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| Author | Identifier | Number of Items | Total Downloads |
|---|---|---|---|
| Dang, D |  https://orcid.org/0000-0002-5260-838X |
9 | 543 |
| Title | Author(s) | IrusType | Repository | Item URL | Total Downloads |
|---|---|---|---|---|---|
| A decomposition approach via Fourier sine transform for valuing American knock-out options with time-dependent rebates | Le, Nhat-Tan; Dang, Duy-Minh; Khanh, Tran-Vu | Article | University of Queensland [UQ eSpace] | https://espace.library.uq.edu.au/view/UQ:414896 | 72 |
| A dimension and variance reduction Monte-Carlo method for option pricing under jump-diffusion models | Dang, Duy-Minh; Jackson, Kenneth R.; Sues, Scott | Article | University of Queensland [UQ eSpace] | https://espace.library.uq.edu.au/view/UQ:681817 | 164 |
| A multi-level dimension reduction Monte-Carlo method for jump-diffusion models | Dang, Duy-Minh | Article | University of Queensland [UQ eSpace] | https://espace.library.uq.edu.au/view/UQ:546855 | 118 |
| A Shannon wavelet method for pricing foreign exchange options under the Heston multi-factor CIR model | Berthe, Edouard; Dang, Duy-Minh; Ortiz-Gracia, Luis | Article | University of Queensland [UQ eSpace] | 64 | |
| Better than pre-commitment optimal mean-variance portfolio allocation: a semi-self-financing Hamilton-Jacobi-Bellman approach | Dang, Duy-Minh; Forsyth, Peter | Article | University of Queensland [UQ eSpace] | https://espace.library.uq.edu.au/view/UQ:371002 | 1 |
| Mean-Quadratic Variation portfolio optimization: a desirable alternative to time-consistent mean-variance optimization? | van Staden, Pieter; Dang, Duy-Minh; Forsyth, Peter | Article | University of Queensland [UQ eSpace] | 86 | |
| Multilevel dimension reduction Monte-Carlo simulation for high-dimensional stochastic models in finance | Dang, Duy-Minh; Xu, Qifan; Wu, Shangzhe | Conference Papers/Posters | University of Queensland [UQ eSpace] | https://espace.library.uq.edu.au/view/UQ:368274 | 1 |
| Practical investment consequences of the scalarization parameter formulation in dynamic mean-variance portfolio optimization | van Staden, Pieter M.; Dang, Duy-Minh; Forsyth, Peter A. | Article | University of Queensland [UQ eSpace] | 1 | |
| Time-consistent mean-variance portfolio allocation: a numerical impulse control approach | van Staden, Pieter; Dang, Duy-Minh; Forsyth, Peter | Article | University of Queensland [UQ eSpace] | 36 |
