Department of Economics

 

Photo of Dr. Jenny Li

  

 

 

 

 

Jenny Li
Associate Professor of Economics and Mathematics

Joined the faculty in 1997

Ph.D., 1993, 

 Cornell University

520 Kern Graduate Building                               326 McAllister

Phone: (814) 865 - 5452                                    Phone: (814) 865 - 1297

Fax: (814) 863 - 4775                                        Fax: (814) 865 - 3735

E-mail: Li@math.psu.edu

Office Hours for Fall 2008: On Leave

Curriculum Vitae

Areas of Interest:

  • Economic Theory

Recent Publications:

"A Finite States Contraction Algorithm for Dynamic Models," in Computational Methods in Decision-making, Economics and Finance, Berc Rustem & Donald W. Hearn (eds.), North-Holland, forthcoming.

"A Constructive Finite Method for Scattering Points on the Surface of $d$-Dimensional Spheres," (with Bajnok, Damelin and Mullen), Computing, 68 (2002), pp. 97-109.

"Time Series Simulation with Quasi Monte Carlo Methods" (with Peter Winker), Computational Economics, 00:1-21, 2001.

"Stabilizing, Monetary Injection Policies" (with Jerry L. Bona), Journal of Economic Theory, 98, 127-157, (2001).

"Non-steady-state Equilibrium Solution of a Class of Dynamic Models," Journal of Economic Dynamics and Control, 25(2001), pp. 967-978.

"Faster Pricing of Derivatives," Journal of Revista de Analysis Economics, Vol. 15, No. 1, pp. 111-119, 2000.

"Parallel Computing of a Quasi-Monte Carlo Algorithm for Valuing Derivatives" (with G. Mullen), Parallel Computing, 26(5): 641-653, 2000.

"Numerical Analysis of a Nonlinear Operator Problem Arising from Economics," Journal of Economic Dynamics and Control, 22(1998), pp. 1335-1351.

"Numerical Analysis of a Monetary Over-Lapping Generation Model," in Computational Approaches to Economic Problems, Kluwer Academic Publishers, 1997, pp. 309-325.

Other Papers:

"Evaluating High Dimensional Integrals of Financial Markets."

"The Existence and Uniqueness of Equilibrium for a Class Dynamic Model."

Research in Progress:

  • Monetary policy and open market operation analysis
  • Derivative security pricing
  • Extrinsic uncertainty analysis

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Faculty Directory -- Department Home Page

Department of Economics, Penn State University, 608 kern Graduate Building, University Park, PA 16802-3306

Phone: (814) 865-1456                               Fax: (814) 863-4775