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Items for Author "Dai, Min"

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Date of IssueTitle Authors
2004 American options with lookback payoffDai, Min; Kwok, Yue Kuen
Jan-2006 Characterization of optimal stopping regions of American path dependent optionsKwok, Yue Kuen; Dai, Min
Dec-2007 Intensity-based framework and penalty formulation of optimal stopping problemsDai, Min; Kwok, Yue Kuen; You, Hong
12-Aug-2003 Multi-state lookback optionsKwok, Yue Kuen; Wong, Hoi Ying; Dai, Min
Jul-2008 Optimal multiple stopping models of reload options and shout optionsKwok, Yue Kuen; Dai, Min
2004 Optimal policies of call with notice period requirement for American warrants and convertible bondsDai, Min; Kwok, Yue Kuen
Dec-2002 Optimal shouting policies of options with reset rightsKwok, Yue Kuen; Dai, Min; Wu, Lixin
20-Jan-2001 Optimal shouting policies of options with shouting rightsDai, Min; Kwok, Yue Kuen; Wu, Lixin
2003 Optimal shouting policies of options with strike reset rightDai, Min; Kwok, Yue Kuen; Wu, Lixin
9-Sep-2004 Options with combinded reset rights on strike and maturityKwok, Yue Kuen; Dai, Min
2003 Quanto lookback optionsKwok, Yue Kuen; Dai, Min; Wong, Hoi Ying
2003 A tale of two options: employee reload options and shout call optionsDai, Min; Kwok, Yue Kuen
2003 Valuing employee reload options under time vesting requirementDai, Min; Kwok, Yue Kuen