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"dai tian shyr"的相关文件
显示项目 6-15 / 120 (共12页)
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| 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 |
| 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
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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
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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
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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
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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
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Wang, Jr-Yan; Dai, Tian-Shyr |
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