| 國立交通大學 |
2014-12-12T01:32:17Z |
以二項樹LIBOR 市場模型評價利率衍生性商品
|
王薇婷; Wang, Wei-Ting; 戴天時; 鍾惠民; Dai, Tian-Shyr; Chung, Huimin |
| 國立交通大學 |
2014-12-08T15:47:40Z |
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 |
2014-12-08T15:38:08Z |
A Reliable Fingerprint Orientation Estimation Algorithm
|
Liu, Limin; Dai, Tian-Shyr |
| 國立交通大學 |
2014-12-08T15:36:37Z |
Pricing barrier stock options with discrete dividends by approximating analytical formulae
|
Dai, Tian-Shyr; Chiu, Chun-Yuan |
| 國立交通大學 |
2014-12-08T15:36:01Z |
Evaluating corporate bonds with complicated liability structures and bond provisions
|
Wang, Chuan-Ju; Dai, Tian-Shyr; Lyuu, Yuh-Dauh |
| 國立交通大學 |
2014-12-08T15:36:00Z |
A Multiphase, Flexible, and Accurate Lattice for Pricing Complex Derivatives with Multiple Market Variables
|
Dai, Tian-Shyr; Wang, Chuan-Ju; Lyuu, Yuh-Dauh |
| 國立交通大學 |
2014-12-08T15:30:24Z |
A flexible tree for evaluating guaranteed minimum withdrawal benefits under deferred life annuity contracts with various provisions
|
Yang, Sharon S.; Dai, Tian-Shyr |
| 國立交通大學 |
2014-12-08T15:24:44Z |
Very fast algorithm for barrier options
|
Dai, Tian-Shyr; Lyuu, Yuh-Dauh |
| 國立交通大學 |
2014-12-08T15:20:05Z |
Adaptive placement method on pricing arithmetic average options
|
Dai, Tian-Shyr; Wang, Jr-Yan; Wei, Hui-Shan |
| 國立交通大學 |
2014-12-08T15:20:02Z |
Accurate approximation formulas for stock options with discrete dividends
|
Dai, Tian-Shyr; Lyuu, Yuh-Dauh |
| 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 |
