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Theorie
Theory
72
Option pricing theory
59
Optionspreistheorie
59
Portfolio selection
36
Portfolio-Management
35
Stochastic process
26
Stochastischer Prozess
26
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24
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24
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19
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18
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39
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1
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English
72
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Dai, Min
52
Kwok, Yue-Kuen
22
Kou, Steven
11
Liu, Hong
8
Xu, Jing
8
Zhong, Yifei
7
Jin, Hanqing
6
Kwok, Yue Kuen
6
Chen, Xinfu
5
Chu, Chi Chiu
4
Goncalves-Pinto, Luis
4
Wu, Lixin
4
Xu, Yuhong
4
Yang, Chen
4
Yang, Zhou
4
Chen, Yingshan
3
Huang, Zhenzhen
3
Keppo, Jussi
3
Qin, Cong
3
Yan, Cheng
3
Huang, Shan
2
Jia, Yanwei
2
Jiang, Lishang
2
Jiang, Yipeng
2
Li, Peifan
2
Qian, Shuaijie
2
Wang, Hefei
2
Wong, Hoi Ying
2
Xu, Ziqing
2
Yu, Hong
2
Bian, Baojun
1
Cai, Jiatu
1
Cao, Yizhou
1
Chen, Yang
1
Dong, Yuchao
1
Jiang, Wei
1
Lau, Ka Wo
1
Lau, Ka-wo
1
Lei, Yaoting
1
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1
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National Bureau of Economic Research
1
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International journal of theoretical and applied finance
5
Journal of economic dynamics & control
5
Management science : journal of the Institute for Operations Research and the Management Sciences
5
Mathematical finance : an international journal of mathematics, statistics and financial theory
5
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
The journal of futures markets
2
Applied mathematical finance
1
Asia-Pacific financial markets
1
Contemporary quantitative finance : essays in honour of Eckhard Platen
1
Digital finance : smart data analytics, investment innovation, and financial technology
1
European journal of operational research : EJOR
1
Forthcoming: Review of Financial Studies
1
Insurance : mathematics and economics
1
Journal of economic theory
1
Journal of financial and quantitative analysis : JFQA
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
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1
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1
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1
Review of economic dynamics
1
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1
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1
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ECONIS (ZBW)
72
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1
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
Saved in:
2
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
Saved in:
3
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
Saved in:
4
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
Saved in:
5
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
Saved in:
6
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
Saved in:
7
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
Saved in:
8
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
Saved in:
9
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
Saved in:
10
Optimal tax timing with asymmetric long-term/short-term capital gains tax
Dai, Min
;
Liu, Hong
;
Yang, Chen
;
Zhong, Yifei
- In:
The review of financial studies
28
(
2015
)
9
,
pp. 2687-2721
Persistent link: https://www.econbiz.de/10011401325
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