Chen, Xinfu; Dai, Min; Jiang, Wei; Qin, Cong Asymptotic analysis of long-term investment with two illiquid and correlated assets. (English) Zbl 1522.91212 Math. Finance 32, No. 4, 1133-1169 (2022). MSC: 91G10 49L25 35C20 91G60 65M06 PDFBibTeX XMLCite \textit{X. Chen} et al., Math. Finance 32, No. 4, 1133--1169 (2022; Zbl 1522.91212) Full Text: DOI
Bensoussan, Alain; Hoe, Singru; Yan, Zhongfeng; Yin, George Real options with competition and regime switching. (English) Zbl 1414.91403 Math. Finance 27, No. 1, 224-250 (2017). Reviewer: Matthias M. M. Buehlmaier (Hong Kong) MSC: 91G50 60G40 91A65 49J40 PDFBibTeX XMLCite \textit{A. Bensoussan} et al., Math. Finance 27, No. 1, 224--250 (2017; Zbl 1414.91403) Full Text: DOI
Chen, Xinfu; Cheng, Huibin; Chadam, John Nonconvexity of the optimal exercise boundary for an American put option on a dividend-paying asset. (English) Zbl 1282.91326 Math. Finance 23, No. 1, 169-185 (2013). MSC: 91G20 PDFBibTeX XMLCite \textit{X. Chen} et al., Math. Finance 23, No. 1, 169--185 (2013; Zbl 1282.91326) Full Text: DOI Link
Dai, Min; Zhong, Yifei Optimal stock selling/buying strategy with reference to the ultimate average. (English) Zbl 1278.91132 Math. Finance 22, No. 1, 165-184 (2012). MSC: 91G10 91G80 60G40 PDFBibTeX XMLCite \textit{M. Dai} and \textit{Y. Zhong}, Math. Finance 22, No. 1, 165--184 (2012; Zbl 1278.91132) Full Text: DOI
Dai, Min; Xu, Zuo Quan Optimal redeeming strategy of stock loans with finite maturity. (English) Zbl 1277.91168 Math. Finance 21, No. 4, 775-793 (2011). Reviewer: Yuri Kifer (Jerusalem) MSC: 91G20 91G60 PDFBibTeX XMLCite \textit{M. Dai} and \textit{Z. Q. Xu}, Math. Finance 21, No. 4, 775--793 (2011; Zbl 1277.91168) Full Text: DOI arXiv
Dai, Min; Kwok, Yue Kuen Characterization of optimal stopping regions of American Asian and lookback options. (English) Zbl 1128.91021 Math. Finance 16, No. 1, 63-82 (2006). MSC: 91B28 PDFBibTeX XMLCite \textit{M. Dai} and \textit{Y. K. Kwok}, Math. Finance 16, No. 1, 63--82 (2006; Zbl 1128.91021) Full Text: DOI