| 臺大學術典藏 |
2018-09-10T08:47:50Z |
Stable sets of threshold-based cascades on the Erdos-Rényi random graphs
|
Chang, C.-L.;Lyuu, Y.-D.; Chang, C.-L.; Lyuu, Y.-D.; YUH-DAUH LYUU |
| 臺大學術典藏 |
2018-09-10T08:47:49Z |
A closed-form formula for an option with discrete and continuous barriers
|
Chen, Chun-Ying;Chou, Pei-Ju;Hsu, Jeff Yu-Shun;Liu, Wisely Po-Hong;Lyuu, Yuh-Dauh;Wang, Chuan-Ju; Chen, Chun-Ying; Chou, Pei-Ju; Hsu, Jeff Yu-Shun; Liu, Wisely Po-Hong; Lyuu, Yuh-Dauh; Wang, Chuan-Ju; YUH-DAUH LYUU |
| 臺大學術典藏 |
2018-09-10T08:47:49Z |
Efficient pricing of discrete Asian options
|
Hsu, W.W.Y.;Lyuu, Y.-D.; Hsu, W.W.Y.; Lyuu, Y.-D.; YUH-DAUH LYUU |
| 臺大學術典藏 |
2018-09-10T08:47:49Z |
Linear-time compression of 2-manifold polygon meshes into information-theoretically optimal number of bits
|
Lyuu, Y.-D.;Ma, T.-M.;Ti, Y.-W.; Lyuu, Y.-D.; Ma, T.-M.; Ti, Y.-W.; YUH-DAUH LYUU |
| 臺大學術典藏 |
2018-09-10T08:19:34Z |
The bino-trinomial tree: A simple model for efficient and accurate option pricing
|
Dai, T.-S.;Lyuu, Y.-D.; Dai, T.-S.; Lyuu, Y.-D.; YUH-DAUH LYUU |
| 臺大學術典藏 |
2018-09-10T08:19:33Z |
An efficient and accurate lattice for pricing derivatives under a jump-diffusion process
|
Chuan-Ju Wang; Yen-Chun Liu; YUH-DAUH LYUU; Yuh-Dauh Lyuu; Tian-Shyr Dai;Yuh-Dauh Lyuu;Chuan-Ju Wang;Yen-Chun Liu; Tian-Shyr Dai |
| 臺大學術典藏 |
2018-09-10T08:19:33Z |
Bounding the number of tolerable faults in majority-based systems
|
Chang, C.-L.;Lyuu, Y.-D.; Chang, C.-L.; Lyuu, Y.-D.; YUH-DAUH LYUU |
| 臺大學術典藏 |
2018-09-10T08:19:33Z |
Efficient testing of forecasts
|
YUH-DAUH LYUU; Chang, C.-L.;Lyuu, Y.-D.; Chang, C.-L.; Lyuu, Y.-D. |
| 臺大學術典藏 |
2018-09-10T08:19:33Z |
Group undeniable signatures with convertibility
|
Lyuu, Y.-D.;Wu, M.-L.; Lyuu, Y.-D.; Wu, M.-L.; YUH-DAUH LYUU |
| 臺大學術典藏 |
2018-09-10T08:19:33Z |
Optimal bounds on finding fixed points of contraction mappings
|
Chang, C.-L.; Lyuu, Y.-D.; YUH-DAUH LYUU; Chang, C.-L.;Lyuu, Y.-D. |
| 臺大學術典藏 |
2018-09-10T08:19:33Z |
Sets of K-independent strings
|
Ti, Y.-W.;Chang, C.-L.;Lyuu, Y.-D.;Shen, A.; Ti, Y.-W.; Chang, C.-L.; Lyuu, Y.-D.; Shen, A.; YUH-DAUH LYUU |
| 臺大學術典藏 |
2018-09-10T07:43:36Z |
An expanded model for the valuation of employee stock options
|
Liao, Feng-Yu;Lyuu, Yuh-Dauh; Liao, Feng-Yu; Lyuu, Yuh-Dauh; YUH-DAUH LYUU |
| 臺大學術典藏 |
2018-09-10T07:43:36Z |
Spreading messages
|
YUH-DAUH LYUU; Lyuu, Yuh-Dauh; Chang, Ching-Lueh; Chang, Ching-Lueh;Lyuu, Yuh-Dauh |
| 臺大學術典藏 |
2018-09-10T07:43:36Z |
Spreading of messages in random graphs
|
Chang, C.-L.;Lyuu, Y.-D.; Chang, C.-L.; Lyuu, Y.-D.; YUH-DAUH LYUU |
| 臺大學術典藏 |
2018-09-10T07:43:36Z |
Testing embeddability between metric spaces
|
Ching-Lueh Chang;Yuh-Dauh Lyuu;Yen-Wu Ti; Ching-Lueh Chang; Yuh-Dauh Lyuu; Yen-Wu Ti; YUH-DAUH LYUU |
| 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 |
