臺灣學術機構典藏系統 (Taiwan Academic Institutional Repository, TAIR)

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	2019臺灣學術機構典藏研討會
	機構典藏系統RC7版本已發佈

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	臺大學術典藏NTU Scholars

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Institution	Date	Title	Author
臺大學術典藏	2018-09-10T08:19:33Z	An efficient and accurate lattice for pricing derivatives under a jump-diffusion process	Chuan-Ju Wang; Yen-Chun Liu; YUH-DAUH LYUU; Yuh-Dauh Lyuu; Tian-Shyr Dai;Yuh-Dauh Lyuu;Chuan-Ju Wang;Yen-Chun Liu; Tian-Shyr Dai
臺大學術典藏	2018-09-10T04:36:13Z	Analytics and algorithms for geometric average trigger reset options	Tian-Shyr Dai; I-Yuan Chen; Yuh-Yuan Fang; Yuh-Dauh Lyuu; YUH-DAUH LYUU
臺大學術典藏	2018-07-05T01:10:57Z	A Novel Tree Model for Evaluating Credit Risk Based on Enhanced Structural Mode	Tian-Shyr Dai; Yuh-Dauh Lyuu; Chuan-Ju Wang; Tian-Shyr Dai; Yuh-Dauh Lyuu; Chuan-Ju Wang
國立交通大學	2014-12-12T03:08:34Z	以Hull-White短利模型評價雪球型債券	戴慈; Tzu Tai; 王克陸; 戴天時; Keh-Luh Wang; Tian-Shyr Dai
國立交通大學	2014-12-12T01:51:21Z	在不同的破產情況下分析或有求償權的價值及最佳的資產結構	張富昇; Chang, Fu-Sheng; 戴天時; Tian-Shyr Dai
國立交通大學	2014-12-12T01:32:17Z	衡量有考慮策略性債務清償的結構式模型的信用風險	施嘉紋; 鍾惠民; 戴天時; Huimin Chung; Tian-Shyr Dai
國立交通大學	2014-12-12T01:18:29Z	隨機利率下信用風險之衡量—使用創新之立體樹狀模型	鍾明璋; Ming-Chang Chung; 王克陸; 戴天時; Keh-Luh Wang; Tian-Shyr Dai
國立交通大學	2014-12-12T01:18:29Z	以LIBOR市場模型評價利率衍生性商品：結合二項樹方法	何俊儒; Chun-Ju Ho; 鍾惠民; 戴天時; Huimin Chung; Tian-Shyr Dai
國立交通大學	2014-12-12T01:18:28Z	使用改良結構式模型運用於信用風險及資本結構	陳政岳; Cheng-Yueh Chen; 鍾惠民; 戴天時; Huimin Chung; Tian-Shyr Dai
國立臺灣大學	2009	A Novel Tree Model for Evaluating Credit Risk Based on Enhanced Structural Mode	Tian-Shyr Dai; Yuh-Dauh Lyuu; Chuan-Ju Wang
國立臺灣大學	2009	An Efficient and Accurate Lattice for Pricing Derivatives under a Jump-Diffusion Process	Tian-Shyr Dai; Yuh-Dauh Lyuu; Chuan-Ju Wang; Yen-Chun Liu
國立臺灣大學	2009	An Efficient and Accurate Lattice forPricing Derivatives under a Jump-Diffusion Process	Tian-Shyr Dai; Yuh-Dauh Lyuu; Chuan-Ju Wang
國立臺灣大學	2008	The Bino-Trinomial Tree: A Simple Model for Efficient and Accurate Option Pricing	Tian-Shyr Dai; Yuh-Dauh Lyuu
國立臺灣大學	2008	A Simple, and Efficient Tree Model for Option Pricing	Tian-Shyr Dai; Yuh-Dauh Lyuu
臺大學術典藏	2008	The Bino-Trinomial Tree: A Simple Model for Efficient and Accurate Option Pricing	Tian-Shyr Dai; Yuh-Dauh Lyuu; Tian-Shyr Dai; Yuh-Dauh Lyuu
臺大學術典藏	2008	A Simple, and Efficient Tree Model for Option Pricing	Tian-Shyr Dai; Yuh-Dauh Lyuu; Tian-Shyr Dai; Yuh-Dauh Lyuu
臺大學術典藏	2007-07	An Ingenious, Piecewise Linear Interpolation Algorithm for Pricing Arithmetic Average Options	Tian-Shyr Dai; Jr-Yan Wang; Hui-Shan Wei; Tian-Shyr Dai; JR-YAN WANG; Hui-Shan Wei
國立臺灣大學	2007	An Efficient, and Fast Convergent Algorithm for Barrier Options	Tian-Shyr Dai; Yuh-Dauh Lyuu
國立臺灣大學	2006	Accurate Approximate Analytical Formula for Stock Options with Known Dividends	Tian-Shyr Dai; Yuh-Dauh Lyuu
國立臺灣大學	2006	Accurate and Efficient Algorithms for Barrier Options	Tian-Shyr Dai; Yuh-Dauh Lyuu
國立臺灣大學	2006	The Trino-binomial Tree Model: A Simple and Efficient Tree Model	Tian-Shyr Dai; Yuh-Dauh Lyuu; Chih-Jui Shea
國立臺灣大學	2006	Developing Efficient Option Pricing Algorithms by Combinatorial Techniques	Tian-Shyr Dai; Yuh-Dauh Lyuu; L.M. Liu
臺大學術典藏	2006	Accurate Approximate Analytical Formula for Stock Options with Known Dividends	Tian-Shyr Dai; Yuh-Dauh Lyuu; Tian-Shyr Dai; Yuh-Dauh Lyuu
臺大學術典藏	2006	Accurate and Efficient Algorithms for Barrier Options	Tian-Shyr Dai; Yuh-Dauh Lyuu; Tian-Shyr Dai; Yuh-Dauh Lyuu
臺大學術典藏	2006	The Trino-binomial Tree Model: A Simple and Efficient Tree Model	Tian-Shyr Dai; Yuh-Dauh Lyuu; Chih-Jui Shea; Tian-Shyr Dai; Yuh-Dauh Lyuu; Chih-Jui Shea

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