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教育部委託研究計畫      計畫執行:國立臺灣大學圖書館
 
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機構 日期 題名 作者
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 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 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

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