| 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 |
| 臺大學術典藏 |
2004-12 |
Pricing Discrete Dividend-Paying Stock Options with the Stair Tree
|
Lyuu, Yuh Dauh; Dai, Tian Shyr; Dai, Tian Shyr; Lyuu, Yuh Dauh |
| 國立臺灣大學 |
2004 |
An Exact Subexponential-Time Lattice Algorithm for Asian Options
|
Dai, Tian-Shyr; Lyuu, Yuh-Dauh |
| 臺大學術典藏 |
2004 |
An Exact Subexponential-Time Lattice Algorithm for Asian Options
|
Dai, Tian-Shyr; Lyuu, Yuh-Dauh; Dai, Tian-Shyr; Lyuu, Yuh-Dauh |
| 國立臺灣大學 |
2003-12 |
Pricing Asian Options on Lattices
|
Dai, Tian-Shyr |
| 國立臺灣大學 |
2003-03 |
Analytics and algorithms for geometric average trigger reset options
|
Dai, Tian-Shyr; Chen, I-Yuan; Fang, Yuh-Yuan; Lyuu, Yuh-Dauh |
| 國立臺灣大學 |
2002-01-02 |
Extremely Accurate and Efficient Algorithms for European-Style Asian Options with Range Bounds
|
Dai, Tian-Shyr; Huang, Guan-Shieng; Lyuu, Yuh-Dauh |
| 臺大學術典藏 |
2002-01-02 |
Extremely Accurate and Efficient Algorithms for European-Style Asian Options with Range Bounds
|
Dai, Tian-Shyr; Huang, Guan-Shieng; Lyuu, Yuh-Dauh; Dai, Tian-Shyr; Huang, Guan-Shieng; Lyuu, Yuh-Dauh |
| 國立臺灣大學 |
2002 |
Efficient, Exact Algorithms for Asian Options with Multiresolution Lattices
|
Dai, Tian-Shyr; Lyuu, Yuh-Dauh |
| 臺大學術典藏 |
2002 |
Efficient, Exact Algorithms for Asian Options with Multiresolution Lattices
|
Dai, Tian-Shyr; Lyuu, Yuh-Dauh; Dai, Tian-Shyr; Lyuu, Yuh-Dauh |
| 國立臺灣大學 |
|
Pricing Path-Dependent Derivatives
|
Dai, Tian-Shyr |
