The following pages link to Min Dai (Q237574):
Displayed 21 items.
- A NONZERO‐SUM GAME APPROACH TO CONVERTIBLE BONDS: TAX BENEFIT, BANKRUPTCY COST, AND EARLY/LATE CALLS (Q4906514) (← links)
- OPTIMAL STOCK SELLING/BUYING STRATEGY WITH REFERENCE TO THE ULTIMATE AVERAGE (Q4906544) (← links)
- (Q4925762) (← links)
- (Q4984803) (← links)
- (Q4996865) (← links)
- Detecting the maximum likelihood transition path from data of stochastic dynamical systems (Q5140892) (← links)
- Pricing corporate debt with finite maturity and chapter 11 proceedings (Q5400653) (← links)
- Penalty methods for continuous-time portfolio selection with proportional transaction costs (Q5411501) (← links)
- CHARACTERIZATION OF OPTIMAL STOPPING REGIONS OF AMERICAN ASIAN AND LOOKBACK OPTIONS (Q5472777) (← links)
- Options with Multiple Reset Rights (Q5696875) (← links)
- Valuing employee reload options under the time vesting requirement (Q5697337) (← links)
- American Options with Lookback Payoff (Q5700590) (← links)
- A Stochastic Representation for Nonlocal Parabolic PDEs with Applications (Q5868931) (← links)
- Equivalent linearization method based on energy-to-\(c\)th-power difference criterion in nonlinear stochastic vibration analysis of multi-degree-of-freedom systems. (Q5959156) (← links)
- Penalty method for portfolio selection with capital gains tax (Q6054372) (← links)
- Asymptotic analysis of long‐term investment with two illiquid and correlated assets (Q6054437) (← links)
- Statistical inference for mixed jump processes by Markov switching model with application to identify seismicity levels (Q6128225) (← links)
- Nonparametric inference of stochastic differential equations based on the relative entropy rate (Q6182259) (← links)
- Learning equilibrium mean‐variance strategy (Q6187369) (← links)
- Maximum Likelihood Estimation of Stochastic Differential Equations with Random Effects Driven by Fractional Brownian Motion (Q6332355) (← links)
- Variational inference of the drift function for stochastic differential equations driven by L\'{e}vy processes (Q6363923) (← links)