The following pages link to Duy Minh Dang (Q964215):
Displaying 23 items.
- (Q322570) (redirect page) (← links)
- Better than pre-commitment mean-variance portfolio allocation strategies: a semi-self-financing Hamilton-Jacobi-Bellman equation approach (Q322571) (← links)
- (Q508041) (redirect page) (← links)
- A decomposition approach via Fourier sine transform for valuing American knock-out options with rebates (Q508042) (← links)
- Quadratic spline collocation for one-dimensional linear parabolic partial differential equations (Q964216) (← links)
- Time-consistent mean-variance portfolio optimization: a numerical impulse control approach (Q1622505) (← links)
- A Shannon wavelet method for pricing foreign exchange options under the Heston multi-factor CIR model (Q1633313) (← links)
- A dimension reduction Shannon-wavelet based method for option pricing (Q1635866) (← links)
- Pricing American-style Parisian down-and-out call options (Q1735448) (← links)
- The surprising robustness of dynamic mean-variance portfolio optimization to model misspecification errors (Q2029065) (← links)
- A multi-level dimension reduction Monte-Carlo method for jump-diffusion models (Q2360709) (← links)
- Convergence of the embedded mean-variance optimal points with discrete sampling (Q2634609) (← links)
- (Q3102957) (← links)
- The 4% strategy revisited: a pre-commitment mean-variance optimal approach to wealth management (Q4555082) (← links)
- Partial Differential Equation Pricing of Contingent Claims under Stochastic Correlation (Q4600012) (← links)
- A dimension and variance reduction Monte-Carlo method for option pricing under jump-diffusion models (Q4610213) (← links)
- Dimension and variance reduction for Monte Carlo methods for high-dimensional models in finance (Q4682492) (← links)
- Mean-Quadratic Variation Portfolio Optimization: A Desirable Alternative to Time-Consistent Mean-Variance Optimization? (Q4971982) (← links)
- On the Distribution of Terminal Wealth under Dynamic Mean-Variance Optimal Investment Strategies (Q4988555) (← links)
- PRACTICAL INVESTMENT CONSEQUENCES OF THE SCALARIZATION PARAMETER FORMULATION IN DYNAMIC MEAN–VARIANCE PORTFOLIO OPTIMIZATION (Q5157845) (← links)
- Continuous time mean‐variance optimal portfolio allocation under jump diffusion: An numerical impulse control approach (Q5407987) (← links)
- A monotone numerical integration method for mean-variance portfolio optimization under jump-diffusion models (Q6129418) (← links)
- A semi-Lagrangian \(\epsilon\)-monotone Fourier method for continuous withdrawal GMWBs under jump-diffusion with stochastic interest rate (Q6556883) (← links)
