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Dai, Min


 SSRN Author Rank: 2,662 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
8,379
Total
Citations
105
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
1,346
(7,198)
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
812
(16,062)
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
645
(22,360)
16

4.  
Dai, Min
National University of Singapore (NUS) - Department of Mathematics
Zhong, Yifei
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
406
(41,263)
 

5.  
Convergence of Binomial Tree Method for European/American Path-dependent Options | Show Abstract | Download |
SIAM Journal on Numerical Analysis, Vol. 42, No. 3, pp. 1094-1109, 2004
Accepted Paper Series
Jiang, Lishang
Tongji University - Institute of Mathematics
Dai, Min
National University of Singapore (NUS) - Department of Mathematics
Posted:
21 Feb 05
404
(41,508)
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
387
(43,774)
4

7.  
Dai, Min
National University of Singapore (NUS) - Department of Mathematics
Jin, Hanqing
Oxford-Man Institute of Quantitative Finance
Zhong, Yifei
Oxford-Man Institute of Quantitative Finance
Zhou, Xun Yu
University of Oxford - Nomura Centre for Mathematical Finance
Posted:
02 Oct 09
311
(56,959)
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
(62,843)
 

9.  
A Closed-form Solution for Perpetual American Floating Strike Lookback Options | Show Abstract | Download |
Journal of Computational Finance, Vol. 4, No. 2, pp. 63-68, Winter 2000/2001
Accepted Paper Series
Dai, Min
National University of Singapore (NUS) - Department of Mathematics
Posted:
21 Feb 05
274
(65,727)
 

10.  
Convergence Analysis of Binomial Tree Method for American-Type Path-Dependent Options | Show Abstract | Download |
FREE BOUNDARY PROBLEMS: THEORY AND APPLICATIONS, pp. 153-166, Chiba, 1999
Accepted Paper Series
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
(74,363)
3

11.  
Dai, Min
National University of Singapore (NUS) - Department of Mathematics
Zhong, Yifei
National University of Singapore (NUS) - Department of Mathematics
Posted:
28 Jul 08
213
(85,680)
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
(87,375)
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
199
(91,705)
3

14.  
Leverage Management in a Bull-Bear Switching Market | Show Abstract | Download |
UIC College of Business Administration Research Paper No. 10-08
Working Paper Series
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
186
(97,812)
1

15.  
One-State Variable Binomial Models for European-/American-Style Geometric Asian Options | Show Abstract | Download |
Quantitative Finance, Vol. 3, No. 4, pp. 288-295, 2003
Accepted Paper Series
Dai, Min
National University of Singapore (NUS) - Department of Mathematics
Posted:
21 Feb 05
166
(108,670)
 

16.  
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
(111,741)
4

17.   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
152
(117,541)
1

18.  
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
147
(120,906)
1

19.  
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
143
(123,910)
 

20.  
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
(127,686)
1

21.  
Dai, Min
National University of Singapore (NUS) - Department of Mathematics
Zhong, Yifei
National University of Singapore (NUS) - Department of Mathematics
Posted:
07 Aug 08
137
(128,433)
5

22.  
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
(128,433)
2

23.  
Dai, Min
National University of Singapore (NUS) - Department of Mathematics
Yi, Fahuai
South China Normal University - Department of Math
Posted:
12 Dec 05
134
(130,788)
12

24.  
Dai, Min
National University of Singapore (NUS) - Department of Mathematics
Yang, Zhou
South China Normal University - Department of Math
Zhong, Yifei
South China Normal University - Department of Math
Posted:
23 Feb 12
109
(153,134)
 

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
104
(158,497)
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
(163,968)
7

27.  
Dai, Min
National University of Singapore (NUS) - Department of Mathematics
Liu, Hong
Washington University in St. Louis - Olin Business School
Zhong, Yifei
Washington University in St. Louis - Olin Business School
Posted:
20 Nov 11
Last Revised:
30 Nov 11
88
(177,340)
 

28.  
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
87
(178,675)
 

29.  
A Note on Finite Horizon Optimal Investment and Consumption with Transaction Cost | Show Abstract | Download |
SIAM Journal of Control and Optimization, Vol. 48, pp. 1134-1154, 2009
Accepted Paper Series
Dai, Min
National University of Singapore (NUS) - Department of Mathematics
Yang, Zhou
South China Normal University - Department of Math
Posted:
09 Mar 11
83
(183,930)
3

30.  
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
80
(188,167)
2

31.  
Chen, Xinfu
Independent
Dai, Min
National University of Singapore (NUS) - Department of Mathematics
Posted:
15 Nov 12
78
(191,110)
 

32.  
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
75
(195,491)
 

33.  
Finite Horizon Optimal Investment and Consumption with Transaction Costs | Show Abstract | Download |
SIAM Journal on Control and Optimization, Vol. 48, No. 2, pp. 1134-1154, 2009
Working Paper Series
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
63
(215,240)
6

34.  
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
62
(217,105)
 

35.  
Knock-In American Options | Show Abstract | Download |
Journal of Futures Markets, Vol. 24, No. 2, pp. 179-192, 2004
Accepted Paper Series
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
61
(218,929)
 

36.  
Dai, Min
National University of Singapore (NUS) - Department of Mathematics
Liu, Hong
Washington University in St. Louis - Olin Business School
Zhong, Yifei
Washington University in St. Louis - Olin Business School
Posted:
15 Mar 11
42
(258,853)
 

37.  
Chen, Xinfu
Independent
Dai, Min
National University of Singapore (NUS) - Department of Mathematics
Posted:
13 Dec 13
Last Revised:
24 Jul 14
38
(268,868)
 

38.  
Characterization of Optimal Stopping Regions of American Asian and Lookback Options | Show Abstract | Download |
Mathematical Finance, Vol. 16, No. 1, pp. 63-82, January 2006
Accepted Paper Series
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
(334,630)
3

39.  
Optimal Shouting Policies of Options with Strike Reset Right | Show Abstract | Download |
Mathematical Finance, Vol. 14, No. 3, pp. 383-401, July 2004
Accepted Paper Series
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
(338,857)
7

40.  
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 Dec 14
16
(347,386)
 

41.  
Quanto Lookback Options | Show Abstract | Download |
Mathematical Finance, Vol. 14, No. 3, pp. 445-467, July 2004
Accepted Paper Series
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
(347,386)
1

42.  
Optimal Stock Selling/Buying Strategy with Reference to the Ultimate Average | Show Abstract | Download |
Mathematical Finance, Vol. 22, Issue 1, pp. 165-184, 2012
Accepted Paper Series
Dai, Min
National University of Singapore (NUS) - Department of Mathematics
Zhong, Yifei
National University of Singapore (NUS) - Department of Mathematics
Posted:
21 Jan 12
2
(409,012)
2

43.  
Optimal Redeeming Strategy of Stock Loans with Finite Maturity | Show Abstract | Download |
Mathematical Finance, Vol. 21, Issue 4, pp. 775-793, 2011
Accepted Paper Series
Dai, Min
National University of Singapore (NUS) - Department of Mathematics
Xu, Zuo Quan
Hong Kong Polytechnic University
Posted:
23 Aug 11
2
(409,012)
 

44.  
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
(417,854)
1


Records 1 - 44 of 44 matches
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