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Dai, Min


 SSRN Author Rank: 2,628 by Downloads
 

National University of Singapore (NUS) - Department of Mathematics


 Singapore
 email address

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. Dai, Min's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
8,877
Total
Citations
102
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Dai, Min
National University of Singapore (NUS) - Department of Mathematics
Zhang, Qing
University of Georgia - Department of Mathematics
Zhu, Qiji Jim
Western Michigan University
Posted:
20 Jul 11
1,542
(6,175)
1

2.  
Dai, Min
National University of Singapore (NUS) - Department of Mathematics
Zhu, Qiji Jim
Western Michigan University
Zhang, Qing
University of Georgia - Department of Mathematics
Posted:
27 Jun 10
878
(15,287)
2

3.   Incl. Electronic Paper
Dai, Min
National University of Singapore (NUS) - Department of Mathematics
Kwok, Yue Kuen
Hong Kong University of Science & Technology - Department of Mathematics
Zong, Jianping
National University of Singapore (NUS) - Department of Mathematics
Posted:
22 Feb 07
Last Revised:
19 Sep 08
658
(23,284)
16

4.  
Dai, Min
National University of Singapore (NUS) - Department of Mathematics
Kwok, Yue Kuen
Hong Kong University of Science & Technology - Department of Mathematics
Posted:
08 Feb 10
Last Revised:
07 May 10
421
(42,200)
 

5.  
Convergence of Binomial Tree Method for European/American Path-dependent Options | Show Abstract | Download This Paper | Open PDF in Browser |
SIAM Journal on Numerical Analysis, Vol. 42, No. 3, pp. 1094-1109, 2004
Number of Pages in PDF File: 20
Jiang, Lishang
Tongji University - Institute of Mathematics
Dai, Min
National University of Singapore (NUS) - Department of Mathematics
Posted:
21 Feb 05
407
(43,873)
8

6.  
Dai, Min
National University of Singapore (NUS) - Department of Mathematics
Kwok, Yue Kuen
Hong Kong University of Science & Technology - Department of Mathematics
Posted:
09 Aug 04
389
(46,361)
4

7.  
Dai, Min
National University of Singapore (NUS) - Department of Mathematics
Jin, Hanqing
Oxford-Man Institute of Quantitative Finance
Zhou, Xun Yu
University of Oxford - Nomura Centre for Mathematical Finance
Posted:
02 Oct 09
319
(58,881)
2

8.  
Liu, Hong
Washington University in St. Louis - Olin Business School
Dai, Min
National University of Singapore (NUS) - Department of Mathematics
Jin, Hanqing
National University of Singapore (NUS)
Posted:
21 Mar 08
285
(66,795)
 

9.  
A Closed-form Solution for Perpetual American Floating Strike Lookback Options | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Computational Finance, Vol. 4, No. 2, pp. 63-68, Winter 2000/2001
Number of Pages in PDF File: 8
Dai, Min
National University of Singapore (NUS) - Department of Mathematics
Posted:
21 Feb 05
278
(68,658)
 

10.  
Convergence Analysis of Binomial Tree Method for American-Type Path-Dependent Options | Show Abstract | Download This Paper | Open PDF in Browser |
FREE BOUNDARY PROBLEMS: THEORY AND APPLICATIONS, pp. 153-166, Chiba, 1999
Number of Pages in PDF File: 14
Dai, Min
National University of Singapore (NUS) - Department of Mathematics
Jiang, Lishang
Tongji University - Institute of Mathematics
Posted:
04 May 06
Last Revised:
09 Feb 09
244
(78,979)
3

11.  
Dai, Min
National University of Singapore (NUS) - Department of Mathematics
Posted:
28 Jul 08
216
(89,660)
2

12.  
Dai, Min
National University of Singapore (NUS) - Department of Mathematics
Kwok, Yue Kuen
Hong Kong University of Science & Technology - Department of Mathematics
Posted:
02 Aug 04
209
(92,695)
4

13.  
Wu, Lixin
Hong Kong University of Science & Technology - Department of Mathematics
Dai, Min
National University of Singapore (NUS) - Department of Mathematics
Posted:
21 Feb 05
200
(96,828)
3

14.  
Leverage Management in a Bull-Bear Switching Market | Show Abstract | Download This Paper | Open PDF in Browser |
UIC College of Business Administration Research Paper No. 10-08
Number of Pages in PDF File: 27
Dai, Min
National University of Singapore (NUS) - Department of Mathematics
Yang, Zhou
South China Normal University - Department of Math
Wang, Hefei
University of Illinois at Chicago - Department of Finance
Posted:
17 Mar 10
194
(99,694)
1

15.  
Dai, Min
National University of Singapore (NUS) - Department of Mathematics
Tang, Ling
affiliation not provided to SSRN
Yue, Xingye
affiliation not provided to SSRN
Posted:
21 Oct 12
167
(114,571)
 

16.  
Dai, Min
National University of Singapore (NUS) - Department of Mathematics
Posted:
21 Feb 05
166
(115,153)
 

17.  
Dai, Min
National University of Singapore (NUS) - Department of Mathematics
Kwok, Yue Kuen
Hong Kong University of Science & Technology - Department of Mathematics
Posted:
09 May 05
Last Revised:
12 Dec 13
161
(118,268)
4

18.   Incl. Electronic Paper
Dai, Min
National University of Singapore (NUS) - Department of Mathematics
Li, Peifan
National University of Singapore (NUS) - Department of Mathematics
Liu, Hong
Washington University in St. Louis - Olin Business School
Wang, Yajun
University of Maryland - Robert H. Smith School of Business
Posted:
14 Dec 08
Last Revised:
28 May 13
156
(121,623)
1

19.  
Kwok, Yue Kuen
Hong Kong University of Science & Technology - Department of Mathematics
Dai, Min
National University of Singapore (NUS) - Department of Mathematics
Posted:
03 Jan 05
148
(127,297)
1

20.  
Dai, Min
National University of Singapore (NUS) - Department of Mathematics
Posted:
07 Aug 08
147
(128,001)
5

21.  
Dai, Min
National University of Singapore (NUS) - Department of Mathematics
Yi, Fahuai
South China Normal University - Department of Math
Posted:
12 Dec 05
143
(130,983)
11

22.  
Dai, Min
National University of Singapore (NUS) - Department of Mathematics
Kwok, Yue Kuen
Hong Kong University of Science & Technology - Department of Mathematics
Posted:
02 Aug 04
138
(134,949)
1

23.  
Kwok, Yue Kuen
Hong Kong University of Science & Technology - Department of Mathematics
Dai, Min
National University of Singapore (NUS) - Department of Mathematics
Posted:
15 Sep 04
137
(135,774)
2

24.  
Dai, Min
National University of Singapore (NUS) - Department of Mathematics
Yang, Zhou
South China Normal University - Department of Math
Posted:
23 Feb 12
113
(157,686)
 

25.  
Dai, Min
National University of Singapore (NUS) - Department of Mathematics
Jin, Hanqing
Oxford-Man Institute of Quantitative Finance
Liu, Hong
Washington University in St. Louis - Olin Business School
Posted:
17 Mar 09
105
(166,362)
1

26.  
Kwok, Yue Kuen
Hong Kong University of Science & Technology - Department of Mathematics
Dai, Min
National University of Singapore (NUS) - Department of Mathematics
You, Hong
National University of Singapore (NUS)
Posted:
28 Feb 06
99
(173,325)
7

27.  
Chen, Nan
The Chinese University of Hong Kong (CUHK)
Dai, Min
National University of Singapore (NUS) - Department of Mathematics
Wan, Xiangwei
Shanghai Jiao Tong University - Antai College of Economics & Management
Posted:
26 Nov 10
95
(178,314)
 

28.  
Dai, Min
National University of Singapore (NUS) - Department of Mathematics
Liu, Hong
Washington University in St. Louis - Olin Business School
Posted:
20 Nov 11
Last Revised:
30 Nov 11
91
(183,383)
 

29.  
A Note on Finite Horizon Optimal Investment and Consumption with Transaction Cost | Show Abstract | Download This Paper | Open PDF in Browser |
SIAM Journal of Control and Optimization, Vol. 48, pp. 1134-1154, 2009
Number of Pages in PDF File: 8
Dai, Min
National University of Singapore (NUS) - Department of Mathematics
Yang, Zhou
South China Normal University - Department of Math
Posted:
09 Mar 11
90
(184,673)
2

30.  
Dai, Min
National University of Singapore (NUS) - Department of Mathematics
Jiang, Lishang
Tongji University - Institute of Mathematics
Lin, Jianwei
Putian University - Department of Mathematics
Posted:
06 Feb 12
Last Revised:
11 Feb 12
82
(195,698)
 

31.  
Dai, Min
National University of Singapore (NUS) - Department of Mathematics
Jiang, Lishang
Tongji University - Institute of Mathematics
Yi, Fahuai
South China Normal University - Department of Math
Posted:
08 Jan 07
82
(195,698)
2

32.  
Chen, Xinfu
Independent
Dai, Min
National University of Singapore (NUS) - Department of Mathematics
Posted:
15 Nov 12
80
(198,675)
 

33.  
Knock-In American Options | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Futures Markets, Vol. 24, No. 2, pp. 179-192, 2004
Number of Pages in PDF File: 12
Dai, Min
National University of Singapore (NUS) - Department of Mathematics
Kwok, Yue Kuen
Hong Kong University of Science & Technology - Department of Mathematics
Posted:
12 Jan 10
Last Revised:
25 Jun 13
64
(225,474)
 

34.  
Finite Horizon Optimal Investment and Consumption with Transaction Costs | Show Abstract | Download This Paper | Open PDF in Browser |
SIAM Journal on Control and Optimization, Vol. 48, No. 2, pp. 1134-1154, 2009
Number of Pages in PDF File: 20
Dai, Min
National University of Singapore (NUS) - Department of Mathematics
Jiang, Lishang
Tongji University - Institute of Mathematics
Li, Peifan
affiliation not provided to SSRN
Yi, Fahuai
South China Normal University - Department of Math
Posted:
08 Dec 09
64
(225,474)
5

35.  
Cao, Yizhou
National University of Singapore (NUS)
Dai, Min
National University of Singapore (NUS) - Department of Mathematics
Wang, Hefei
University of Illinois at Chicago - Department of Finance
Posted:
23 Jul 10
63
(227,377)
 

36.  
Chen, Xinfu
Independent
Dai, Min
National University of Singapore (NUS) - Department of Mathematics
Posted:
13 Dec 13
Last Revised:
24 Jul 14
54
(245,417)
 

37.  
Dai, Min
National University of Singapore (NUS) - Department of Mathematics
Keppo, Jussi
National University of Singapore - NUS Business School
Maull, Tim A
University of Michigan at Ann Arbor - Department of Industrial and Operations Engineering
Posted:
30 Oct 14
Last Revised:
02 Apr 15
45
(268,330)
 

38.  
Dai, Min
National University of Singapore (NUS) - Department of Mathematics
Liu, Hong
Washington University in St. Louis - Olin Business School
Chen, Yang
National University of Singapore (NUS) - Department of Mathematics
Posted:
15 Mar 11
Last Revised:
21 Mar 15
43
(270,837)
 

39.  
Chen, Yingshan
National University of Singapore (NUS) - Department of Mathematics
Dai, Min
National University of Singapore (NUS) - Department of Mathematics
Xu, Jing
National University of Singapore (NUS) - Department of Mathematics
Xu, Mingyu
Chinese Academy of Sciences (CAS) - Academy of Mathematics and Systems Sciences
Posted:
31 Dec 14
27
(318,922)
 

40.  
Dai, Min
National University of Singapore (NUS) - Department of Mathematics
Liu, Hong
Washington University in St. Louis - Olin Business School
Xu, Jing
National University of Singapore (NUS)
Posted:
06 Apr 15
Last Revised:
13 May 15
19
(352,645)
 

41.  
Characterization of Optimal Stopping Regions of American Asian and Lookback Options | Show Abstract | Add to Cart |
Mathematical Finance, Vol. 16, No. 1, pp. 63-82, January 2006
Number of Pages in PDF File: 20
Dai, Min
National University of Singapore (NUS) - Department of Mathematics
Kwok, Yue Kuen
Hong Kong University of Science & Technology - Department of Mathematics
Posted:
21 Jun 06
19
(352,645)
3

42.  
Optimal Shouting Policies of Options with Strike Reset Right | Show Abstract | Add to Cart |
Mathematical Finance, Vol. 14, No. 3, pp. 383-401, July 2004
Number of Pages in PDF File: 19
Dai, Min
National University of Singapore (NUS) - Department of Mathematics
Kwok, Yue Kuen
Hong Kong University of Science & Technology - Department of Mathematics
Wu, Lixin
Hong Kong University of Science & Technology - Department of Mathematics
Posted:
11 Jul 04
18
(356,980)
7

43.  
Quanto Lookback Options | Show Abstract | Add to Cart |
Mathematical Finance, Vol. 14, No. 3, pp. 445-467, July 2004
Number of Pages in PDF File: 23
Dai, Min
National University of Singapore (NUS) - Department of Mathematics
Kwok, Yue Kuen
Hong Kong University of Science & Technology - Department of Mathematics
Wong, Hoi Ying
The Chinese University of Hong Kong (CUHK) - Department of Statistics
Posted:
13 Aug 04
16
(365,744)
1

44.  
Dai, Min
National University of Singapore (NUS) - Department of Mathematics
Posted:
21 Jan 12
2
(428,981)
2

45.  
Optimal Redeeming Strategy of Stock Loans with Finite Maturity | Show Abstract | Add to Cart |
Mathematical Finance, Vol. 21, Issue 4, pp. 775-793, 2011
Number of Pages in PDF File: 19
Dai, Min
National University of Singapore (NUS) - Department of Mathematics
Xu, Zuo Quan
Hong Kong Polytechnic University
Posted:
23 Aug 11
2
(428,981)
 

46.  
A Nonzero‐Sum Game Approach to Convertible Bonds: Tax Benefit, Bankruptcy Cost, and Early/Late Calls | Show Abstract | Add to Cart |
Mathematical Finance, Vol. 23, Issue 1, pp. 57-93, 2013
Number of Pages in PDF File: 37
Chen, Nan
The Chinese University of Hong Kong (CUHK)
Dai, Min
National University of Singapore (NUS) - Department of Mathematics
Wan, Xiangwei
Shanghai Jiao Tong University - Antai College of Economics & Management
Posted:
10 Jan 13
1
(437,852)
1


Records 1 - 46 of 46 matches
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