| 臺大學術典藏 |
2022-09-21T23:31:52Z |
Efficient and Robust Combinatorial Option Pricing Algorithms on the Trinomial Lattice for Polynomial and Barrier Options
|
JR-YAN WANG; Wang, Chuan Ju; Dai, Tian Shyr; Chen, Tzu Chun; Liu, Liang Chih; Zhou, Lei |
| 臺大學術典藏 |
2022-09-21T23:31:52Z |
A stochastic-volatility equity-price tree for pricing convertible bonds with endogenous firm values and default risks determined by the first-passage default model
|
Dai, Tian Shyr; Fan, Chen Chiang; Liu, Liang Chih; Wang, Chuan Ju; JR-YAN WANG |
| 臺大學術典藏 |
2022-09-21T23:30:52Z |
Option pricing with the control variate technique beyond Monte Carlo simulation
|
Chiu, Chun Yuan; Dai, Tian Shyr; YUH-DAUH LYUU; Liu, Liang Chih; Chen, Yu Ting |
| 臺大學術典藏 |
2020-05-04T08:21:24Z |
Pricing Asian Options with an Efficient Convergent Approximation Algorithm.
|
Dai, Tian-Shyr; Huang, Guan-Shieng; Lyuu, Yuh-Dauh; YUH-DAUH LYUU |
| 臺大學術典藏 |
2020-05-04T08:21:24Z |
Pricing Double Barrier Options by Combinatorial Approaches.
|
Dai, Tian-Shyr; Lyuu, Yuh-Dauh; YUH-DAUH LYUU |
| 臺大學術典藏 |
2020-05-04T08:21:24Z |
Analytics and algorithms for geometric average trigger reset options.
|
Dai, Tian-Shyr; Chen, I-Yuan; Fang, Yuh-Yuan; Lyuu, Yuh-Dauh; YUH-DAUH LYUU |
| 臺大學術典藏 |
2020-05-04T08:21:23Z |
An efficient and accurate lattice for pricing derivatives under a jump-diffusion process.
|
Wang, Chuan-Ju;Dai, Tian-Shyr;Lyuu, Yuh-Dauh;Liu, Yen-Chun; Wang, Chuan-Ju; Dai, Tian-Shyr; Lyuu, Yuh-Dauh; Liu, Yen-Chun; YUH-DAUH LYUU |
| 臺大學術典藏 |
2020-05-04T08:21:23Z |
An Efficient, and Fast Convergent Algorithm for Barrier Options.
|
Dai, Tian-Shyr; Lyuu, Yuh-Dauh; YUH-DAUH LYUU |
| 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 |
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 |
2019-04-02T05:59:47Z |
An Accurate Lattice Mode for Pricing Catastrophe Equity Put Under the lump-Diffusion Process
|
Wang, Chuan-Ju; Dai, Tian-Shyr |
| 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 |
| 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 |
| 臺大學術典藏 |
2018-09-10T05:29:46Z |
Analytics for geometric average trigger reset options
|
Dai, Tian-Shyr; Fang, Yuh-Yuan; Lyuu, Yuh-Dauh; YUH-DAUH LYUU |
| 國立交通大學 |
2018-08-21T05:54:20Z |
A Modified Reduced-Form Model with Time-Varying Default and Recovery Rates and Its Applications in Pricing Convertible Bonds
|
Wang, Jr-Yan; Dai, Tian-Shyr |
| 國立交通大學 |
2018-01-24T07:42:51Z |
探討發行或有可轉換債券對公司的影響
|
古豐上; 戴天時; Ku, Feng-Shang; Dai, Tian-Shyr |
| 國立交通大學 |
2018-01-24T07:41:57Z |
美元零息可贖回債券在Hull-White Model下之評價模型
|
蘇立人; 戴天時; Su, Li-Jen; Dai, Tian-Shyr |
| 國立交通大學 |
2018-01-24T07:41:20Z |
結構性改變下的多元配對交易
|
王冠倫; 薛名成; 戴天時; Wang, Kuan-Lun; Shiue, Ming-Cheng; Dai, Tian-Shyr |
| 國立交通大學 |
2018-01-24T07:41:13Z |
可轉換公司債贖回策略的實證及數值模型比對
|
吳易旻; 戴天時; 俞明德; Wu, Yi-Min; Dai, Tian-Shyr; Yu, Min-Teh |
| 國立交通大學 |
2018-01-24T07:37:28Z |
在Hull-White隨機利率及隨機死亡率下評價反向房屋抵押貸款
|
戴永淩; 戴天時; Tai,Yung Ling; Dai, Tian-Shyr |
| 國立交通大學 |
2018-01-24T07:37:02Z |
以 CUDA 架構實作在線套利交易機制平台
|
陳郁文; 陳穎平; 戴天時; Chen, Yu-Wen; Chen, Ying-Ping; Dai, Tian-Shyr |
| 國立交通大學 |
2018-01-24T07:37:00Z |
樹狀結構評價法的延伸及其在訂價或有請求權與分析實證現象上的應用
|
劉亮志; 戴天時; Liu, Liang-Chih; Dai, Tian-Shyr |
| 國立交通大學 |
2018-01-24T07:36:44Z |
使用跳躍擴散樹狀模型評價巨災權益賣權
|
王靖雅; 戴天時; Wang, Ching-Ya; Dai, Tian-Shyr |
| 國立交通大學 |
2018-01-24T07:36:16Z |
利用結構式模型評價巨災權益賣權
|
林昶志; 戴天時; Lin,Chang-Chih; Dai,Tian-Shyr |
| 國立交通大學 |
2018-01-24T07:36:16Z |
應急資本發行與資產替代問題
|
王偉丞; 戴天時; Wang, Wei-Cheng; Dai, Tian-Shyr |
