Statistics
Publications
1
Citations
54
H-Index
1
Active since
2016
Tianhui Michael Li is an author specializing in hedging effects, asset pricing, and black-scholes model.
Publications per year
2016–2016
1
1
Option Hedging with Smooth Market Impact
Robert Almgren, Tianhui Michael Li · Market Microstructure and Liquidity · 2016 · 54 citations
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