Advanced Search
MyIDEAS: Login

Min Dai

Contents:

This is information that was supplied by Min Dai in registering through RePEc. If you are Min Dai , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Min
Middle Name:
Last Name: Dai
Suffix:

RePEc Short-ID: pda481

Email: [This author has chosen not to make the email address public]
Homepage: http://www.math.nus.edu.sg/~matdm/
Postal Address:
Phone:

Affiliation

English (National University of Singapore, Department of Mathematics)
Homepage: http://ww1.math.nus.edu.sg/
Location: Singapore

Works

as in new window

Working papers

  1. Min Dai & Zuo Quan Xu, 2009. "Optimal Redeeming Strategy of Stock Loans," Papers 0906.0702, arXiv.org.
  2. Min Dai & Zuo Quan Xu & Xun Yu Zhou, 2009. "Continuous-Time Markowitz's Model with Transaction Costs," Papers 0906.0678, arXiv.org.

Articles

  1. Dai, Min & Jin, Hanqing & Liu, Hong, 2011. "Illiquidity, position limits, and optimal investment for mutual funds," Journal of Economic Theory, Elsevier, vol. 146(4), pages 1598-1630, July.
  2. Dai, Min & Li, Peifan & Zhang, Jin E., 2010. "A lattice algorithm for pricing moving average barrier options," Journal of Economic Dynamics and Control, Elsevier, vol. 34(3), pages 542-554, March.
  3. Lixin Wu & Min Dai, 2009. "Pricing jump risk with utility indifference," Quantitative Finance, Taylor & Francis Journals, vol. 9(2), pages 177-186.
  4. Dai, Min & Kwok, Yue Kuen, 2008. "Optimal multiple stopping models of reload options and shout options," Journal of Economic Dynamics and Control, Elsevier, vol. 32(7), pages 2269-2290, July.
  5. Min Dai & Yue Kuen Kwok & Jianping Zong, 2008. "Guaranteed Minimum Withdrawal Benefit In Variable Annuities," Mathematical Finance, Wiley Blackwell, vol. 18(4), pages 595-611.
  6. Dai, Min & Kwok, Yue Kuen & You, Hong, 2007. "Intensity-based framework and penalty formulation of optimal stopping problems," Journal of Economic Dynamics and Control, Elsevier, vol. 31(12), pages 3860-3880, December.
  7. Min Dai & Yue Kuen Kwok, 2006. "Characterization Of Optimal Stopping Regions Of American Asian And Lookback Options," Mathematical Finance, Wiley Blackwell, vol. 16(1), pages 63-82.
  8. Min Dai & Yue Kwok, 2005. "Optimal policies of call with notice period requirement," Asia-Pacific Financial Markets, Springer, vol. 12(4), pages 353-373, December.
  9. Dai, Min & Kwok, Yue Kuen, 2005. "Options with combined reset rights on strike and maturity," Journal of Economic Dynamics and Control, Elsevier, vol. 29(9), pages 1495-1515, September.
  10. Min Dai & Yue Kuen Kwok, 2005. "Valuing employee reload options under the time vesting requirement," Quantitative Finance, Taylor & Francis Journals, vol. 5(1), pages 61-69.
  11. Min Dai & Yue Kuen Kwok & Lixin Wu, 2004. "Optimal Shouting Policies Of Options With Strike Reset Right," Mathematical Finance, Wiley Blackwell, vol. 14(3), pages 383-401.
  12. Min Dai & Hoi Ying Wong & Yue Kuen Kwok, 2004. "Quanto Lookback Options," Mathematical Finance, Wiley Blackwell, vol. 14(3), pages 445-467.
  13. Min Dai, 2003. "One-state variable binomial models for European-/American-style geometric Asian options," Quantitative Finance, Taylor & Francis Journals, vol. 3(4), pages 288-295.

Statistics

Most cited item

Most downloaded item (past 12 months)

Access and download statistics for all items

Corrections

For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Min Dai should log into the RePEc Author Service

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.