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機構	日期	題名	作者
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
臺大學術典藏	2006	Principles of Financial Computing	Lyuu, Yuh-Dauh; Lyuu, Yuh-Dauh
臺大學術典藏	2006	Efficient Algorithms for PV & FV	Lyuu, Yuh-Dauh; Lyuu, Yuh-Dauh
臺大學術典藏	2006	Unbiased Expectations Theory	Lyuu, Yuh-Dauh; Lyuu, Yuh-Dauh
臺大學術典藏	2006	Option Pricing Models Page188~Page230	Lyuu, Yuh-Dauh; Lyuu, Yuh-Dauh
臺大學術典藏	2006	Toward the Black-Scholes Formula Page231~Page273	Lyuu, Yuh-Dauh; Lyuu, Yuh-Dauh
臺大學術典藏	2006	Extensions of Options Theory Page274~Page338	Lyuu, Yuh-Dauh; Lyuu, Yuh-Dauh
臺大學術典藏	2006	complexity Page339~Page395	Lyuu, Yuh-Dauh; Lyuu, Yuh-Dauh
臺大學術典藏	2006	complexity Page79~Page123	Lyuu, Yuh-Dauh; Lyuu, Yuh-Dauh
臺大學術典藏	2006	An Efficient Algorithm for Finding Long Conserved Regions Between Genes.	Ma, Tak-Man; Lyuu, Yuh-Dauh; Ti, Yen-Wu; YUH-DAUH LYUU
國立臺灣大學	2005-04	On Accurate and Provably Efficient GARCH Option Pricing Algorithms	Lyuu, Yuh Dauh; Wu, Chi Ning
國立臺灣大學	2005	complexity Page40~Page105	Lyuu, Yuh-Dauh
國立臺灣大學	2005	complexity Page106~Page186	Lyuu, Yuh-Dauh
國立臺灣大學	2005	An efficient convergent lattice algorithm for european asian options	Dai, Tian-Shyr; Huang, Guan-Shieng; Lyuu, Yuh-Dauh
國立臺灣大學	2005	On Accurate and Provably Efficient GARCH Option Pricing Algorithms	Lyuu, Yuh-Dauh; Wu, Chi-Ning
國立臺灣大學	2005	Numerical Valuation of Discrete Barrier Options with the Adaptive Mesh Model and Other Competing Techniques	Lyuu, Yuh-Dauh; Shea, Chih-Jui
國立臺灣大學	2005	On Accurate Trinomial GARCH Option Pricing Algorithms	Lyuu, Yuh-Dauh; Liu, Chun-Yang
國立臺灣大學	2005	Cryptanalysis of and improvement on the Hwang–Chen multi-proxy multi-signature schemes	Lyuu, Yuh-Dauh; Wu, Ming-Luen
國立臺灣大學	2005	Analytics for Geometric Average Trigger Reset Options	Dai, Tian-Shyr; Fang, Yuh-Yuan; Lyuu, Yuh-Dauh
臺大學術典藏	2005	complexity Page106~Page186	Lyuu, Yuh-Dauh; Lyuu, Yuh-Dauh
臺大學術典藏	2005	An efficient convergent lattice algorithm for european asian options	Dai, Tian-Shyr; Huang, Guan-Shieng; Lyuu, Yuh-Dauh; Dai, Tian-Shyr; Huang, Guan-Shieng; Lyuu, Yuh-Dauh
臺大學術典藏	2005	On Accurate and Provably Efficient GARCH Option Pricing Algorithms	Lyuu, Yuh-Dauh; Wu, Chi-Ning; Lyuu, Yuh-Dauh; Wu, Chi-Ning
臺大學術典藏	2005	Numerical Valuation of Discrete Barrier Options with the Adaptive Mesh Model and Other Competing Techniques	Lyuu, Yuh-Dauh; Shea, Chih-Jui; Lyuu, Yuh-Dauh; Shea, Chih-Jui
臺大學術典藏	2005	On Accurate Trinomial GARCH Option Pricing Algorithms	Lyuu, Yuh-Dauh; Liu, Chun-Yang; Lyuu, Yuh-Dauh; Liu, Chun-Yang
臺大學術典藏	2005	Cryptanalysis of and improvement on the Hwang–Chen multi-proxy multi-signature schemes	Lyuu, Yuh-Dauh; Wu, Ming-Luen; Lyuu, Yuh-Dauh; Wu, Ming-Luen
國立臺灣大學	2004-12	Pricing Discrete Dividend-Paying Stock Options with the Stair Tree	Dai, Tian Shyr; Lyuu, Yuh Dauh

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