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Taiwan Academic Institutional Repository >
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"dai tian shyr"
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| 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
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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
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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
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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.
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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.
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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.
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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.
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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.
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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.
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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
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Dai, Tian-Shyr; Wang, Chuan-Ju; Lyuu, Yuh-Dauh; Liu, Yen-Chun |
Showing items 1-10 of 120 (12 Page(s) Totally)
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