| 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 |
