The most relevant type of skills needed to say no in situations when others are pressuring you to do something against your will are refusal skills. Refusal skills include the ability to assertively say no, communicate your boundaries, and resist peer pressure while maintaining self-confidence.
While problem-solving skills and tolerance skills can be beneficial in various situations, they are not specifically focused on the act of saying no. Denial skills, as phrased, do not typically represent a recognized category of skills in this context. Therefore, refusal skills would be the best fit.
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