Narrow search
Showing 1 - 4 of 4
Cover Image
GUARANTEED MINIMUM WITHDRAWAL BENEFIT IN VARIABLE ANNUITIES
Dai, Min; Kwok, Yue Kuen; Zong, Jianping - In: Mathematical Finance 18 (2008) 4, pp. 595-611
Persistent link: https://www.econbiz.de/10005023809
Cover Image
QUANTO LOOKBACK OPTIONS
Dai, Min; Wong, Hoi Ying; Kwok, Yue Kuen - In: Mathematical Finance 14 (2004) 3, pp. 445-467
Persistent link: https://www.econbiz.de/10005139666
Cover Image
OPTIMAL SHOUTING POLICIES OF OPTIONS WITH STRIKE RESET RIGHT
Dai, Min; Kwok, Yue Kuen; Wu, Lixin - In: Mathematical Finance 14 (2004) 3, pp. 383-401
Persistent link: https://www.econbiz.de/10005139695
Cover Image
CHARACTERIZATION OF OPTIMAL STOPPING REGIONS OF AMERICAN ASIAN AND LOOKBACK OPTIONS
Dai, Min; Kwok, Yue Kuen - In: Mathematical Finance 16 (2006) 1, pp. 63-82
Persistent link: https://www.econbiz.de/10005193396