| 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 |
| 國立交通大學 |
2014-12-08T15:36:00Z |
A Multiphase, Flexible, and Accurate Lattice for Pricing Complex Derivatives with Multiple Market Variables
|
Dai, Tian-Shyr; Wang, Chuan-Ju; Lyuu, Yuh-Dauh |
| 國立交通大學 |
2014-12-08T15:24:44Z |
Very fast algorithm for barrier options
|
Dai, Tian-Shyr; Lyuu, Yuh-Dauh |
| 國立交通大學 |
2014-12-08T15:20:02Z |
Accurate approximation formulas for stock options with discrete dividends
|
Dai, Tian-Shyr; Lyuu, Yuh-Dauh |
| 國立交通大學 |
2014-12-08T15:19:53Z |
The Bino-Trinomial Tree: A Simple Model for Efficient and Accurate Option Pricing
|
Dai, Tian-Shyr; Lyuu, Yuh-Dauh |
| 國立交通大學 |
2014-12-08T15:14:21Z |
An exact subexponential-time lattice algorithm for Asian options
|
Dai, Tian-Shyr; Lyuu, Yuh-Dauh |
| 國立交通大學 |
2014-12-08T15:12:13Z |
Linear-time option pricing algorithms by combinatorics
|
Dai, Tian-Shyr; Liu, Li-Min; Lyuu, Yuh-Dauh |
| 國立交通大學 |
2014-12-08T15:10:46Z |
An efficient, and fast convergent algorithm for barrier options
|
Dai, Tian-Shyr; Lyuu, Yuh-Dauh |
| 國立交通大學 |
2014-12-08T15:09:46Z |
Accurate and efficient lattice algorithms for American-style Asian options with range bounds
|
Dai, Tian-Shyr; Lyuu, Yuh-Dauh |
| 臺北市立大學 |
2014-09-01 |
Evaluating Corporate Bonds with Complicated Liability Structures and Bond Provisions
|
Wang, Chuan-Ju;王釧茹;Dai, Tian-Shyr;Lyuu, Yuh-Dauh |
| 臺北市立大學 |
2013-09 |
A Multiphase, Flexible, and Accurate Lattice for Pricing Complex Derivatives with Multiple Market Variables
|
Dai, Tian-Shyr;Wang, Chuan-Ju;王釧茹;Lyuu, Yuh-Dauh |
| 臺北市立大學 |
2012-06 |
A Multi-Phase, Flexible, and Accurate Lattice for Pricing Complex Derivatives on Multiple Market Variables
|
Wang, Chuan-Ju;王釧茹;Dai, Tian-Shyr;Lyuu, Yuh-Dauh |
| 臺北市立大學 |
2011 |
Evaluating Corporate Bonds with General Liability Structures and Bond Covenants under the Jump-Diffusion
|
Dai, Tian-Shyr;Wang, Chuan-Ju;王釧茹;Lyuu, Yuh-Dauh |
| 臺大學術典藏 |
2010-09-07T10:02:15Z |
Lower Bounds on Sphere Partition in Symmetric Groups
|
Hsu, D. Frank; Lyuu, Yuh Dauh; Hsu, D. Frank; Lyuu, Yuh Dauh |
| 國立臺灣大學 |
2010 |
Unbiased and Efficient Greeks of Financial Options
|
Lyuu, Yuh-Dauh; Teng, Huei-Wen |
| 國立臺灣大學 |
2010 |
Efficient Testing of Forecasts
|
Chang, Ching-Lueh; Lyuu, Yuh-Dauh |
| 國立臺灣大學 |
2009-04 |
Testing Embeddability between Metric Spaces
|
Chang, Ching-Lueh; Lyuu, Yuh-Dauh; Ti, Yen-Wu |
| 國立臺灣大學 |
2009 |
Accurate and efficient lattice algorithms for American-style Asian options with range bounds
|
Dai, Tian-Shyr; Lyuu, Yuh-Dauh |
| 國立臺灣大學 |
2009 |
Spreading Messages
|
Chang, Ching-Lueh; Lyuu, Yuh-Dauh |
| 國立臺灣大學 |
2008-12 |
An Expanded Model for the Valuation of Employee StockOptions
|
Liao, Feng-Yu; Lyuu, Yuh-Dauh |
| 國立臺灣大學 |
2008-12 |
Theoretical Computer Science
|
Lin, Hong-Yiu; Lyuu, Yuh-Dauh; Ma, Tak Man; Ti, Yen-Wu |
| 臺大學術典藏 |
2008-12 |
Theoretical Computer Science
|
Lin, Hong-Yiu; Lyuu, Yuh-Dauh; Ma, Tak Man; Ti, Yen-Wu; Lin, Hong-Yiu; Lyuu, Yuh-Dauh; Ma, Tak Man; Ti, Yen-Wu |
| 國立臺灣大學 |
2008-06 |
Proceedings of 14th Annual International Computing and Combinatorics Conference (COCOON)
|
Chang, Ching-Lueh; Lyuu., Yuh-Dauh |
| 臺大學術典藏 |
2008-06 |
Proceedings of 14th Annual International Computing and Combinatorics Conference (COCOON)
|
Chang, Ching-Lueh;Lyuu., Yuh-Dauh; Chang, Ching-Lueh; Lyuu., Yuh-Dauh |
| 國立臺灣大學 |
2008-04 |
Accurate Approximation Formulas for Stock Options with Discrete Dividends
|
Dai, Tian-Shyr; Lyuu, Yuh-Dauh |
| 國立臺灣大學 |
2008 |
Linear-time option pricing algorithms by combinatorics
|
Dai, Tian-Shyr; Liu, Li-Min; Lyuu, Yuh-Dauh |
| 國立臺灣大學 |
2008 |
The complexity of Tarski’s fixed point theorem
|
Chang, Ching-Lueh; Lyuu, Yuh-Dauh; Ti, Yen-Wu |
| 國立臺灣大學 |
2008 |
Testing whether a digraph contains H-free k-induced subgraphs
|
Lin, Hong-Yiu; Lyuu, Yuh-Dauh; Ma, Tak-Man; Ti, Yen-Wu |
| 國立臺灣大學 |
2007-10 |
Convergent Quadratic-Time Lattice Algorithm for Pricing European-Style Asian Options.
|
William Wei-Yuan Hsu; Lyuu, Yuh Dauh |
| 臺大學術典藏 |
2007-10 |
Convergent Quadratic-Time Lattice Algorithm for Pricing European-Style Asian Options.
|
William Wei-Yuan Hsu; Lyuu, Yuh Dauh; William Wei-Yuan Hsu; Lyuu, Yuh Dauh |
| 國立臺灣大學 |
2007 |
Accurate pricing formulas for Asian options
|
Chen, Kuan-Wen; Lyuu, Yuh-Dauh |
| 國立臺灣大學 |
2007 |
A convergent quadratic-time lattice algorithm for pricing European-style Asian options
|
Hsu, William Wei-Yuan; Lyuu, Yuh-Dauh |
| 國立臺灣大學 |
2007 |
An exact subexponential-time lattice algorithm for Asian options
|
Dai, Tian-Shyr; Lyuu, Yuh-Dauh |
| 臺大學術典藏 |
2007 |
An exact subexponential-time lattice algorithm for Asian options
|
Dai, Tian-Shyr; Lyuu, Yuh-Dauh; YUH-DAUH LYUU |
| 臺大學術典藏 |
2006-09-27T10:48:08Z |
Principles of Financial Computing-Backward induction
|
Lyuu, Yuh-Dauh; Lyuu, Yuh-Dauh |
| 臺大學術典藏 |
2006-09-27T10:48:03Z |
Principles of Financial Computing Page27~Page62
|
Lyuu, Yuh-Dauh; Lyuu, Yuh-Dauh |
| 國立臺灣大學 |
2006 |
Principles of Financial Computing
|
Lyuu, Yuh-Dauh |
| 國立臺灣大學 |
2006 |
Efficient Algorithms for PV & FV
|
Lyuu, Yuh-Dauh |
| 國立臺灣大學 |
2006 |
complexity Page79~Page123
|
Lyuu, Yuh-Dauh |
| 國立臺灣大學 |
2006 |
Unbiased Expectations Theory
|
Lyuu, Yuh-Dauh |
| 國立臺灣大學 |
2006 |
Option Pricing Models Page188~Page230
|
Lyuu, Yuh-Dauh |
