Access Statistics for Min Dai

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Continuous-Time Markowitz's Model with Transaction Costs 0 0 0 42 0 0 2 165
Optimal Redeeming Strategy of Stock Loans 0 0 0 21 1 1 3 106
Total Working Papers 0 0 0 63 1 1 5 271

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A lattice algorithm for pricing moving average barrier options 0 0 2 55 1 4 11 217
CHARACTERIZATION OF OPTIMAL STOPPING REGIONS OF AMERICAN ASIAN AND LOOKBACK OPTIONS 0 0 0 6 0 0 2 38
Calibration of stochastic volatility models: A Tikhonov regularization approach 0 2 7 29 1 3 17 85
GUARANTEED MINIMUM WITHDRAWAL BENEFIT IN VARIABLE ANNUITIES 0 0 0 42 0 0 8 124
Hiring, firing, and relocation under employment protection 1 1 2 11 1 2 5 41
How Does Illiquidity Affect Delegated Portfolio Choice? 0 3 6 9 0 5 16 24
Illiquidity, position limits, and optimal investment for mutual funds 0 0 0 24 1 1 4 99
Intensity-based framework and penalty formulation of optimal stopping problems 0 0 4 20 0 0 6 72
Knock‐in American options 0 0 0 1 0 0 1 7
Leverage management in a bull–bear switching market 0 0 0 9 3 4 14 102
OPTIMAL SHOUTING POLICIES OF OPTIONS WITH STRIKE RESET RIGHT 0 0 0 26 0 0 0 58
One-state variable binomial models for European-/American-style geometric Asian options 0 0 0 2 0 0 2 23
Opaque bank assets and optimal equity capital 0 0 2 2 0 1 18 24
Optimal Decision for Selling an Illiquid Stock 0 0 0 0 1 1 5 6
Optimal Tax Timing with Asymmetric Long-Term/Short-Term Capital Gains Tax 0 0 0 6 0 1 1 37
Optimal Trend Following Trading Rules 0 2 4 17 0 4 11 63
Optimal arbitrage strategies on stock index futures under position limits 0 0 0 4 0 1 5 19
Optimal multiple stopping models of reload options and shout options 0 0 1 43 1 1 4 164
Optimal policies of call with notice period requirement 0 0 0 19 0 0 3 115
Options with Multiple Reset Rights 0 0 0 0 0 0 1 3
Options with combined reset rights on strike and maturity 0 0 0 25 0 0 2 88
Portfolio Choice with Market Closure and Implications for Liquidity Premia 0 0 1 3 2 5 21 44
Pricing corporate debt with finite maturity and chapter 11 proceedings 0 0 1 4 0 0 3 13
Pricing jump risk with utility indifference 0 0 0 15 0 0 1 109
QUANTO LOOKBACK OPTIONS 0 0 0 21 0 0 0 62
Superhedging under ratio constraint 0 0 0 5 1 1 8 44
Valuing employee reload options under the time vesting requirement 0 0 0 1 0 0 1 36
Total Journal Articles 1 8 30 399 12 34 170 1,717

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Interest Rate Swap Valuation in the Chinese Market 1 2 7 9 2 9 31 34
Total Chapters 1 2 7 9 2 9 31 34

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Statistics updated 2020-09-04