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臺灣學術機構典藏系統 (Taiwan Academic Institutional Repository, TAIR)
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Institution Date Title Author
臺大學術典藏 2020-05-04T08:21:21Z A general computational method for calibration based on differential trees 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 Chang, C.-L.;Lyuu, Y.-D.; Chang, C.-L.; Lyuu, Y.-D.; YUH-DAUH LYUU
臺大學術典藏 2018-09-10T08:47:49Z Efficient pricing of discrete Asian options Hsu, W.W.Y.;Lyuu, Y.-D.; Hsu, W.W.Y.; Lyuu, Y.-D.; YUH-DAUH LYUU
臺大學術典藏 2018-09-10T08:47:49Z Linear-time compression of 2-manifold polygon meshes into information-theoretically optimal number of bits Lyuu, Y.-D.;Ma, T.-M.;Ti, Y.-W.; Lyuu, Y.-D.; Ma, T.-M.; Ti, Y.-W.; YUH-DAUH LYUU
臺大學術典藏 2018-09-10T08:19:34Z The bino-trinomial tree: A simple model for efficient and accurate option pricing Dai, T.-S.;Lyuu, Y.-D.; Dai, T.-S.; Lyuu, Y.-D.; YUH-DAUH LYUU
臺大學術典藏 2018-09-10T08:19:33Z Bounding the number of tolerable faults in majority-based systems Chang, C.-L.;Lyuu, Y.-D.; Chang, C.-L.; Lyuu, Y.-D.; YUH-DAUH LYUU
臺大學術典藏 2018-09-10T08:19:33Z Efficient testing of forecasts YUH-DAUH LYUU; Chang, C.-L.;Lyuu, Y.-D.; Chang, C.-L.; Lyuu, Y.-D.
臺大學術典藏 2018-09-10T08:19:33Z Group undeniable signatures with convertibility Lyuu, Y.-D.;Wu, M.-L.; Lyuu, Y.-D.; Wu, M.-L.; YUH-DAUH LYUU
臺大學術典藏 2018-09-10T08:19:33Z Optimal bounds on finding fixed points of contraction mappings Chang, C.-L.; Lyuu, Y.-D.; YUH-DAUH LYUU; Chang, C.-L.;Lyuu, Y.-D.
臺大學術典藏 2018-09-10T08:19:33Z Sets of K-independent strings 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 2018-09-10T07:43:36Z Spreading of messages in random graphs Chang, C.-L.;Lyuu, Y.-D.; Chang, C.-L.; Lyuu, Y.-D.; YUH-DAUH LYUU
臺大學術典藏 2018-09-10T07:43:35Z An efficient and accurate lattice for pricing derivatives under a jump-diffusion process Wang, C.-J.;Dai, T.-S.;Lyuu, Y.-D.;Liu, Y.-C.; Wang, C.-J.; Dai, T.-S.; Lyuu, Y.-D.; Liu, Y.-C.; YUH-DAUH LYUU
臺大學術典藏 2018-09-10T07:09:57Z Linear-time option pricing algorithms by combinatorics Dai, T.-S.; Liu, L.-M.; Lyuu, Y.-D.; YUH-DAUH LYUU
臺大學術典藏 2018-09-10T07:09:57Z Message from PDCoF-08 Workshop Chairs Downing, C.T.; Chiarella, C.; Coleman, T.; Dempster, M.; Dongarra, J.; Duan, J.-C.; 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.; Thenmozhi, M.; Thulasiraman, P.; Tsang, E.P.K.; Wagner, A.; Wang, L.; Wilson, C.; Wittum, G.; Ing, C.W.; Tanaka-Yamawaki, M.; Thulasiram, R.K.; YUH-DAUH LYUU et al.
臺大學術典藏 2018-09-10T07:09:57Z Spreading messages Chang, C.-L.; Lyuu, Y.-D.; YUH-DAUH LYUU
臺大學術典藏 2018-09-10T06:38:18Z An efficient, and fast convergent algorithm for barrier options Dai, T.-S.; Lyuu, Y.-D.; YUH-DAUH LYUU
臺大學術典藏 2018-09-10T06:03:38Z Very fast algorithm for barrier options Dai, T.-S.; Lyuu, Y.-D.; YUH-DAUH LYUU
臺大學術典藏 2018-09-10T06:03:38Z On the diameter vulnerability of Kautz digraphs YUH-DAUH LYUU; Lyuu, Y.D.; Hsu, D.F.; Du, D.Z.; Du, D.Z.;Hsu, D.F.;Lyuu, Y.D.
臺大學術典藏 2018-09-10T05:29:48Z Planar-optical mesh-connected tree interconnects: A feasibility study Linke, R.A.; Lyuu, Y.-D.; Kawai, S.; Kubota, K.; Kasahara, K.; YUH-DAUH LYUU; Li, Y.;Linke, R.A.;Lyuu, Y.-D.;Kawai, S.;Kubota, K.;Kasahara, K.; Li, Y.
臺大學術典藏 2018-09-10T05:29:47Z Pricing Asian options with an efficient convergent approximation algorithm Dai, T.-S.; Huang, G.-S.; Lyuu, Y.-D.; YUH-DAUH LYUU
臺大學術典藏 2018-09-10T05:00:09Z A convergent quadratic-time lattice algorithm for pricing European-style Asian options Hsu, W.W.; Lyuu, Y.-D.; YUH-DAUH LYUU
臺大學術典藏 2018-09-10T05:00:09Z Graph-theoretical study of transmission delay and fault tolerance Hsu, D.F.;Lyuu, Y.-D.; Hsu, D.F.; Lyuu, Y.-D.; YUH-DAUH LYUU
臺大學術典藏 2018-09-10T05:00:09Z Parallel graph contraction with applications to a reconfigurable parallel architecture Lyuu, Y.-D.;Schenfeld, E.; Lyuu, Y.-D.; Schenfeld, E.; YUH-DAUH LYUU
臺大學術典藏 2018-09-10T04:36:14Z Line Digraph Iterations and Connectivity Analysis of de Bruijn and Kautz Graphs Du, D.Z.;Lyuu, Y.D.;Hsu, D.F.; Du, D.Z.; Lyuu, Y.D.; Hsu, D.F.; YUH-DAUH LYUU
臺大學術典藏 2018-09-10T04:36:13Z Pricing of moving-average-type options with applications Kao, C.-H.; Lyuu, Y.-D.; YUH-DAUH LYUU
臺大學術典藏 2018-09-10T04:15:57Z Line digraph iterations and the spread concept-with application to graph theory, fault Tolerance, and routing Du, D.-Z.; Lyuu, Y.-D.; Hsu, D.F.; YUH-DAUH LYUU
臺大學術典藏 2018-09-10T03:51:05Z Fast fault-tolerant parallel communication and on-line maintenance for hypercubes using information dispersal Lyuu, Y.-D.; YUH-DAUH LYUU

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