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Penalty method for portfolio selection with capital gains tax
Bian, Baojun; Chen, Xinfu; Dai, Min; Qian, Shuaijie - In: Mathematical Finance 31 (2021) 3, pp. 1013-1055
Persistent link: https://www.econbiz.de/10012538288
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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
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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
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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
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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
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Simulating risk measures via asymptotic expansions for relative errors
Jiang, Wei; Kou, Steven - In: Mathematical Finance 31 (2021) 3, pp. 907-942
Persistent link: https://www.econbiz.de/10012538283