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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

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

Game option models of convertible bonds : determinants of call policies

Kwok, Yue-Kuen - In: Journal of financial engineering 1 (2014) 4, pp. 1-19

Persistent link: https://www.econbiz.de/10010507972

Buy low and sell high

Dai, Min; Jin, Hanqing; Zhong, Yifei; Zhou, Xun Yu - In: Contemporary quantitative finance : essays in honour of …, (pp. 317-333). 2010

Persistent link: https://www.econbiz.de/10008749196

Optimal stock selling, buying strategy with reference to the ultimate average

Dai, Min; Zhong, Yifei - In: Mathematical finance : an international journal of … 22 (2012) 1, pp. 165-184

Persistent link: https://www.econbiz.de/10009554687

Hiring, firing, and relocation under employment protection

Dai, Min; Keppo, Jussi; Maull, Tim - In: Journal of economic dynamics & control 56 (2015), pp. 55-81

Persistent link: https://www.econbiz.de/10011574563

Buy Low and Sell High

Dai, Min - 2009

In trading stocks investors naturally aspire to "buy low and sell high (BLSH)". This paper formalizes the notion of BLSH by formulating stock buying/selling in terms of four optimal stopping problems involving the global maximum and minimum of the stock prices over a given investment horizon....

Persistent link: https://www.econbiz.de/10013155930