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"lyuu yuh dauh"
Showing items 46-55 of 250 (25 Page(s) Totally)
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| 臺大學術典藏 |
2018-07-05T00:46:45Z |
Stochastic Processes and Brownian Motion
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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
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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
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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
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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
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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
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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
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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
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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
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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
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Dai, Tian-Shyr; Lyuu, Yuh-Dauh |
Showing items 46-55 of 250 (25 Page(s) Totally)
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