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Taiwan Academic Institutional Repository >
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"lyuu y d"
Showing items 6-15 of 54 (6 Page(s) Totally) 1 2 3 4 5 6 > >> View [10|25|50] records per page
| 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 |
Showing items 6-15 of 54 (6 Page(s) Totally) 1 2 3 4 5 6 > >> View [10|25|50] records per page
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