//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Optimal arbitrage strategies o...
Similar by person
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Theorie
72
Theory
72
Option pricing theory
59
Optionspreistheorie
59
Portfolio selection
36
Portfolio-Management
35
Stochastic process
26
Stochastischer Prozess
26
Volatility
24
Volatilität
24
Game theory
19
Spieltheorie
19
Derivat
18
Derivative
18
Option trading
18
Optionsgeschäft
18
Credit risk
10
Kreditrisiko
10
Real options analysis
10
Realoptionsansatz
10
Transaction costs
10
Convertible bond
9
Swap
9
Transaktionskosten
9
Wandelanleihe
9
Anlageverhalten
8
Asymmetric information
8
Behavioural finance
8
Asymmetrische Information
7
CAPM
7
China
7
Estimation theory
7
Schätztheorie
7
Search theory
7
Signalling
7
Suchtheorie
7
Capital gains tax
6
Control theory
6
Hedging
6
Industrial research
6
more ...
less ...
Online availability
All
Free
129
Undetermined
86
Type of publication
All
Article
180
Book / Working Paper
129
Type of publication (narrower categories)
All
Article in journal
103
Aufsatz in Zeitschrift
103
Arbeitspapier
5
Working Paper
5
Graue Literatur
4
Non-commercial literature
4
Aufsatz im Buch
1
Book section
1
more ...
less ...
Language
All
English
203
Undetermined
106
Author
All
Dai, Min
153
Kwok, Yue Kuen
95
Kwok, Yue-Kuen
60
Zheng, Wendong
18
Kou, Steven
17
Leung, Chi Man
17
Liu, Hong
16
Zhong, Yifei
15
Leung, Kwai Sun
14
Chu, Chi Chiu
12
Xu, Jing
12
Jin, Hanqing
11
Wang, Neng
11
Wong, Hoi Ying
10
Jiang, Wei
9
Wu, Lixin
9
Zhong, Y.
9
Cai, W.G.
8
Lau, Ka Wo
8
Ren, H.
8
Wu, Y.
8
Yang, Zhou
8
Zeng, Pingping
8
Chen, Xinfu
7
Li, Peifan
7
Giroud, Xavier
6
Leung, Seng Yuen
6
Qin, Cong
6
Yang, Chen
6
Chen, Nan
5
Chen, Yingshan
5
Goncalves-Pinto, Luis
5
Huang, Yao Tung
5
Jiang, Lishang
5
Qian, Shuaijie
5
Wan, Xiangwei
5
Wang, Hefei
5
Huang, Zhenzhen
4
Jia, Yanwei
4
Keppo, Jussi
4
more ...
less ...
Institution
All
National Bureau of Economic Research
3
arXiv.org
2
Faculteit Economie en Bedrijfskunde, Universiteit Gent
1
Published in...
All
Journal of economic dynamics & control
15
Mathematical finance : an international journal of mathematics, statistics and financial theory
14
International journal of theoretical and applied finance
13
The journal of futures markets
11
European journal of operational research : EJOR
7
Quantitative Finance
7
Journal of Economic Dynamics and Control
6
Management science : journal of the Institute for Operations Research and the Management Sciences
6
Applied mathematical finance
5
Energy policy
5
Journal of Futures Markets
5
Mathematical Finance
5
Decisions in economics and finance : DEF ; a journal of applied mathematics
4
Insurance / Mathematics & economics
4
Review of derivatives research
4
The journal of derivatives : the official publication of the International Association of Financial Engineers
4
Energy Policy
3
European Journal of Operational Research
3
International Journal of Theoretical and Applied Finance (IJTAF)
3
Journal of destination marketing & management
3
Mathematical finance : an international journal of mathematics, statistics and financial economics
3
NBER working paper series
3
Applied Mathematical Finance
2
Asia-Pacific financial markets
2
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
2
Insurance: Mathematics and Economics
2
International journal of financial engineering
2
Journal of economic theory
2
Journal of financial engineering
2
Mathematics of operations research
2
Operations research letters
2
Papers / arXiv.org
2
The Kyoto economic review
2
The journal of computational finance
2
Applied economics
1
Asia-Pacific Financial Markets
1
Chapman & Hall/CRC financial mathematics series
1
China journal of accounting research : CJAR
1
Columbia Business School Research Paper
1
Contemporary quantitative finance : essays in honour of Eckhard Platen
1
more ...
less ...
Source
All
ECONIS (ZBW)
229
RePEc
41
OLC EcoSci
37
USB Cologne (EcoSocSci)
1
Other ZBW resources
1
Showing
1
-
10
of
309
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
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/10001905050
Saved in:
10
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:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->