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臺灣機構典藏 TAIR >  依作者瀏覽

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機構 日期 題名 作者
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
國立臺灣大學 2006 Toward the Black-Scholes Formula Page231~Page273 Lyuu, Yuh-Dauh
國立臺灣大學 2006 Extensions of Options Theory Page274~Page338 Lyuu, Yuh-Dauh
國立臺灣大學 2006 complexity Page339~Page395 Lyuu, Yuh-Dauh
國立臺灣大學 2006 Stochastic Processes and Brownian Motion Lyuu, Yuh-Dauh
國立臺灣大學 2006 Theory of Computation Class Notes Page1~Page20 Lyuu, Yuh-Dauh

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