Full Name
DAI MIN
Variants
Dai, M.
Min, D.
 
Main Affiliation
 
Faculty
 
Email
matdm@nus.edu.sg
 
Other emails
 

Publications

Results 1-20 of 28 (Search time: 0.007 seconds).

Issue DateTitleAuthor(s)
1Mar-2010A lattice algorithm for pricing moving average barrier optionsDai, M. ; Li, P.; Zhang, J.E.
2Jan-2013A nonzero-sum game approach to convertible bonds: Tax benefit, bankruptcy cost, and early/late callsChen, N.; Dai, M. ; Wan, X.
315-Nov-2006A parabolic variational inequality arising from the valuation of strike reset optionsYang, Z.; Yi, F.; Dai, M. 
42006American options with lookback payoffDai, M. ; Kwok, Y.K.
5Jan-2006Characterization of optimal stopping regions of American Asian and lookback optionsDai, M. ; Kwok, Y.K.
62013Characterization of optimal strategy for multiasset investment and consumption with transaction costsChen, X.; Dai, M. 
72010Continuous-time markowitz's model with transaction costsDai, M. ; Xu, Z.Q.; Zhou, X.Y.
82009Finite horizon optimal investment and consumption with transaction costsMin, D. ; Lishang, J.; Peifan, L.; Fahuai, Y.I.
915-Feb-2009Finite-horizon optimal investment with transaction costs: A parabolic double obstacle problemDai, M. ; Yi, F.
10Oct-2008Guaranteed minimum withdrawal benefit in variable annuitiesDai, M. ; Kuen Kwok, Y.; Zong, J.
11Jul-2011Illiquidity, position limits, and optimal investment for mutual fundsDai, M. ; Jin, H.; Liu, H.
12Dec-2014IMPLICIT INCENTIVES OF MUTUAL FUND MANAGERS AND THE VALUE OF STOCK LIQUIDITYMIN DAI ; LUIS GONCALVES-PINTO ; JING XU
131-Apr-2020Incomplete information and the liquidity premium puzzleChen, Yingshan; Dai Min ; Goncalves-Pinto, Luis ; Xu, Jing ; Yan, Cheng
14Dec-2014Incomplete information, time-varying investment opportunities, and liquidity premiaChen, Yingshan; Dai, Min ; Goncalves-Pinto, Luis 
15Dec-2007Intensity-based framework and penalty formulation of optimal stopping problemsDai, M. ; Kwok, Y.K.; You, H.
16Oct-2012Leverage management in a bull-bear switching marketDai, M. ; Wang, H.; Yang, Z.
17Apr-2011Optimal arbitrage strategies on stock index futures under position limitsDai, M. ; Zhong, Y.; Kwok, Y.K.
18Nov-2011Optimal Decision for Selling an Illiquid StockBian, B.; Dai, M. ; Jiang, L.; Zhang, Q.; Zhong, Y.
19Jul-2008Optimal multiple stopping models of reload options and shout optionsDai, M. ; Kwok, Y.K.
20Dec-2005Optimal policies of call with notice period requirementDai, M. ; Kwok, Y.K.