| 臺大學術典藏 |
2018-09-10T07:43:36Z |
Optimal buy-and-hold strategies for financial markets with bounded daily returns
|
Chen, Gen-Huey; Kao, Ming-Yang; Lyuu, Yuh-Dauh; Wong, Hsing-Kuo; YUH-DAUH LYUU |
| 臺大學術典藏 |
2018-09-10T07:43:35Z |
Accurate and efficient lattice algorithms for American-style Asian options with range bounds
|
Dai, Tian-Shyr;Lyuu, Yuh-Dauh; Dai, Tian-Shyr; Lyuu, Yuh-Dauh; YUH-DAUH LYUU |
| 臺大學術典藏 |
2018-09-10T07:43:35Z |
Accurate approximation formulas for stock options with discrete dividends
|
Dai, Tian-Shyr;Lyuu, Yuh-Dauh; Dai, Tian-Shyr; Lyuu, Yuh-Dauh; YUH-DAUH LYUU |
| 臺大學術典藏 |
2018-09-10T07:43:35Z |
An efficient and accurate lattice for pricing derivatives under a jump-diffusion process
|
Wang, C.-J.;Dai, T.-S.;Lyuu, Y.-D.;Liu, Y.-C.; Wang, C.-J.; Dai, T.-S.; Lyuu, Y.-D.; Liu, Y.-C.; YUH-DAUH LYUU |
| 臺大學術典藏 |
2018-09-10T07:09:58Z |
Testing whether a digraph contains H-free k-induced subgraphs
|
Lin, Hong-Yiu; Lyuu, Yuh-Dauh; Ma, Tak-Man; Ti, Yen-Wu; YUH-DAUH LYUU |
| 臺大學術典藏 |
2018-09-10T07:09:57Z |
Linear-time option pricing algorithms by combinatorics
|
Dai, T.-S.; Liu, L.-M.; Lyuu, Y.-D.; YUH-DAUH LYUU |
| 臺大學術典藏 |
2018-09-10T07:09:57Z |
Spreading messages
|
Chang, C.-L.; Lyuu, Y.-D.; YUH-DAUH LYUU |
| 臺大學術典藏 |
2018-09-10T06:38:18Z |
A convergent quadratic-time lattice algorithm for pricing European-style Asian options
|
Hsu, William Wei-Yuan; Lyuu, Yuh-Dauh; YUH-DAUH LYUU |
| 臺大學術典藏 |
2018-09-10T06:38:18Z |
Accurate pricing formulas for Asian options
|
Chen, Kuan-Wen; Lyuu, Yuh-Dauh; YUH-DAUH LYUU; Chen, Kuan-Wen |
| 臺大學術典藏 |
2018-09-10T06:38:18Z |
An efficient, and fast convergent algorithm for barrier options
|
Dai, T.-S.; Lyuu, Y.-D.; YUH-DAUH LYUU |
| 臺大學術典藏 |
2018-09-10T06:03:38Z |
Very fast algorithm for barrier options
|
Dai, T.-S.; Lyuu, Y.-D.; YUH-DAUH LYUU |
| 臺大學術典藏 |
2018-09-10T06:03:38Z |
On the diameter vulnerability of Kautz digraphs
|
YUH-DAUH LYUU; Lyuu, Y.D.; Hsu, D.F.; Du, D.Z.; Du, D.Z.;Hsu, D.F.;Lyuu, Y.D. |
| 臺大學術典藏 |
2018-09-10T05:29:48Z |
Planar-optical mesh-connected tree interconnects: A feasibility study
|
Linke, R.A.; Lyuu, Y.-D.; Kawai, S.; Kubota, K.; Kasahara, K.; YUH-DAUH LYUU; Li, Y.;Linke, R.A.;Lyuu, Y.-D.;Kawai, S.;Kubota, K.;Kasahara, K.; Li, Y. |
| 臺大學術典藏 |
2018-09-10T05:29:47Z |
Pricing Asian options with an efficient convergent approximation algorithm
|
Dai, T.-S.; Huang, G.-S.; Lyuu, Y.-D.; YUH-DAUH LYUU |
| 臺大學術典藏 |
2018-09-10T05:29:47Z |
MICA: A mapped interconnection-cached architecture
|
Lyuu, Yuh-Dauh;Schenfeld, Eugen; Lyuu, Yuh-Dauh; Schenfeld, Eugen; YUH-DAUH LYUU |
| 臺大學術典藏 |
2018-09-10T05:29:46Z |
Analytics for geometric average trigger reset options
|
Dai, Tian-Shyr; Fang, Yuh-Yuan; Lyuu, Yuh-Dauh; YUH-DAUH LYUU |
| 臺大學術典藏 |
2018-09-10T05:00:09Z |
A convergent quadratic-time lattice algorithm for pricing European-style Asian options
|
Hsu, W.W.; Lyuu, Y.-D.; YUH-DAUH LYUU |
| 臺大學術典藏 |
2018-09-10T05:00:09Z |
Graph-theoretical study of transmission delay and fault tolerance
|
Hsu, D.F.;Lyuu, Y.-D.; Hsu, D.F.; Lyuu, Y.-D.; YUH-DAUH LYUU |
| 臺大學術典藏 |
2018-09-10T05:00:09Z |
Parallel graph contraction with applications to a reconfigurable parallel architecture
|
Lyuu, Y.-D.;Schenfeld, E.; Lyuu, Y.-D.; Schenfeld, E.; YUH-DAUH LYUU |
| 臺大學術典藏 |
2018-09-10T04:36:14Z |
Line Digraph Iterations and Connectivity Analysis of de Bruijn and Kautz Graphs
|
Du, D.Z.;Lyuu, Y.D.;Hsu, D.F.; Du, D.Z.; Lyuu, Y.D.; Hsu, D.F.; YUH-DAUH LYUU |
| 臺大學術典藏 |
2018-09-10T04:36:13Z |
Analytics and algorithms for geometric average trigger reset options
|
Tian-Shyr Dai; I-Yuan Chen; Yuh-Yuan Fang; Yuh-Dauh Lyuu; YUH-DAUH LYUU |
| 臺大學術典藏 |
2018-09-10T04:36:13Z |
Pricing of moving-average-type options with applications
|
Kao, C.-H.; Lyuu, Y.-D.; YUH-DAUH LYUU |
| 臺大學術典藏 |
2018-09-10T04:15:57Z |
Line digraph iterations and the spread concept-with application to graph theory, fault Tolerance, and routing
|
Du, D.-Z.; Lyuu, Y.-D.; Hsu, D.F.; YUH-DAUH LYUU |
| 臺大學術典藏 |
2018-09-10T04:15:51Z |
Financial Engineering & Computation
|
YUH-DAUH LYUU; YUH-DAUH LYUU |
| 臺大學術典藏 |
2018-09-10T04:15:51Z |
Information Dispersal and Parallel Computation
|
Yuh-Dauh Lyuu; Yuh-Dauh Lyuu |
| 臺大學術典藏 |
2018-09-10T03:51:05Z |
Fast fault-tolerant parallel communication and on-line maintenance for hypercubes using information dispersal
|
Lyuu, Y.-D.; YUH-DAUH LYUU |
| 臺大學術典藏 |
2018-09-10T03:31:16Z |
Fast fault-tolerant parallel communication and on-line maintenance using information dispersal
|
Lyuu, Yuh-Dauh; Lyuu, Yuh-Dauh; YUH-DAUH LYUU |
| 臺大學術典藏 |
2018-07-05T01:18:34Z |
Convertible Group Undeniable Signatures
|
Yuh-Dauh Lyuu; Ming-Luen Wu; Yuh-Dauh Lyuu; Ming-Luen Wu |
| 臺大學術典藏 |
2018-07-05T01:10:59Z |
Efficient and Unbiased Greeks of Rainbow and Path-Dependent Options Using Importance Sampling
|
Yuh-Dauh Lyuu; Huei-Wen Teng; Yuh-Dauh Lyuu; Huei-Wen Teng |
| 臺大學術典藏 |
2018-07-05T01:10:57Z |
A Novel Tree Model for Evaluating Credit Risk Based on Enhanced Structural Mode
|
Tian-Shyr Dai; Yuh-Dauh Lyuu; Chuan-Ju Wang; Tian-Shyr Dai; Yuh-Dauh Lyuu; Chuan-Ju Wang |
| 元智大學 |
2013-01 |
Bounding the sizes of dynamic monopolies and convergent sets for threshold-based cascades
|
Ching-Lueh Chang; Yuh-Dauh Lyuu |
| 元智大學 |
2012-12-17 |
Triggering cascades on strongly connected directed graphs
|
Ching-Lueh Chang; Yuh-Dauh Lyuu |
| 元智大學 |
2012-12-17 |
Triggering Cascades on Strongly Connected Directed Graphs
|
Ching-Lueh Chang; Yuh-Dauh Lyuu |
| 國立臺灣海洋大學 |
2012 |
Pricing discrete Asian barrier options with lattices
|
William Wei-Yuan Hsu; Cheng-Yu Lu; Ming-Yang Kao; Yuh-Dauh Lyuu; Jan-Ming Ho |
| 國立臺灣海洋大學 |
2011-08 |
Efficient Pricing of Discrete Asian Options
|
William W.Y. Hsu; Yuh-Dauh Lyuu |
| 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 |
