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"lyuu y d"
Showing items 1-25 of 54 (3 Page(s) Totally)
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| 臺大學術典藏 |
2020-05-04T08:21:21Z |
A general computational method for calibration based on differential trees
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Lyuu, Y.-D.; YUH-DAUH LYUU |
| 臺大學術典藏 |
2020-05-04T08:21:20Z |
Bounding the number of tolerable faults in majority-based systems
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Chang, C.-L.;Lyuu, Y.-D.; Chang, C.-L.; Lyuu, Y.-D.; YUH-DAUH LYUU |
| 臺大學術典藏 |
2020-05-04T08:21:20Z |
Sets of K-independent strings
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Ti, Y.-W.;Chang, C.-L.;Lyuu, Y.-D.;Shen, A.; Ti, Y.-W.; Chang, C.-L.; Lyuu, Y.-D.; Shen, A.; YUH-DAUH LYUU |
| 臺大學術典藏 |
2020-05-04T08:21:20Z |
Spreading messages
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Chang, C.-L.;Lyuu, Y.-D.; Chang, C.-L.; Lyuu, Y.-D.; YUH-DAUH LYUU |
| 臺大學術典藏 |
2020-05-04T08:21:20Z |
Message from PDCoF-08 Workshop Chairs
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YUH-DAUH LYUU; Thulasiram, R.K.; Downing, C.T.; Chiarella, C.; Coleman, T.; Dempster, M.; Dongarra, J.; Duan, J.-C.; Tanaka-Yamawaki, M.; Ing, C.W.; Wittum, G.; Wilson, C.; Wang, L.; Wagner, A.; Tsang, E.P.K.; Thulasiraman, P.; Thenmozhi, M.; Gao, G.; Appadoo, S.S.; Atiya, A.; Bagchi, A.; Birge, J.; Brabazon, A.; Broadie, M.; Campolieti, J.; Cincotti, S.; Downing, C.; Gilli, M.; Isaenko, S.; Jacoby, G.; Kumar, K.; Klebaner, F.; Li, X.; Li, Y.; Livdan, D.; Lyuu, Y.-D.; Nath, G.C.; Okten, G.; Oosterlee, C.W.; Ouskel, A.M.; Platen, E.; Seco, L.; Srinivasan, A.; Srinivasan, R. |
| 臺大學術典藏 |
2020-05-04T08:21:19Z |
A systematic and efficient simulation scheme for the Greeks of financial derivatives
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Lyuu, Y.-D.;Teng, H.-W.;Tseng, Y.-T.;Wang, S.-X.; Lyuu, Y.-D.; Teng, H.-W.; Tseng, Y.-T.; Wang, S.-X.; YUH-DAUH LYUU |
| 臺大學術典藏 |
2020-05-04T08:21:19Z |
Stable sets of threshold-based cascades on the Erdos-R?nyi random graphs
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YUH-DAUH LYUU; Lyuu, Y.-D.; Chang, C.-L.;Lyuu, Y.-D.; Chang, C.-L. |
| 臺大學術典藏 |
2020-02-15T03:52:28Z |
An improved combinatorial approach for pricing Parisian options
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Lyuu, Y.-D.; Wu, C.-W. |
| 臺大學術典藏 |
2020-02-14T07:48:50Z |
An improved combinatorial approach for pricing Parisian options
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Lyuu, Y.-D.; Wu, C.-W. |
| 臺大學術典藏 |
2018-09-10T18:02:19Z |
A new robust Kalman filter for filtering the microstructure noise
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Tsai, Y.-C.; Lyuu, Y.-D.; YUH-DAUH LYUU |
| 臺大學術典藏 |
2018-09-10T15:26:27Z |
Accelerating the least-square Monte Carlo method with parallel computing
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Chen, C.-W.;Huang, K.-L.;Lyuu, Y.-D.; Chen, C.-W.; Huang, K.-L.; Lyuu, Y.-D.; YUH-DAUH LYUU |
| 臺大學術典藏 |
2018-09-10T15:26:27Z |
Faster Convergence to the Estimation of Quadratic Variation with Microstructure Noise
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Tsai, Y.-C.;Lyuu, Y.-D.; Tsai, Y.-C.; Lyuu, Y.-D.; YUH-DAUH LYUU |
| 臺大學術典藏 |
2018-09-10T15:26:27Z |
Pricing Asian option by the FFT with higher-order error convergence rate under Lévy processes
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Chiu, C.-Y.;Dai, T.-S.;Lyuu, Y.-D.; Chiu, C.-Y.; Dai, T.-S.; Lyuu, Y.-D.; YUH-DAUH LYUU |
| 臺大學術典藏 |
2018-09-10T15:26:27Z |
Triggering cascades on strongly connected directed graphs
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Chang, C.-L.;Lyuu, Y.-D.; Chang, C.-L.; Lyuu, Y.-D.; YUH-DAUH LYUU |
| 臺大學術典藏 |
2018-09-10T15:00:55Z |
Evaluating corporate bonds with complicated liability structures and bond provisions
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Wang, C.-J.;Dai, T.-S.;Lyuu, Y.-D.; Wang, C.-J.; Dai, T.-S.; Lyuu, Y.-D.; YUH-DAUH LYUU |
| 臺大學術典藏 |
2018-09-10T15:00:55Z |
Performance of GPU for pricing financial derivatives: Convertible bonds
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Lyuu, Y.-D.;Wen, K.-W.;Wu, Y.-C.; Lyuu, Y.-D.; Wen, K.-W.; Wu, Y.-C.; YUH-DAUH LYUU |
| 臺大學術典藏 |
2018-09-10T15:00:55Z |
The hexanomial lattice for pricing multi-asset options
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Kao, W.-H.;Lyuu, Y.-D.;Wen, K.-W.; Kao, W.-H.; Lyuu, Y.-D.; Wen, K.-W.; YUH-DAUH LYUU |
| 臺大學術典藏 |
2018-09-10T09:51:07Z |
A multiphase, flexible, and accurate lattice for pricing complex derivatives with multiple market variables
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Dai, T.-S.;Wang, C.-J.;Lyuu, Y.-D.; Dai, T.-S.; Wang, C.-J.; Lyuu, Y.-D.; YUH-DAUH LYUU |
| 臺大學術典藏 |
2018-09-10T09:51:07Z |
Bounding the sizes of dynamic monopolies and convergent sets for threshold-based cascades
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Chang, C.-L.;Lyuu, Y.-D.; Chang, C.-L.; Lyuu, Y.-D.; YUH-DAUH LYUU |
| 臺大學術典藏 |
2018-09-10T09:25:46Z |
A multi-phase, flexible, and accurate lattice for pricing complex derivatives with multiple market variables
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Wang, C.-J.; Dai, T.-S.; Lyuu, Y.-D.; YUH-DAUH LYUU |
| 臺大學術典藏 |
2018-09-10T09:25:46Z |
Pricing discrete Asian barrier options on lattices
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Hsu, W.W.Y.; Lu, C.-Y.; Kao, M.-Y.; Lyuu, Y.-D.; Ho, J.-M.; YUH-DAUH LYUU |
| 臺大學術典藏 |
2018-09-10T09:25:46Z |
The complexity of GARCH option pricing models
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Chen, Y.-C.;Lyuu, Y.-D.;Wen, K.-W.; Chen, Y.-C.; Lyuu, Y.-D.; Wen, K.-W.; YUH-DAUH LYUU |
| 臺大學術典藏 |
2018-09-10T09:25:46Z |
Triggering cascades on strongly connected directed graphs
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Chang, C.-L.; Lyuu, Y.-D.; YUH-DAUH LYUU |
| 臺大學術典藏 |
2018-09-10T08:47:50Z |
On the construction and complexity of the bivariate lattice with stochastic interest rate models
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Lyuu, Y.-D.;Wang, C.-J.; Lyuu, Y.-D.; Wang, C.-J.; YUH-DAUH LYUU |
| 臺大學術典藏 |
2018-09-10T08:47:50Z |
Stable sets of threshold-based cascades on the Erdos-Rényi random graphs
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Chang, C.-L.;Lyuu, Y.-D.; Chang, C.-L.; Lyuu, Y.-D.; YUH-DAUH LYUU |
Showing items 1-25 of 54 (3 Page(s) Totally)
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