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Zhong, Yifei's
Scholarly Papers
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Aggregate Statistics |
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Total Downloads
1,176 |
Total
Citations
12 |
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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
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08 Feb 10
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Last Revised:
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07 May 10
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334
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index arbitrage, optimal stopping, transaction costs, position limits
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2.
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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
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272
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2
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Black -- Scholes market, optimal stopping, stock goodness index, value function, free-boundary PDE (variational inequality)
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3.
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Dai, Min National University of Singapore (NUS) - Department of Mathematics Zhong, Yifei National University of Singapore (NUS) - Department of Mathematics
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201
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2
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optimal strategy, average price, optimal stopping problem, variational inequality
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4.
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Dai, Min National University of Singapore (NUS) - Department of Mathematics Zhong, Yifei National University of Singapore (NUS) - Department of Mathematics
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123
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6
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5.
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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
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20 Nov 11
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Last Revised:
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30 Nov 11
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80
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Capital Gains Tax Law, Portfolio Selection, Consumption, Asymmetric Tax Rates
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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
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77
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Optimal selling strategy, global maximum, square error, variational inequality
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7.
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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
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51
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Capital Gains Tax Law, Portfolio Selection, Consumption
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8.
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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
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36
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9.
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Dai, Min National University of Singapore (NUS) - Department of Mathematics Zhong, Yifei National University of Singapore (NUS) - Department of Mathematics
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2
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2
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optimal selling/buying strategy, ultimate average, timeāvesting
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Records 1 -
9
of 9 matches
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