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~isPartOf:"Journal of economic dynamics & control"
~language:"deu"
~language:"eng"
~person:"Dai, Min"
~type_genre:"Article in journal"
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Option pricing theory
5
Optionspreistheorie
5
Theorie
5
Theory
5
Option trading
2
Optionsgeschäft
2
Search theory
2
Suchtheorie
2
Aktienoption
1
Arbeitnehmerschutz
1
Arbeitsmarkt
1
Arbeitsmobilität
1
Asian option
1
Asset-Backed Securities
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Asset-backed securities
1
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Bankenliquidität
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Beschäftigungseffekt
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Bull-bear switching market
1
Calibration
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Dividende
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Dai, Min
Hommes, Cars H.
27
Kort, Peter M.
27
Turnovsky, Stephen J.
17
Dawid, Herbert
16
Arifovic, Jasmina
15
Chiarella, Carl
15
Gallegati, Mauro
15
Den Haan, Wouter J.
13
Feichtinger, Gustav
13
Judd, Kenneth L.
13
Kollmann, Robert
13
Tuinstra, Jan
13
He, Xue-zhong
12
Hughes Hallett, Andrew
12
Levine, Paul
12
Long, Ngo Van
12
Semmler, Willi
12
Westerhoff, Frank H.
12
Anufriev, Mikhail
11
Brock, William A.
11
Farmer, J. Doyne
11
Evans, George W.
10
Hanaki, Nobuyuki
10
Reiter, Michael
10
Rustem, Berç
10
Juillard, Michel
9
Jørgensen, Steffen
9
Lux, Thomas
9
Lütkepohl, Helmut
9
Boucekkine, Raouf
8
Branch, William A.
8
Dennis, Richard J.
8
Faia, Ester
8
Fernández-Villaverde, Jesús
8
Hartl, Richard F.
8
Honkapohja, Seppo
8
Iori, Giulia
8
Ireland, Peter N.
8
Li, Duan
8
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Journal of economic dynamics & control
Mathematical finance : an international journal of mathematics, statistics and financial theory
7
Management science : journal of the Institute for Operations Research and the Management Sciences
6
Mathematical finance : an international journal of mathematics, statistics and financial economics
2
Mathematics of operations research
2
The journal of futures markets
2
Asia-Pacific financial markets
1
Digital finance : smart data analytics, investment innovation, and financial technology
1
Economics letters
1
European journal of operational research : EJOR
1
International journal of theoretical and applied finance
1
Journal of econometrics
1
Journal of economic theory
1
Journal of financial and quantitative analysis : JFQA
1
Review of economic dynamics
1
The journal of computational finance
1
The journal of finance : the journal of the American Finance Association
1
The review of financial studies
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ECONIS (ZBW)
9
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1
Opaque bank assets and optimal equity capital
Dai, Min
;
Huang, Shan
;
Keppo, Jussi
- In:
Journal of economic dynamics & control
100
(
2019
),
pp. 369-394
Persistent link: https://www.econbiz.de/10012130991
Saved in:
2
Calibration of stochastic volatility models : a Tikhonov regularization approach
Dai, Min
;
Tang, Ling
;
Yue, Xingye
- In:
Journal of economic dynamics & control
64
(
2016
),
pp. 66-81
Persistent link: https://www.econbiz.de/10011708221
Saved in:
3
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
Saved in:
4
Superhedging under ratio constraint
Chen, Yingshan
;
Dai, Min
;
Xu, Jing
;
Xu, Mingyu
- In:
Journal of economic dynamics & control
58
(
2015
),
pp. 250-264
Persistent link: https://www.econbiz.de/10011574773
Saved in:
5
Leverage management in a bull-bear switching market
Dai, Min
;
Wang, Hefei
;
Yang, Zhou
- In:
Journal of economic dynamics & control
36
(
2012
)
10
,
pp. 1585-1599
Persistent link: https://www.econbiz.de/10009701969
Saved in:
6
A lattice algorithm for pricing moving average barrier options
Dai, Min
;
Li, Peifan
;
Zhang, Jin E.
- In:
Journal of economic dynamics & control
34
(
2010
)
3
,
pp. 542-554
Persistent link: https://www.econbiz.de/10003966493
Saved in:
7
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:
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/10003569838
Saved in:
9
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:
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