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~person:"Dai, Min"
~person:"Kwok, Yue-Kuen"
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Option trading
14
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14
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11
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Dai, Min
Kwok, Yue-Kuen
Ryu, Doojin
28
Hull, John
27
Wang, Xingchun
22
Carr, Peter
21
Cui, Zhenyu
21
Madan, Dilip B.
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21
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17
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14
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13
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13
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13
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13
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13
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13
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13
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12
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12
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12
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12
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12
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12
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11
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11
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11
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11
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International journal of theoretical and applied finance
3
Applied mathematical finance
2
Journal of economic dynamics & control
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Asia-Pacific financial markets
1
Journal of financial engineering
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Operations research letters
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ECONIS (ZBW)
14
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1
Efficient recursion-quadrature algorithms for pricing Asian options and variance derivatives under stochastic volatility and Lévy jumps
Zhang, Weinan
;
Zeng, Pingping
;
Kwok, Yue-Kuen
- In:
Operations research letters
51
(
2023
)
6
,
pp. 687-694
Persistent link: https://www.econbiz.de/10014465892
Saved in:
2
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:
3
Saddlepoint approximation methods for pricing derivatives on discrete realized variance
Zheng, Wendong
;
Kwok, Yue-Kuen
- In:
Applied mathematical finance
21
(
2014
)
1/2
,
pp. 1-31
Persistent link: https://www.econbiz.de/10010351861
Saved in:
4
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
Saved in:
5
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:
6
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:
7
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:
8
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:
9
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:
10
Options with multiple reset rights
Dai, Min
;
Kwok, Yue-Kuen
;
Wu, Li Xin
- In:
International journal of theoretical and applied finance
6
(
2003
)
6
,
pp. 637-653
Persistent link: https://www.econbiz.de/10001794275
Saved in:
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