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Min Dai

SSRN Author Rank: 2,351 by Downloads and 5,064 by Citations

 

National University of Singapore (NUS) - Department of Mathematics


 Singapore
 email address

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. Min Dai's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
11,020
Total
Citations
101
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
1,752
(3,384)
1

2.  
Dai, Min
National University of Singapore (NUS) - Department of Mathematics
Yang, Zhou
South China Normal University - Department of Math
Zhang, Qing
University of Georgia - Department of Mathematics
Zhu, Qiji Jim
Western Michigan University
Posted:
27 Jun 10
Last Revised:
12 Jun 15
944
(13,614)
1

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
696
(25,796)
13

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
441
(41,464)
 

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
(51,365)
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
390
(54,260)
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
332
(58,997)
3

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
288
(76,530)
1

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
280
(78,375)
 

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
(91,458)
3

11.  
Dai, Min
National University of Singapore (NUS) - Department of Mathematics
Posted:
28 Jul 08
216
(102,881)
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
213
(103,366)
4

13.  
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
200
(106,239)
2

14.  
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
(111,407)
2

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
181
(92,626)
 

16.   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
Robert H. Smith School of Business, University of Maryland
Posted:
14 Dec 08
Last Revised:
28 May 13
179
(125,199)
1

17.  
Dai, Min
National University of Singapore (NUS) - Department of Mathematics
Posted:
21 Feb 05
167
(130,517)
 

18.  
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
162
(136,225)
4

19.  
Dai, Min
National University of Singapore (NUS) - Department of Mathematics
Posted:
07 Aug 08
149
(139,130)
4

20.  
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
149
(146,206)
1

21.  
Dai, Min
National University of Singapore (NUS) - Department of Mathematics
Yi, Fahuai
South China Normal University - Department of Math
Posted:
12 Dec 05
145
(147,080)
15

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
139
(155,852)
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
(157,638)
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
122
(157,638)
 

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
106
(188,808)
1

26.  
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
102
(175,810)
 

27.  
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
100
(199,307)
6

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
(209,182)
 

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
91
(199,307)
1

30.  
Chen, Xinfu
Independent
Dai, Min
National University of Singapore (NUS) - Department of Mathematics
Posted:
15 Nov 12
87
(202,053)
 

31.  
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
86
(202,053)
 

32.  
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
(221,373)
2

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
67
(238,577)
 

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
65
(254,030)
4

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
64
(254,030)
 

36.  
Chen, Xinfu
Independent
Dai, Min
National University of Singapore (NUS) - Department of Mathematics
Posted:
13 Dec 13
Last Revised:
24 Jul 14
63
(180,345)
 

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
51
(233,230)
 

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
(293,012)
 

39.  
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:
04 Feb 16
40
(186,239)
 

40.  
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
38
(256,110)
 

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
(403,711)
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
(408,440)
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
(418,288)
1

44.  
Dai, Min
National University of Singapore (NUS) - Department of Mathematics
Posted:
21 Jan 12
2
(488,700)
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
(488,700)
 

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
(498,284)
1

47.  
Dai, Min
National University of Singapore (NUS) - Department of Mathematics
Huang, Shan
National University of Singapore (NUS)
Keppo, Jussi
National University of Singapore - NUS Business School
Posted:
02 Jun 16
Last Revised:
04 Aug 16
0
(327,035)
 

48.  
How Does Illiquidity Affect Delegated Portfolio Choice? | Show Abstract | Download This Paper | Open PDF in Browser |
WFA 2010 Victoria Meetings Paper, EFA 2009 Bergen Meetings Paper
Number of Pages in PDF File: 62
Dai, Min
National University of Singapore (NUS) - Department of Mathematics
Goncalves-Pinto, Luis
National University of Singapore
Xu, Jing
National University of Singapore (NUS) - Department of Mathematics
Posted:
16 Feb 09
Last Revised:
12 Jul 16
0
(72,504)
1


Records 1 - 48 of 48 matches
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