The following pages link to Min Dai (Q237574):
Displayed 50 items.
- Leverage management in a bull-bear switching market (Q311005) (← links)
- A note on finite horizon optimal investment and consumption with transaction costs (Q316893) (← links)
- Illiquidity, position limits, and optimal investment for mutual funds (Q634528) (← links)
- Optimal decision for selling an illiquid stock (Q658561) (← links)
- Spike sorting based on radial basis function network with overlap decomposition (Q660962) (← links)
- GSPEC: A graphical specification language for software (Q803772) (← links)
- Optimal multiple stopping models of reload options and shout options (Q844713) (← links)
- Least-squares-based fitting of paraboloids (Q854220) (← links)
- A parabolic variational inequality arising from the valuation of strike reset options (Q860744) (← links)
- Options with combined reset rights on strike and maturity (Q956445) (← links)
- A lattice algorithm for pricing moving average barrier options (Q975929) (← links)
- Finite-horizon optimal investment with transaction costs: a parabolic double obstacle problem (Q1006096) (← links)
- Intensity-based framework and penalty formulation of optimal stopping problems (Q1029998) (← links)
- A modified binomial tree method for currency lookback options (Q1586084) (← links)
- Calibration of stochastic volatility models: a Tikhonov regularization approach (Q1656762) (← links)
- Superhedging under ratio constraint (Q1657512) (← links)
- Hiring, firing, and relocation under employment protection (Q1657544) (← links)
- Opaque bank assets and optimal equity capital (Q1734564) (← links)
- Mappings of bounded distortion between complex manifolds (Q1940447) (← links)
- A stochastic model for stop-and-go phenomenon in traffic oscillation: on the prospective of macro and micro traffic flow (Q2101920) (← links)
- A reinforced exploration mechanism whale optimization algorithm for continuous optimization problems (Q2146669) (← links)
- Maximum likelihood estimation of stochastic differential equations with random effects driven by fractional Brownian motion (Q2242070) (← links)
- Optimal policies of call with notice period requirement (Q2372258) (← links)
- A comparative study of the numerical scales and the prioritization methods in AHP (Q2462120) (← links)
- Stochastic frontier production model with undesirable outputs: An application to an HIV immunology model (Q2583573) (← links)
- The wisdom of the crowd and prediction markets (Q2658804) (← links)
- (Q2759779) (← links)
- Optimal Trend Following Trading Rules (Q2806822) (← links)
- Characterization of Optimal Strategy for Multiasset Investment and Consumption with Transaction Costs (Q2873152) (← links)
- Buy Low and Sell High (Q3000887) (← links)
- GUARANTEED MINIMUM WITHDRAWAL BENEFIT IN VARIABLE ANNUITIES (Q3005845) (← links)
- (Q3054461) (← links)
- Trend Following Trading under a Regime Switching Model (Q3055872) (← links)
- OPTIMAL REDEEMING STRATEGY OF STOCK LOANS WITH FINITE MATURITY (Q3100755) (← links)
- Optimal Stock Selling Based on the Global Maximum (Q3143238) (← links)
- (Q3386015) (← links)
- Continuous-Time Markowitz's Model with Transaction Costs (Q3402361) (← links)
- (Q3418863) (← links)
- (Q3462942) (← links)
- (Q3537282) (← links)
- Finite Horizon Optimal Investment and Consumption with Transaction Costs (Q3557961) (← links)
- Pricing jump risk with utility indifference (Q3623407) (← links)
- (Q4328944) (← links)
- (Q4508420) (← links)
- One-state variable binomial models for European-/American-style geometric Asian options (Q4647271) (← links)
- Convergence of Binomial Tree Methods for European/American Path-Dependent Options (Q4653901) (← links)
- OPTIMAL SHOUTING POLICIES OF OPTIONS WITH STRIKE RESET RIGHT (Q4673848) (← links)
- QUANTO LOOKBACK OPTIONS (Q4673851) (← links)
- (Q4703786) (← links)
- (Q4818715) (← links)