| 東吳大學 |
2021-09 |
A pricing model with dynamic credit rating transition matrixes
|
蔡芸琤; Tsai, Yun-Cheng; Lin, Sheng-Hsuan; Lyuu, Yuh-Dauh |
| 臺大學術典藏 |
2020-05-04T08:21:26Z |
Fast fault-tolerant parallel communication for de Bruijn networks using information dispersal.
|
Lyuu, Yuh-Dauh; YUH-DAUH LYUU |
| 臺大學術典藏 |
2020-05-04T08:21:26Z |
Line Digraph Iterations and Spread Concept - with Application to Graph Theory, Fault Tolerance, and Routing.
|
Du, Ding-Zhu; Lyuu, Yuh-Dauh; Hsu, D. Frank; YUH-DAUH LYUU |
| 臺大學術典藏 |
2020-05-04T08:21:25Z |
Total Exchange on a Reconfigurable Parallel Architecture.
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YUH-DAUH LYUU; Schenfeld, Eugen; Lyuu, Yuh-Dauh |
| 臺大學術典藏 |
2020-05-04T08:21:25Z |
On the Furthest-Distance-First Principle for Data Scattering with Set-Up Time.
|
Lyuu, Yuh-Dauh; Lyuu, Yuh-Dauh; YUH-DAUH LYUU |
| 臺大學術典藏 |
2020-05-04T08:21:25Z |
Tight Bounds on Transition to Perfect Generalization in Perceptrons.
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YUH-DAUH LYUU; Lyuu, Yuh-Dauh; Rivin, Igor |
| 臺大學術典藏 |
2020-05-04T08:21:25Z |
Parallel Graph Contraction with Applications to a Reconfigurable Parallel Architecture.
|
Lyuu, Yuh-Dauh;Schenfeld, Eugen; Lyuu, Yuh-Dauh; Schenfeld, Eugen; YUH-DAUH LYUU |
| 臺大學術典藏 |
2020-05-04T08:21:24Z |
Pricing Asian Options with an Efficient Convergent Approximation Algorithm.
|
Dai, Tian-Shyr; Huang, Guan-Shieng; Lyuu, Yuh-Dauh; YUH-DAUH LYUU |
| 臺大學術典藏 |
2020-05-04T08:21:24Z |
Pricing Double Barrier Options by Combinatorial Approaches.
|
Dai, Tian-Shyr; Lyuu, Yuh-Dauh; YUH-DAUH LYUU |
| 臺大學術典藏 |
2020-05-04T08:21:24Z |
Analytics and algorithms for geometric average trigger reset options.
|
Dai, Tian-Shyr; Chen, I-Yuan; Fang, Yuh-Yuan; Lyuu, Yuh-Dauh; YUH-DAUH LYUU |
| 臺大學術典藏 |
2020-05-04T08:21:24Z |
Optimal Buy-and-Hold Strategies for Financial Markets with Bounded Daily Returns.
|
YUH-DAUH LYUU; Wong, Hsing-Kuo; Chen, Gen-Huey; Kao, Ming-Yang; Lyuu, Yuh-Dauh |
| 臺大學術典藏 |
2020-05-04T08:21:23Z |
An efficient and accurate lattice for pricing derivatives under a jump-diffusion process.
|
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 |
Spreading Messages.
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YUH-DAUH LYUU; Chang, Ching-Lueh; Lyuu, Yuh-Dauh |
| 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 |
2020-05-04T08:21:23Z |
Efficient Testing of Forecasts.
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Chang, Ching-Lueh; 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.
|
Wang, Chuan-Ju; Dai, Tian-Shyr; Lyuu, Yuh-Dauh; YUH-DAUH LYUU |
| 臺大學術典藏 |
2020-05-04T08:21:22Z |
Triggering Cascades on Strongly Connected Directed Graphs.
|
Chang, Ching-Lueh; Lyuu, Yuh-Dauh; YUH-DAUH LYUU |
| 臺大學術典藏 |
2020-05-04T08:21:22Z |
Stable Sets of Threshold-Based Cascades on the Erd?s-R?nyi Random Graphs.
|
Chang, Ching-Lueh;Lyuu, Yuh-Dauh; Chang, Ching-Lueh; Lyuu, Yuh-Dauh; YUH-DAUH LYUU |
| 臺大學術典藏 |
2020-05-04T08:21:22Z |
Spreading of Messages in Random Graphs.
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YUH-DAUH LYUU; Lyuu, Yuh-Dauh; Chang, Ching-Lueh; Chang, Ching-Lueh;Lyuu, Yuh-Dauh |
| 臺大學術典藏 |
2020-05-04T08:21:22Z |
Bounding the Number of Tolerable Faults in Majority-Based Systems.
|
Chang, Ching-Lueh;Lyuu, Yuh-Dauh; Chang, Ching-Lueh; Lyuu, Yuh-Dauh; YUH-DAUH LYUU |
| 臺大學術典藏 |
2020-05-04T08:21:21Z |
A systematic and efficient simulation scheme for the Greeks of financial derivatives
|
Lyuu, Yuh-Dauh;Teng, Huei-Wen;Tseng, Yao-Te;Wang, Sheng-Xiang; Lyuu, Yuh-Dauh; Teng, Huei-Wen; Tseng, Yao-Te; Wang, Sheng-Xiang; YUH-DAUH LYUU |
| 臺大學術典藏 |
2020-05-04T08:21:21Z |
An efficient algorithm for finding long conserved regions between genes
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Ma, Tak-Man; Lyuu, Yuh-Dauh; Ti, Yen-Wu; YUH-DAUH LYUU |
| 臺大學術典藏 |
2020-05-04T08:21:21Z |
Pricing discrete Asian barrier options on lattices.
|
YUH-DAUH LYUU; Ho, Jan-Ming; Lyuu, Yuh-Dauh; Kao, Ming-Yang; Lu, Cheng-Yu; Hsu, William W. Y. |
| 臺大學術典藏 |
2020-05-04T07:54:17Z |
Optimal Buy-and-Hold Strategies for Financial Markets with Bounded Daily Returns.
|
Lyuu, Yuh-Dauh; Wong, Hsing-Kuo; GEN-HUEY CHEN; Kao, Ming-Yang; Chen, Gen-Huey |
| 臺大學術典藏 |
2020-05-04T07:54:13Z |
Optimal Buy-and-Hold Strategies for Financial Markets with Bounded Daily Returns.
|
Kao, Ming-Yang; Lyuu, Yuh-Dauh; Wong, Hsing-Kuo; GEN-HUEY CHEN; Chen, Gen-Huey |
| 國立交通大學 |
2019-08-02T02:18:37Z |
A systematic and efficient simulation scheme for the Greeks of financial derivatives
|
Lyuu, Yuh-Dauh; Teng, Huei-Wen; Tseng, Yao-Te; Wang, Sheng-Xiang |
| 國立交通大學 |
2019-04-02T06:00:28Z |
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 |
| 臺大學術典藏 |
2018-09-10T08:47:50Z |
Unbiased and efficient Greeks of financial options
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Lyuu, Yuh-Dauh;Teng, Huei-Wen; Lyuu, Yuh-Dauh; Teng, Huei-Wen; Lyuu, Yuh-Dauh |
| 臺大學術典藏 |
2018-09-10T08:47:49Z |
A closed-form formula for an option with discrete and continuous barriers
|
Chen, Chun-Ying;Chou, Pei-Ju;Hsu, Jeff Yu-Shun;Liu, Wisely Po-Hong;Lyuu, Yuh-Dauh;Wang, Chuan-Ju; Chen, Chun-Ying; Chou, Pei-Ju; Hsu, Jeff Yu-Shun; Liu, Wisely Po-Hong; Lyuu, Yuh-Dauh; Wang, Chuan-Ju; YUH-DAUH LYUU |
| 臺大學術典藏 |
2018-09-10T07:43:36Z |
An expanded model for the valuation of employee stock options
|
Liao, Feng-Yu;Lyuu, Yuh-Dauh; Liao, Feng-Yu; Lyuu, Yuh-Dauh; YUH-DAUH LYUU |
| 臺大學術典藏 |
2018-09-10T07:43:36Z |
Spreading messages
|
YUH-DAUH LYUU; Lyuu, Yuh-Dauh; Chang, Ching-Lueh; Chang, Ching-Lueh;Lyuu, Yuh-Dauh |
| 臺大學術典藏 |
2018-09-10T07:43:36Z |
Optimal buy-and-hold strategies for financial markets with bounded daily returns
|
Chen, Gen-Huey; Kao, Ming-Yang; Lyuu, Yuh-Dauh; Wong, Hsing-Kuo; YUH-DAUH LYUU |
| 臺大學術典藏 |
2018-09-10T07:43:35Z |
Accurate and efficient lattice algorithms for American-style Asian options with range bounds
|
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
|
Dai, Tian-Shyr;Lyuu, Yuh-Dauh; Dai, Tian-Shyr; Lyuu, Yuh-Dauh; YUH-DAUH LYUU |
| 臺大學術典藏 |
2018-09-10T07:09:58Z |
Testing whether a digraph contains H-free k-induced subgraphs
|
Lin, Hong-Yiu; Lyuu, Yuh-Dauh; Ma, Tak-Man; Ti, Yen-Wu; YUH-DAUH LYUU |
| 臺大學術典藏 |
2018-09-10T06:38:18Z |
A convergent quadratic-time lattice algorithm for pricing European-style Asian options
|
Hsu, William Wei-Yuan; Lyuu, Yuh-Dauh; YUH-DAUH LYUU |
| 臺大學術典藏 |
2018-09-10T06:38:18Z |
Accurate pricing formulas for Asian options
|
Chen, Kuan-Wen; Lyuu, Yuh-Dauh; YUH-DAUH LYUU; Chen, Kuan-Wen |
| 臺大學術典藏 |
2018-09-10T05:29:47Z |
MICA: A mapped interconnection-cached architecture
|
Lyuu, Yuh-Dauh;Schenfeld, Eugen; Lyuu, Yuh-Dauh; Schenfeld, Eugen; YUH-DAUH LYUU |
| 臺大學術典藏 |
2018-09-10T05:29:46Z |
Analytics for geometric average trigger reset options
|
Dai, Tian-Shyr; Fang, Yuh-Yuan; Lyuu, Yuh-Dauh; YUH-DAUH LYUU |
| 臺大學術典藏 |
2018-09-10T03:31:16Z |
Fast fault-tolerant parallel communication and on-line maintenance using information dispersal
|
Lyuu, Yuh-Dauh; Lyuu, Yuh-Dauh; YUH-DAUH LYUU |
| 臺大學術典藏 |
2018-07-05T01:31:51Z |
Group Undeniable Signatures
|
Lyuu, Yuh-Dauh; Wu, Ming-Luen; Lyuu, Yuh-Dauh; Wu, Ming-Luen |
| 臺大學術典藏 |
2018-07-05T01:30:34Z |
Line Digraph Iterations and the Spread Concept
|
Lyuu, Yuh-Dauh; Du, Ding-Zhu; 呂育道; Hsu, Frank D.; Du, Ding-Zhu; Hsu, Frank D.; Du, Ding-Zhu; Lyuu, Yuh-Dauh |
| 臺大學術典藏 |
2018-07-05T01:26:47Z |
Cryptanalysis of and improvement on the Hwang–Chen multi-proxy multi-signature schemes
|
Wu, Ming-Luen; Lyuu, Yuh-Dauh; Lyuu, Yuh-Dauh; Wu, Ming-Luen |
| 臺大學術典藏 |
2018-07-05T00:59:57Z |
A fully public-key traitor-tracing scheme
|
Wu, Ming-Luen; Lyuu, Yuh-Dauh; Wu, Ming-Luen; Lyuu, Yuh-Dauh |
| 臺大學術典藏 |
2018-07-05T00:47:38Z |
Theory of Computation Class Notes Page1~Page20
|
Lyuu, Yuh-Dauh; Lyuu, Yuh-Dauh |
| 臺大學術典藏 |
2018-07-05T00:46:45Z |
Stochastic Processes and Brownian Motion
|
Lyuu, Yuh-Dauh; Lyuu, Yuh-Dauh |
| 國立交通大學 |
2017-04-21T06:50:03Z |
A Multi-Phase, Flexible, and Accurate Lattice for Pricing Complex Derivatives with Multiple Market Variables
|
Wang, Chuan-Ju; Dai, Tian-Shyr; Lyuu, Yuh-Dauh |
| 國立交通大學 |
2015-07-21T08:28:57Z |
Pricing Asian option by the FFT with higher-order error convergence rate under Levy processes
|
Chiu, Chun-Yuan; Dai, Tian-Shyr; Lyuu, Yuh-Dauh |
| 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 |
2014-12-08T15:36:01Z |
Evaluating corporate bonds with complicated liability structures and bond provisions
|
Wang, Chuan-Ju; Dai, Tian-Shyr; Lyuu, Yuh-Dauh |
