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Institution	Date	Title	Author
元智大學	2011-07-20	Stable Sets of Threshold-Based Cascades on the Erdos-Renyi Random Graphs	Ching-Lueh Chang; Yuh-Dauh Lyuu
元智大學	2011-06	Stable sets of threshold-based cascades on the Erdos-Renyi random graphs	Ching-Lueh Chang; Yuh-Dauh Lyuu
國立臺灣海洋大學	2011	Efficient pricing of discrete Asian options	William Wei-Yuan Hsu; Yuh-Dauh Lyuu
臺大學術典藏	2010	An improved combinatorial approach for pricing Parisian options	Lyuu, Y.-D.;Wu, C.-W.; Lyuu, Y.-D.; Wu, C.-W.; YUH-DAUH LYUU
國立臺灣大學	2009	A Novel Tree Model for Evaluating Credit Risk Based on Enhanced Structural Mode	Tian-Shyr Dai; Yuh-Dauh Lyuu; Chuan-Ju Wang
國立臺灣大學	2009	An Efficient and Accurate Lattice for Pricing Derivatives under a Jump-Diffusion Process	Tian-Shyr Dai; Yuh-Dauh Lyuu; Chuan-Ju Wang; Yen-Chun Liu
國立臺灣大學	2009	An Efficient and Accurate Lattice forPricing Derivatives under a Jump-Diffusion Process	Tian-Shyr Dai; Yuh-Dauh Lyuu; Chuan-Ju Wang
國立臺灣大學	2009	Spreading of Messages in Random Graphs	Ching-Lueh Chang; Yuh-Dauh Lyuu
國立臺灣大學	2008	Efficient and Unbiased Greeks of Rainbow Options with Importance Sampling	Yuh-Dauh Lyuu; Huei-Wen Teng
國立臺灣大學	2008	The Bino-Trinomial Tree: A Simple Model for Efficient and Accurate Option Pricing	Tian-Shyr Dai; Yuh-Dauh Lyuu
國立臺灣大學	2008	Efficient and Unbiased Greeks of Rainbow and Path-Dependent Options Using Importance Sampling	Yuh-Dauh Lyuu; Huei-Wen Teng
國立臺灣大學	2008	A Simple, and Efficient Tree Model for Option Pricing	Tian-Shyr Dai; Yuh-Dauh Lyuu
國立臺灣大學	2008	Testing Embeddability between MetricSpaces	Ching-Lueh Chang; Yuh-Dauh Lyuu; Yen-Wu Ti
臺大學術典藏	2008	Efficient and Unbiased Greeks of Rainbow Options with Importance Sampling	Yuh-Dauh Lyuu; Huei-Wen Teng; Yuh-Dauh Lyuu; Huei-Wen Teng
臺大學術典藏	2008	The Bino-Trinomial Tree: A Simple Model for Efficient and Accurate Option Pricing	Tian-Shyr Dai; Yuh-Dauh Lyuu; Tian-Shyr Dai; Yuh-Dauh Lyuu
臺大學術典藏	2008	A Simple, and Efficient Tree Model for Option Pricing	Tian-Shyr Dai; Yuh-Dauh Lyuu; Tian-Shyr Dai; Yuh-Dauh Lyuu
國立臺灣海洋大學	2007-06	A Convergent Quadratic-Time Lattice Algorithm for Pricing European-Style Asian Options	William W.Y. Hsu; Yuh-Dauh Lyuu
國立臺灣海洋大學	2007	A convergent quadratic-time lattice algorithm for pricing European-style Asian options	William Wei-Yuan Hsu; Yuh-Dauh Lyuu
國立臺灣大學	2007	Efficient Testing of Forecasts	Ching-Lueh Chang; Yuh-Dauh Lyuu
國立臺灣大學	2007	An Efficient, and Fast Convergent Algorithm for Barrier Options	Tian-Shyr Dai; Yuh-Dauh Lyuu
國立臺灣大學	2007	Testing Embeddability between Metric Spaces	Ching-Lueh Chang; Yuh-Dauh Lyuu; Yen-Wu Ti
臺大學術典藏	2007	Efficient Testing of Forecasts	Ching-Lueh Chang; Yuh-Dauh Lyuu; Ching-Lueh Chang; Yuh-Dauh Lyuu
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
國立臺灣大學	2006	Accurate Approximate Analytical Formula for Stock Options with Known Dividends	Tian-Shyr Dai; Yuh-Dauh Lyuu
國立臺灣大學	2006	Efficient Pricing of Discrete Asian Options	Yuh-Dauh Lyuu; William Wei-Yuan Hsu

Showing items 101-125 of 177 (8 Page(s) Totally)
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