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GUARANTEED MINIMUM WITHDRAWAL...
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Kwok, Yue Kuen
18
Dai, Min
16
Chu, Chi Chiu
3
Zhong, Yifei
3
Lau, Ka Wo
2
Leung, Kwai Sun
2
Leung, Seng Yuen
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Wong, Hoi Ying
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Mathematical finance : an international journal of mathematics, statistics and financial theory
6
Journal of economic dynamics & control
5
The journal of futures markets
5
European journal of operational research : EJOR
3
Insurance / Mathematics & economics
3
Review of derivatives research
2
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
Journal of economic theory
1
The Kyoto economic review
1
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OLC EcoSci
ECONIS (ZBW)
209
RePEc
34
Other ZBW resources
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1
GUARANTEED MINIMUM WITHDRAWAL BENEFIT IN VARIABLE ANNUITIES
Dai, Min
;
Kuenkwok, Yue
;
Zong, Jianping
- In:
Mathematical finance : an international journal of …
18
(
2008
)
4
,
pp. 595-612
Persistent link: https://www.econbiz.de/10008103929
Saved in:
2
Options with combined reset rights on strike and maturity
Dai, Min
;
Kwok, Yue Kuen
- In:
Journal of economic dynamics & control
29
(
2005
)
9
,
pp. 1495-1516
Persistent link: https://www.econbiz.de/10006751186
Saved in:
3
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. 394-407
Persistent link: https://www.econbiz.de/10008817411
Saved in:
4
QUANTO LOOKBACK OPTIONS
Dai, Min
;
Wong, Hoi Ying
;
Kwok, Yue Kuen
- In:
Mathematical finance : an international journal of …
14
(
2004
)
3
,
pp. 445-468
Persistent link: https://www.econbiz.de/10008214624
Saved in:
5
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. 383-402
Persistent link: https://www.econbiz.de/10008214627
Saved in:
6
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/10008065216
Saved in:
7
Knock-in American options
Dai, Min
;
Kwok, Yue Kuen
- In:
The journal of futures markets
24
(
2004
)
2
,
pp. 179-192
Persistent link: https://www.econbiz.de/10006819043
Saved in:
8
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/10007799648
Saved in:
9
Sub-Replication and Replenishing Premium: Efficient Pricing of Multi-State Lookbacks
Wong, Hoi Ying
;
Kwok, Yue Kuen
- In:
Review of derivatives research
6
(
2003
)
2
,
pp. 83-106
Persistent link: https://www.econbiz.de/10005931515
Saved in:
10
No-Arbitrage Approach to Pricing Credit Spread Derivatives
Chu, Chi Chiu
;
Kwok, Yue Kuen
- In:
The journal of derivatives : the official publication …
10
(
2003
)
3
,
pp. 51-65
Persistent link: https://www.econbiz.de/10005936066
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