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HKUST Institutional Repository >
Items for Author "Dai, Min"
Showing 13 items.
| Date of Issue | Title |
Authors |
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| 20-Jan-2001 | Optimal shouting policies of options with shouting rights | Dai, Min; Kwok, Yue Kuen; Wu, Lixin |
| Dec-2002 | Optimal shouting policies of options with reset rights | Kwok, Yue Kuen; Dai, Min; Wu, Lixin |
| 2003 | Optimal shouting policies of options with strike reset right | Dai, Min; Kwok, Yue Kuen; Wu, Lixin |
| 2003 | A tale of two options: employee reload options and shout call options | Dai, Min; Kwok, Yue Kuen |
| 2003 | Valuing employee reload options under time vesting requirement | Dai, Min; Kwok, Yue Kuen |
| 2003 | Quanto lookback options | Kwok, Yue Kuen; Dai, Min; Wong, Hoi Ying |
| 12-Aug-2003 | Multi-state lookback options | Kwok, Yue Kuen; Wong, Hoi Ying; Dai, Min |
| 2004 | Optimal policies of call with notice period requirement for American warrants and convertible bonds | Dai, Min; Kwok, Yue Kuen |
| 2004 | American options with lookback payoff | Dai, Min; Kwok, Yue Kuen |
| 9-Sep-2004 | Options with combinded reset rights on strike and maturity | Kwok, Yue Kuen; Dai, Min |
| Jan-2006 | Characterization of optimal stopping regions of American path dependent options | Kwok, Yue Kuen; Dai, Min |
| Dec-2007 | Intensity-based framework and penalty formulation of optimal stopping problems | Dai, Min; Kwok, Yue Kuen; You, Hong |
| Jul-2008 | Optimal multiple stopping models of reload options and shout options | Kwok, Yue Kuen; Dai, Min |
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