Min Dai

Finance · 2008–2010

A researcher in the Science corpus: 3 papers; trusts 6 researchers and is trusted by 4 researchers here, as inferred from the citation graph.

Subfields

Whom Min Dai trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Tak Kuen Siu
  2. Peter A. Forsyth
  3. Paolo Guasoni
  4. Hong Liu
  5. Kenneth R. Vetzal
  6. Mark Loewenstein
  7. Wendell H. Fleming
  8. M. Milevsky

Who trusts Min Dai overall

  1. Peter A. Forsyth
  2. Y. Huang
  3. Kenneth R. Vetzal
  4. Z. Chen
  5. Lukasz Delong
  6. Jan Kallsen

Papers from Min Dai's perspective

Ordered by how strongly the researchers Min Dai trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Optimal Portfolio Selection with Transaction Costs and Finite Horizons
  2. Optimal investment with transaction costs and without semimartingales
  3. Fair valuation of participating policies with surrender options and regime switching
  4. The Pricing of Options and Corporate Liabilities
  5. Controlled Markov processes and viscosity solutions
  6. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  7. A Regime-Switching Model of Long-Term Stock Returns
  8. On the pricing and hedging of volatility derivatives
  9. Option Pricing, Interest Rates and Risk Management: Towards a Theory of Volatility Trading
  10. GARCH and volatility swaps

Their papers