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Li, Anlong


 SSRN Author Rank: 2,360 by Downloads
 President
 

Portunes LLC


 1410 N State Pkwy Apt 19a
 chicago, IL 60610-4938
 United States
 email address

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. Li, Anlong's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
9,811
Total
Citations
16
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Li, Anlong
Portunes LLC
Posted:
30 Jun 08
Last Revised:
20 Nov 13
1,665
(5,593)
 

2.  
The Pricing of Double Barrier Options and Their Variations | Show Abstract | Download This Paper | Open PDF in Browser |
Advances in Futures and Options Research, Vol. 10, 1998
Number of Pages in PDF File: 25
Li, Anlong
Portunes LLC
Posted:
07 Nov 05
1,462
(7,012)
5

3.  
Cao, Melanie
York University - Schulich School of Business
Li, Anlong
Portunes LLC
Wei, Jason Zhanshun
University of Toronto - Rotman School of Management
Posted:
24 Sep 07
1,228
(9,383)
2

4.  
LIBOR-In-Arrears Swaps | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Derivatives, Spring 1996
Number of Pages in PDF File: 10
Li, Anlong
Portunes LLC
raghavan, Vijay
Cantor Fitzgerald
Posted:
22 Oct 00
1,093
(11,306)
1

5.  
Using Stock Price as Numeraire in Option Pricing Models with Non-Constant Volatility | Show Abstract | Download This Paper | Open PDF in Browser |
Advances in Futures and Options Research, Vol. 9, 1997
Number of Pages in PDF File: 16
Li, Anlong
Portunes LLC
Posted:
20 Oct 06
679
(23,030)
1

6.  
Li, Anlong
Portunes LLC
Posted:
22 Jul 08
672
(23,366)
1

7.  
Li, Anlong
Portunes LLC
Posted:
02 May 06
584
(28,454)
 

8.  
A One-Factor Lognormal Markovian Interest Rate Model: Theory and Implementation | Show Abstract | Download This Paper | Open PDF in Browser |
Advances in Futures and Options Research, Vol. 8, 1995
Number of Pages in PDF File: 12
Li, Anlong
Portunes LLC
Posted:
20 Oct 06
492
(35,640)
3

9.  
Li, Anlong
Portunes LLC
Posted:
14 Sep 07
486
(36,209)
1

10.  
Li, Anlong
Portunes LLC
Posted:
18 Oct 06
443
(40,794)
 

11.  
Li, Anlong
Portunes LLC
Posted:
06 Jun 06
301
(64,795)
 

12.  
A One-Factor Volatility Smile Model with Closed-form Solutions for European Options | Show Abstract | Download This Paper | Open PDF in Browser |
European Financial Management Journal, Vol. 5, pp. 203-222, 1999
Number of Pages in PDF File: 32
Li, Anlong
Portunes LLC
Posted:
19 Oct 06
286
(68,630)
1

13.  
Futures Hedging Under Mark-to-Market Risk | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Futures Markets, Vol. 23, No. 4, 2003
Number of Pages in PDF File: 16
Li, Anlong
Portunes LLC
Lien, Donald D.
University of Texas at San Antonio - College of Business - Department of Economics
Posted:
17 Oct 07
245
(81,057)
 

14.  
Binomial Approximations of Singular Diffusions in Financial Models | Show Abstract | Download This Paper | Open PDF in Browser |
International Journal of Financial Engineering, pp. 443-465, December 1993
Number of Pages in PDF File: 26
Li, Anlong
Portunes LLC
Posted:
20 Oct 06
175
(112,937)
1

15.  
Li, Anlong
Portunes LLC
Posted:
17 Oct 07
 

16.  
Li, Anlong
Portunes LLC
Cao, Melanie
York University - Schulich School of Business
Wei, Jason Zhanshun
University of Toronto - Rotman School of Management
Posted:
22 Sep 07
 

17.  
The Asset Flexibility Option and the Value of Deposit Insurance | Show Abstract |
Research in Finance, Vol. 13, 1995, Bank Structure and Competition: Rebuilding Banking, Federal Reserve Bank of Chicago, pp. 153-176, 1991
Ritchken, Peter H.
Case Western Reserve University - Department of Banking & Finance
DeGennaro, Ramon P.
University of Tennessee, Knoxville - Department of Finance
Thomson, James B.
University of Akron
Li, Anlong
Portunes LLC
Posted:
16 Jun 03
 

18.   Incl. Electronic Paper
Ritchken, Peter H.
Case Western Reserve University - Department of Banking & Finance
DeGennaro, Ramon P.
University of Tennessee, Knoxville - Department of Finance
Thomson, James B.
University of Akron
Li, Anlong
Portunes LLC
Posted:
05 May 03
Last Revised:
20 Jun 03
 

19.  
Li, Anlong
Portunes LLC
Ritchken, Peter H.
Case Western Reserve University - Department of Banking & Finance
Sankarasubramanian, L.
affiliation not provided to SSRN
Posted:
20 Dec 98
 


Records 1 - 19 of 19 matches
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