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Institution Date Title Author
國立交通大學 2019-08-02T02:18:37Z A systematic and efficient simulation scheme for the Greeks of financial derivatives Lyuu, Yuh-Dauh; Teng, Huei-Wen; Tseng, Yao-Te; Wang, Sheng-Xiang
國立交通大學 2019-04-02T06:00:28Z An efficient and accurate lattice for pricing derivatives under a jump-diffusion process Dai, Tian-Shyr; Wang, Chuan-Ju; Lyuu, Yuh-Dauh; Liu, Yen-Chun
國立交通大學 2017-04-21T06:50:03Z A Multi-Phase, Flexible, and Accurate Lattice for Pricing Complex Derivatives with Multiple Market Variables Wang, Chuan-Ju; Dai, Tian-Shyr; Lyuu, Yuh-Dauh
國立交通大學 2015-07-21T08:28:57Z Pricing Asian option by the FFT with higher-order error convergence rate under Levy processes Chiu, Chun-Yuan; Dai, Tian-Shyr; Lyuu, Yuh-Dauh
國立交通大學 2014-12-08T15:47:40Z An efficient and accurate lattice for pricing derivatives under a jump-diffusion process Dai, Tian-Shyr; Wang, Chuan-Ju; Lyuu, Yuh-Dauh; Liu, Yen-Chun
國立交通大學 2014-12-08T15:36:01Z Evaluating corporate bonds with complicated liability structures and bond provisions Wang, Chuan-Ju; Dai, Tian-Shyr; Lyuu, Yuh-Dauh
國立交通大學 2014-12-08T15:36:00Z A Multiphase, Flexible, and Accurate Lattice for Pricing Complex Derivatives with Multiple Market Variables Dai, Tian-Shyr; Wang, Chuan-Ju; Lyuu, Yuh-Dauh
國立交通大學 2014-12-08T15:24:44Z Very fast algorithm for barrier options Dai, Tian-Shyr; Lyuu, Yuh-Dauh
國立交通大學 2014-12-08T15:20:02Z Accurate approximation formulas for stock options with discrete dividends Dai, Tian-Shyr; Lyuu, Yuh-Dauh
國立交通大學 2014-12-08T15:19:53Z The Bino-Trinomial Tree: A Simple Model for Efficient and Accurate Option Pricing Dai, Tian-Shyr; Lyuu, Yuh-Dauh
國立交通大學 2014-12-08T15:14:21Z An exact subexponential-time lattice algorithm for Asian options Dai, Tian-Shyr; Lyuu, Yuh-Dauh
國立交通大學 2014-12-08T15:12:13Z Linear-time option pricing algorithms by combinatorics Dai, Tian-Shyr; Liu, Li-Min; Lyuu, Yuh-Dauh
國立交通大學 2014-12-08T15:10:46Z An efficient, and fast convergent algorithm for barrier options Dai, Tian-Shyr; Lyuu, Yuh-Dauh
國立交通大學 2014-12-08T15:09:46Z Accurate and efficient lattice algorithms for American-style Asian options with range bounds Dai, Tian-Shyr; Lyuu, Yuh-Dauh
國立臺灣大學 2010 Unbiased and Efficient Greeks of Financial Options Lyuu, Yuh-Dauh; Teng, Huei-Wen
國立臺灣大學 2010 Efficient Testing of Forecasts Chang, Ching-Lueh; Lyuu, Yuh-Dauh
國立臺灣大學 2009-04 Testing Embeddability between Metric Spaces Chang, Ching-Lueh; Lyuu, Yuh-Dauh; Ti, Yen-Wu
國立臺灣大學 2009 Accurate and efficient lattice algorithms for American-style Asian options with range bounds Dai, Tian-Shyr; Lyuu, Yuh-Dauh
國立臺灣大學 2009 Spreading Messages Chang, Ching-Lueh; Lyuu, Yuh-Dauh
國立臺灣大學 2008-12 An Expanded Model for the Valuation of Employee StockOptions Liao, Feng-Yu; Lyuu, Yuh-Dauh
國立臺灣大學 2008-12 Theoretical Computer Science Lin, Hong-Yiu; Lyuu, Yuh-Dauh; Ma, Tak Man; Ti, Yen-Wu
國立臺灣大學 2008-06 Proceedings of 14th Annual International Computing and Combinatorics Conference (COCOON) Chang, Ching-Lueh; Lyuu., Yuh-Dauh
國立臺灣大學 2008-04 Accurate Approximation Formulas for Stock Options with Discrete Dividends Dai, Tian-Shyr; Lyuu, Yuh-Dauh
國立臺灣大學 2008 Linear-time option pricing algorithms by combinatorics Dai, Tian-Shyr; Liu, Li-Min; Lyuu, Yuh-Dauh
國立臺灣大學 2008 The complexity of Tarski’s fixed point theorem Chang, Ching-Lueh; Lyuu, Yuh-Dauh; Ti, Yen-Wu

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