| 國立交通大學 |
2014-12-08T15:19:53Z |
The Bino-Trinomial Tree: A Simple Model for Efficient and Accurate Option Pricing
|
Dai, Tian-Shyr; Lyuu, Yuh-Dauh |
| 國立交通大學 |
2014-12-08T15:17:44Z |
Ridge orientation estimation and verification algorithm for fingerprint enhancement
|
Liu, Limin; Dai, Tian-Shyr |
| 國立交通大學 |
2014-12-08T15:14:21Z |
An exact subexponential-time lattice algorithm for Asian options
|
Dai, Tian-Shyr; Lyuu, Yuh-Dauh |
| 國立交通大學 |
2014-12-08T15:12:13Z |
Linear-time option pricing algorithms by combinatorics
|
Dai, Tian-Shyr; Liu, Li-Min; Lyuu, Yuh-Dauh |
| 國立交通大學 |
2014-12-08T15:10:47Z |
An ingenious, piecewise linear interpolation algorithm for pricing arithmetic average options
|
Dai, Tian-Shyr; Wang, Jr-Yan; Wei, Hui-Shan |
| 國立交通大學 |
2014-12-08T15:10:46Z |
An efficient, and fast convergent algorithm for barrier options
|
Dai, Tian-Shyr; Lyuu, Yuh-Dauh |
| 國立交通大學 |
2014-12-08T15:10:11Z |
Efficient option pricing on stocks paying discrete or path-dependent dividends with the stair tree
|
Dai, Tian-Shyr |
| 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 |
| 臺北市立大學 |
2014-09-01 |
Evaluating Corporate Bonds with Complicated Liability Structures and Bond Provisions
|
Wang, Chuan-Ju;王釧茹;Dai, Tian-Shyr;Lyuu, Yuh-Dauh |
| 臺北市立大學 |
2014-09 |
Pricing Convertible Bonds under the First-Passage Credit Risk Model
|
Dai, Tian-Shyr;Wang, Jr-Yan;Wang, Chuan-Ju;王釧茹 |
| 臺北市立大學 |
2014 |
Evaluating Corporate Bonds with Complex Debt Structure
|
Dai, Tian-Shyr;Wang, Chuan-Ju;王釧茹;Liu, Liang-Chih |
| 臺北市立大學 |
2013-09 |
A Multiphase, Flexible, and Accurate Lattice for Pricing Complex Derivatives with Multiple Market Variables
|
Dai, Tian-Shyr;Wang, Chuan-Ju;王釧茹;Lyuu, Yuh-Dauh |
| 臺北市立大學 |
2012-06 |
A Multi-Phase, Flexible, and Accurate Lattice for Pricing Complex Derivatives on Multiple Market Variables
|
Wang, Chuan-Ju;王釧茹;Dai, Tian-Shyr;Lyuu, Yuh-Dauh |
| 臺北市立大學 |
2011 |
Evaluating Corporate Bonds with General Liability Structures and Bond Covenants under the Jump-Diffusion
|
Dai, Tian-Shyr;Wang, Chuan-Ju;王釧茹;Lyuu, Yuh-Dauh |
| 中原大學 |
2009-11-1 |
A Hybrid Importance Sampling Algorithm for Estimating VaR Under the Jump Diffusion Model
|
Dai, Tian-Shyr; Liu, Li-Min |
| 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 |
| 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 |
| 臺大學術典藏 |
2008 |
Adaptive Placement Method on Pricing Arithmetic Average Options
|
Dai, Tian-Shyr; Wang, Jr-Yan; Wei, Hui-Shan; Dai, Tian-Shyr; Wang, Jr-Yan; Wei, Hui-Shan |
| 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 |
| 國立臺灣大學 |
2005 |
An efficient convergent lattice algorithm for european asian options
|
Dai, Tian-Shyr; Huang, Guan-Shieng; Lyuu, Yuh-Dauh |
| 國立臺灣大學 |
2005 |
Analytics for Geometric Average Trigger Reset Options
|
Dai, Tian-Shyr; Fang, Yuh-Yuan; Lyuu, Yuh-Dauh |
| 臺大學術典藏 |
2005 |
An efficient convergent lattice algorithm for european asian options
|
Dai, Tian-Shyr; Huang, Guan-Shieng; Lyuu, Yuh-Dauh; Dai, Tian-Shyr; Huang, Guan-Shieng; Lyuu, Yuh-Dauh |
| 國立臺灣大學 |
2004-12 |
Pricing Discrete Dividend-Paying Stock Options with the Stair Tree
|
Dai, Tian Shyr; Lyuu, Yuh Dauh |
