Feedback to SSRN

 
  • Selected
  • Entire List
 

Li, Anlong


 SSRN Author Rank: 2,184 by Downloads
 President
 

Portunes LLC


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

  SSRN's personal information usage policy
Authors: If anything on this page requires updating or correction, please go to your SSRN User HeadQuarters and make the change.
The RSS feed for this author will notify you of all new papers and revisions as soon as they are added to the SSRN eLibrary.
Popular RSS readers
. Li, Anlong's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
9,249
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
1,603
(5,052)
 

2.  
The Pricing of Double Barrier Options and Their Variations | Show Abstract | Download |
Advances in Futures and Options Research, Vol. 10, 1998
Accepted Paper Series
Li, Anlong
Portunes LLC
Posted:
07 Nov 05
1,339
(6,882)
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
1,143
(8,960)
2

4.  
LIBOR-In-Arrears Swaps | Show Abstract | Download |
Journal of Derivatives, Spring 1996
Accepted Paper Series
Li, Anlong
Portunes LLC
raghavan, Vijay
Cantor Fitzgerald
Posted:
22 Oct 00
1,012
(10,841)
1

5.  
Li, Anlong
Portunes LLC
Posted:
22 Jul 08
650
(21,020)
1

6.  
Using Stock Price as Numeraire in Option Pricing Models with Non-Constant Volatility | Show Abstract | Download |
Advances in Futures and Options Research, Vol. 9, 1997
Accepted Paper Series
Li, Anlong
Portunes LLC
Posted:
20 Oct 06
576
(24,808)
1

7.  
Li, Anlong
Portunes LLC
Posted:
02 May 06
571
(25,158)
 

8.  
A One-Factor Lognormal Markovian Interest Rate Model: Theory and Implementation | Show Abstract | Download |
Advances in Futures and Options Research, Vol. 8, 1995
Accepted Paper Series
Li, Anlong
Portunes LLC
Posted:
20 Oct 06
475
(32,122)
3

9.  
Li, Anlong
Portunes LLC
Posted:
14 Sep 07
469
(32,695)
1

10.  
Li, Anlong
Portunes LLC
Posted:
18 Oct 06
421
(37,607)
 

11.  
Li, Anlong
Portunes LLC
Posted:
06 Jun 06
292
(58,110)
 

12.  
A One-Factor Volatility Smile Model with Closed-form Solutions for European Options | Show Abstract | Download |
European Financial Management Journal, Vol. 5, pp. 203-222, 1999
Accepted Paper Series
Li, Anlong
Portunes LLC
Posted:
19 Oct 06
281
(60,702)
1

13.  
Futures Hedging Under Mark-to-Market Risk | Show Abstract | Download |
Journal of Futures Markets, Vol. 23, No. 4, 2003
Accepted Paper Series
Li, Anlong
Portunes LLC
Lien, Donald D.
University of Texas at San Antonio - College of Business - Department of Economics
Posted:
17 Oct 07
244
(70,738)
 

14.  
Binomial Approximations of Singular Diffusions in Financial Models | Show Abstract | Download |
International Journal of Financial Engineering, pp. 443-465, December 1993
Accepted Paper Series
Li, Anlong
Portunes LLC
Posted:
20 Oct 06
173
(99,711)
1

15.  
Optimal Bank Portfolio Choice Under Fixed-Rate Deposit Insurance | Show Abstract |
Annals of Operation Research, Vol. 45, No. 1, 1993
Accepted Paper Series
Li, Anlong
Portunes LLC
Posted:
17 Oct 07
 

16.  
Precipitation Modeling and Contract Valuation: A Frontier in Weather Derivatives | Show Abstract |
Journal of Alternative Investments, Vol. 7, No. 2, 2004
Accepted Paper Series
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
Accepted Paper Series
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.  
Lattice Models for Pricing American Interest Rate Claims | Show Abstract |
JOURNAL OF FINANCE, Vol 50 No 2, June 1995
Accepted Paper Series
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
[ 1 ]

© 2014 Social Science Electronic Publishing, Inc. All Rights Reserved.  FAQ   Terms of Use   Privacy Policy   Copyright   Contact Us
This page was processed by apollo2 in 0.265 seconds