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D

Duy‐Minh Dang

University of Wollongong

12H指数
52论文数
464被引数
收录论文 5
发表时间
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The surprising robustness of dynamic Mean-Variance portfolio optimization to model misspecification errors动态均值-方差投资组合优化对模型错误指定错误的惊人稳健性
errEUROPEAN JOURNAL OF OPERATIONAL RESEARCH
IF6
err2021-03-01
err26
PREAI
errvan Staden, Pieter M.; Duy-Minh Dang; Forsyth, Peter A.
err分享
err收藏
Pricing American-style Parisian down-and-out call options (vol 305, pg 330, 2017)
errAPPLIED MATHEMATICS AND COMPUTATION
IF3.4
err2018-03-01
err2
PREAI
errLe, Nhat-Tan; Lu, Xiaoping; Zhu, Song-Ping; Dang, Duy-Minh
err分享
err收藏
PARTIAL DIFFERENTIAL EQUATION PRICING OF CONTINGENT CLAIMS UNDER STOCHASTIC CORRELATION随机相关条件下未定权益的偏微分方程定价
errSIAM JOURNAL ON SCIENTIFIC COMPUTING
IF2.6
err2018-01-01
err4
PREAI
errLeung, Nat Chun-Ho; Christara, Christina C.; Dang, Duy-Minh
err分享
err收藏
Pricing American-style Parisian down-and-out call options
errAPPLIED MATHEMATICS AND COMPUTATION
IF3.4
err2017-07-01
err9
PREAI
errLe, Nhat-Tan; Dang, Duy-Minh
err分享
err收藏
Better than pre-commitment mean-variance portfolio allocation strategies: A semi-self-financing Hamilton-Jacobi-Bellman equation approach
errEUROPEAN JOURNAL OF OPERATIONAL RESEARCH
IF6
err2016-05-01
err53
PREAI
errDang, D. M.; Forsyth, P. A.
err分享
err收藏

研究方向

暂时未获取到该数据
合作学者
合作期刊
P
Peter Forsyth
H 指数: 58 · 论文数: 432
S
Song‐Ping Zhu
H 指数: 35 · 论文数: 270
卢
卢小平 (Xiaoping Lu)
H 指数: 15 · 论文数: 151
C
Christina C. Christara
H 指数: 14 · 论文数: 57
N
Nhat-Tan Le
H 指数: 5 · 论文数: 15
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