2011 Operations Research Columbia University, New York, NY 
Area:
Operations Research
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"Yiping Du"
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Ciamac C. Moallemi grad student 2011 Columbia
 (Efficient Simulation Methods for Estimating Risk Measures.)

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Publications

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Broadie M, Du Y, Moallemi CC. (2015) Risk estimation via regression Operations Research. 63: 1077-1097
Du Y, Wang C. (2012) 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
Broadie M, Du Y, Moallemi CC. (2011) Efficient risk estimation via nested sequential simulation Management Science. 57: 1172-1194
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