Yiyi Zou

According to our database, Yiyi Zou authored at least 3 papers between 2016 and 2017.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2017

Hedging of Covered Options with Linear Market Impact and Gamma Constraint.

Bruno Bouchard, Grégoire Loeper, Yiyi Zou

SIAM J. Control. Optim., 2017

Numerical approximation of BSDEs using local polynomial drivers and branching processes.

Bruno Bouchard, Xiaolu Tan, Xavier Warin, Yiyi Zou

Monte Carlo Methods Appl., 2017

2016

Almost-sure hedging with permanent price impact.

Bruno Bouchard, Grégoire Loeper, Yiyi Zou

Finance Stochastics, 2016