| 國立臺灣大學 |
2004 |
3SAT
|
Lyuu, Yuh-Dauh |
| 臺大學術典藏 |
2004 |
3SAT
|
Lyuu, Yuh-Dauh; Lyuu, Yuh-Dauh |
| 臺大學術典藏 |
2018-09-10T08:47:49Z |
A closed-form formula for an option with discrete and continuous barriers
|
Chen, Chun-Ying;Chou, Pei-Ju;Hsu, Jeff Yu-Shun;Liu, Wisely Po-Hong;Lyuu, Yuh-Dauh;Wang, Chuan-Ju; Chen, Chun-Ying; Chou, Pei-Ju; Hsu, Jeff Yu-Shun; Liu, Wisely Po-Hong; Lyuu, Yuh-Dauh; Wang, Chuan-Ju; YUH-DAUH LYUU |
| 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 |
| 臺大學術典藏 |
2018-09-10T06:38:18Z |
A convergent quadratic-time lattice algorithm for pricing European-style Asian options
|
Hsu, William Wei-Yuan; Lyuu, Yuh-Dauh; YUH-DAUH LYUU |
| 國立臺灣大學 |
2002 |
A fully public-key traitor-tracing scheme
|
Wu, Ming-Luen; Lyuu, Yuh-Dauh |
| 國立臺灣大學 |
2002-03 |
A Fully Public-Key Traitor-Tracing Scheme
|
Lyuu, Yuh Dauh; Wu, Ming Luen |
| 臺大學術典藏 |
2018-07-05T00:59:57Z |
A fully public-key traitor-tracing scheme
|
Wu, Ming-Luen; Lyuu, Yuh-Dauh; Wu, Ming-Luen; Lyuu, Yuh-Dauh |
| 國立臺灣大學 |
1999-07-23 |
A General Computational Method for Calibration Based on Differential Trees
|
Lyuu, Yuh-Dauh |
| 國立臺灣大學 |
1999-11 |
A General Computational Method for Calibration Based on Differential Trees
|
Lyuu, Yuh Dauh |
| 臺大學術典藏 |
1999-07-23 |
A General Computational Method for Calibration Based on Differential Trees
|
Lyuu, Yuh-Dauh; Lyuu, Yuh-Dauh |
| 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 |
| 臺大學術典藏 |
2020-05-04T08:21:22Z |
A multi-phase, flexible, and accurate lattice for pricing complex derivatives with multiple market variables.
|
Wang, Chuan-Ju; Dai, Tian-Shyr; Lyuu, Yuh-Dauh; YUH-DAUH LYUU |
| 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 |
| 東吳大學 |
2021-09 |
A pricing model with dynamic credit rating transition matrixes
|
蔡芸琤; Tsai, Yun-Cheng; Lin, Sheng-Hsuan; Lyuu, Yuh-Dauh |
| 國立臺灣大學 |
2004-07-18 |
A Quantum Cryptosystem with Perfect Secrecy and Message Authentication
|
Yu, Chia-Mu; Lyuu, Yuh-Dauh |
| 臺大學術典藏 |
2004-07-18 |
A Quantum Cryptosystem with Perfect Secrecy and Message Authentication
|
Yu, Chia-Mu; Lyuu, Yuh-Dauh; Yu, Chia-Mu; Lyuu, Yuh-Dauh |
| 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 |
| 臺大學術典藏 |
2020-05-04T08:21:21Z |
A systematic and efficient simulation scheme for the Greeks of financial derivatives
|
Lyuu, Yuh-Dauh;Teng, Huei-Wen;Tseng, Yao-Te;Wang, Sheng-Xiang; Lyuu, Yuh-Dauh; Teng, Huei-Wen; Tseng, Yao-Te; Wang, Sheng-Xiang; YUH-DAUH LYUU |
| 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 |
2009 |
Accurate and efficient lattice algorithms for American-style Asian options with range bounds
|
Dai, Tian-Shyr; Lyuu, Yuh-Dauh |
| 臺大學術典藏 |
2018-09-10T07:43:35Z |
Accurate and efficient lattice algorithms for American-style Asian options with range bounds
|
Dai, Tian-Shyr;Lyuu, Yuh-Dauh; Dai, Tian-Shyr; Lyuu, Yuh-Dauh; YUH-DAUH LYUU |
| 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 |
| 國立臺灣大學 |
2008-04 |
Accurate Approximation Formulas for Stock Options with Discrete Dividends
|
Dai, Tian-Shyr; Lyuu, Yuh-Dauh |
| 臺大學術典藏 |
2018-09-10T07:43:35Z |
Accurate approximation formulas for stock options with discrete dividends
|
Dai, Tian-Shyr;Lyuu, Yuh-Dauh; Dai, Tian-Shyr; Lyuu, Yuh-Dauh; YUH-DAUH LYUU |
