| 國立臺灣大學 |
2008-12 |
Theoretical Computer Science
|
Lin, Hong-Yiu; Lyuu, Yuh-Dauh; Ma, Tak Man; Ti, Yen-Wu |
| 臺大學術典藏 |
2008-12 |
Theoretical Computer Science
|
Lin, Hong-Yiu; Lyuu, Yuh-Dauh; Ma, Tak Man; Ti, Yen-Wu; 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 |
| 臺大學術典藏 |
2008-06 |
Proceedings of 14th Annual International Computing and Combinatorics Conference (COCOON)
|
Chang, Ching-Lueh;Lyuu., Yuh-Dauh; 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 |
| 國立臺灣大學 |
2008 |
Testing whether a digraph contains H-free k-induced subgraphs
|
Lin, Hong-Yiu; Lyuu, Yuh-Dauh; Ma, Tak-Man; Ti, Yen-Wu |
| 國立臺灣大學 |
2007-10 |
Convergent Quadratic-Time Lattice Algorithm for Pricing European-Style Asian Options.
|
William Wei-Yuan Hsu; Lyuu, Yuh Dauh |
| 臺大學術典藏 |
2007-10 |
Convergent Quadratic-Time Lattice Algorithm for Pricing European-Style Asian Options.
|
William Wei-Yuan Hsu; Lyuu, Yuh Dauh; William Wei-Yuan Hsu; Lyuu, Yuh Dauh |
| 國立臺灣大學 |
2007 |
Accurate pricing formulas for Asian options
|
Chen, Kuan-Wen; Lyuu, Yuh-Dauh |
| 國立臺灣大學 |
2007 |
A convergent quadratic-time lattice algorithm for pricing European-style Asian options
|
Hsu, William Wei-Yuan; Lyuu, Yuh-Dauh |
| 國立臺灣大學 |
2007 |
An exact subexponential-time lattice algorithm for Asian options
|
Dai, Tian-Shyr; Lyuu, Yuh-Dauh |
| 臺大學術典藏 |
2007 |
An exact subexponential-time lattice algorithm for Asian options
|
Dai, Tian-Shyr; Lyuu, Yuh-Dauh; YUH-DAUH LYUU |
| 臺大學術典藏 |
2006-09-27T10:48:08Z |
Principles of Financial Computing-Backward induction
|
Lyuu, Yuh-Dauh; Lyuu, Yuh-Dauh |
| 臺大學術典藏 |
2006-09-27T10:48:03Z |
Principles of Financial Computing Page27~Page62
|
Lyuu, Yuh-Dauh; Lyuu, Yuh-Dauh |
| 國立臺灣大學 |
2006 |
Principles of Financial Computing
|
Lyuu, Yuh-Dauh |
| 國立臺灣大學 |
2006 |
Efficient Algorithms for PV & FV
|
Lyuu, Yuh-Dauh |
| 國立臺灣大學 |
2006 |
complexity Page79~Page123
|
Lyuu, Yuh-Dauh |
| 國立臺灣大學 |
2006 |
Unbiased Expectations Theory
|
Lyuu, Yuh-Dauh |
| 國立臺灣大學 |
2006 |
Option Pricing Models Page188~Page230
|
Lyuu, Yuh-Dauh |
| 國立臺灣大學 |
2006 |
Toward the Black-Scholes Formula Page231~Page273
|
Lyuu, Yuh-Dauh |
| 國立臺灣大學 |
2006 |
Extensions of Options Theory Page274~Page338
|
Lyuu, Yuh-Dauh |
| 國立臺灣大學 |
2006 |
complexity Page339~Page395
|
Lyuu, Yuh-Dauh |
| 國立臺灣大學 |
2006 |
Stochastic Processes and Brownian Motion
|
Lyuu, Yuh-Dauh |
