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公開日期標題作者
1-十一月-2018An Accurate Lattice Mode for Pricing Catastrophe Equity Put Under the lump-Diffusion ProcessWang, Chuan-Ju; Dai, Tian-Shyr; 資訊管理與財務金融系 註:原資管所+財金所; Department of Information Management and Finance
1-三月-2008Adaptive placement method on pricing arithmetic average optionsDai, Tian-Shyr; Wang, Jr-Yan; Wei, Hui-Shan; 資訊管理與財務金融系 註:原資管所+財金所; Department of Information Management and Finance
1-六月-2010The Bino-Trinomial Tree: A Simple Model for Efficient and Accurate Option PricingDai, Tian-Shyr; Lyuu, Yuh-Dauh; 資訊管理與財務金融系 註:原資管所+財金所; Department of Information Management and Finance
2015An Economic Model for Utilizing Cloud Computing Resources via Pricing Elasticity of Demand and SupplyQanbari, Soheil; Li, Fei; Dustdar, Schahram; Dai, Tian-Shyr; 資訊管理與財務金融系 註:原資管所+財金所; Department of Information Management and Finance
1-十二月-2010An efficient and accurate lattice for pricing derivatives under a jump-diffusion processDai, Tian-Shyr; Wang, Chuan-Ju; Lyuu, Yuh-Dauh; Liu, Yen-Chun; 資訊管理與財務金融系 註:原資管所+財金所; Department of Information Management and Finance
1-十二月-2010An efficient and accurate lattice for pricing derivatives under a jump-diffusion processDai, Tian-Shyr; Wang, Chuan-Ju; Lyuu, Yuh-Dauh; Liu, Yen-Chun; 資訊管理與財務金融系 註:原資管所+財金所; Department of Information Management and Finance
2009Efficient option pricing on stocks paying discrete or path-dependent dividends with the stair treeDai, Tian-Shyr; 資訊管理與財務金融系 註:原資管所+財金所; Department of Information Management and Finance
2007An efficient, and fast convergent algorithm for barrier optionsDai, Tian-Shyr; Lyuu, Yuh-Dauh; 資訊管理與財務金融系 註:原資管所+財金所; Department of Information Management and Finance
十一月-2016Evaluating corporate bonds and analyzing claim holders\' decisions with complex debt structureLiu, Liang-Chih; Dai, Tian-Shyr; Wang, Chuan-Ju; 資訊管理與財務金融系 註:原資管所+財金所; Department of Information Management and Finance
1-九月-2014Evaluating corporate bonds with complicated liability structures and bond provisionsWang, Chuan-Ju; Dai, Tian-Shyr; Lyuu, Yuh-Dauh; 資訊管理與財務金融系 註:原資管所+財金所; Department of Information Management and Finance
1-四月-2007An exact subexponential-time lattice algorithm for Asian optionsDai, Tian-Shyr; Lyuu, Yuh-Dauh; 資訊管理與財務金融系 註:原資管所+財金所; Department of Information Management and Finance
1-三月-2013A flexible tree for evaluating guaranteed minimum withdrawal benefits under deferred life annuity contracts with various provisionsYang, Sharon S.; Dai, Tian-Shyr; 資訊管理與財務金融系 註:原資管所+財金所; Department of Information Management and Finance
2007An ingenious, piecewise linear interpolation algorithm for pricing arithmetic average optionsDai, Tian-Shyr; Wang, Jr-Yan; Wei, Hui-Shan; 資訊管理與財務金融系 註:原資管所+財金所; Department of Information Management and Finance
1-五月-2008Linear-time option pricing algorithms by combinatoricsDai, Tian-Shyr; Liu, Li-Min; Lyuu, Yuh-Dauh; 資訊管理與財務金融系 註:原資管所+財金所; Department of Information Management and Finance
1-六月-2017A Modified Reduced-Form Model with Time-Varying Default and Recovery Rates and Its Applications in Pricing Convertible BondsWang, Jr-Yan; Dai, Tian-Shyr; 資訊管理與財務金融系 註:原資管所+財金所; Department of Information Management and Finance
2012A Multi-Phase, Flexible, and Accurate Lattice for Pricing Complex Derivatives with Multiple Market VariablesWang, Chuan-Ju; Dai, Tian-Shyr; Lyuu, Yuh-Dauh; 資訊管理與財務金融系 註:原資管所+財金所; Department of Information Management and Finance
1-九月-2013A Multiphase, Flexible, and Accurate Lattice for Pricing Complex Derivatives with Multiple Market VariablesDai, Tian-Shyr; Wang, Chuan-Ju; Lyuu, Yuh-Dauh; 資訊管理與財務金融系 註:原資管所+財金所; Department of Information Management and Finance
1-二月-2015Pricing Asian option by the FFT with higher-order error convergence rate under Levy processesChiu, Chun-Yuan; Dai, Tian-Shyr; Lyuu, Yuh-Dauh; 資訊管理與財務金融系 註:原資管所+財金所; Department of Information Management and Finance
2014Pricing barrier stock options with discrete dividends by approximating analytical formulaeDai, Tian-Shyr; Chiu, Chun-Yuan; 資訊管理與財務金融系 註:原資管所+財金所; Department of Information Management and Finance
1-九月-2015Pricing guaranteed minimum/lifetime withdrawal benefits with various provisions under investment, interest rate and mortality risksDai, Tian-Shyr; Yang, Sharon S.; Liu, Liang-Chih; 資訊管理與財務金融系 註:原資管所+財金所; Department of Information Management and Finance