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Guaranteed minimum withdrawal benefit in variable annuities
Dai, Min; Kwok, Yue-Kuen; Zong, Jianping - In: Mathematical finance : an international journal of … 18 (2008) 4, pp. 595-611
Persistent link: https://www.econbiz.de/10003769016
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Characterization of optimal stopping regions of American Asian and lookback options
Dai, Min; Kwok, Yue-Kuen - In: Mathematical finance : an international journal of … 16 (2006) 1, pp. 63-82
Persistent link: https://www.econbiz.de/10003336785
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Optimal arbitrage strategies on stock index futures under position limits
Dai, Min; Zhong, Yifei; Kwok, Yue-Kuen - In: The journal of futures markets 31 (2011) 4, pp. 394-406
Persistent link: https://www.econbiz.de/10008908353
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Optimal policies of call with notice period requirement
Dai, Min; Kwok, Yue-Kuen - In: Asia-Pacific financial markets 12 (2005) 4, pp. 353-373
Persistent link: https://www.econbiz.de/10003496713
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Intensity-based framework and penalty formulation of optimal stopping problems
Dai, Min; Kwok, Yue-Kuen; You, Hong - In: Journal of economic dynamics & control 31 (2007) 12, pp. 3860-3880
Persistent link: https://www.econbiz.de/10003569838
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Optimal multiple stopping models of reload options and shout options
Dai, Min; Kwok, Yue-Kuen - In: Journal of economic dynamics & control 32 (2008) 7, pp. 2269-2290
Persistent link: https://www.econbiz.de/10003732924
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Optimal shouting policies of options with strike reset right
Dai, Min; Kwok, Yue-Kuen; Wu, Lixin - In: Mathematical finance : an international journal of … 14 (2004) 3, pp. 383-401
Persistent link: https://www.econbiz.de/10002125543
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Quanto lookback options
Dai, Min; Wong, Hoi Ying; Kwok, Yue-Kuen - In: Mathematical finance : an international journal of … 14 (2004) 3, pp. 445-467
Persistent link: https://www.econbiz.de/10002125579
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Options with combined reset rights on strike and maturity
Dai, Min; Kwok, Yue-Kuen - In: Journal of economic dynamics & control 29 (2005) 9, pp. 1495-1515
Persistent link: https://www.econbiz.de/10003068718
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Options with multiple reset rights
Dai, Min; Kwok, Yue-Kuen; Wu, Li Xin - In: International journal of theoretical and applied finance 6 (2003) 6, pp. 637-653
Persistent link: https://www.econbiz.de/10001794275