1. You are Here：

Browsing by Author Lyuu, Yuh-Dauh

Jump to: 0-9 A B C D E F G H I J K L M N O P Q R S T U V W X Y Z
or enter first few letters:  
Showing results 1 to 14 of 14
Issue DateTitleAuthor(s)
15-Mar-2009Accurate and efficient lattice algorithms for American-style Asian options with range boundsDai, 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
2009Accurate approximation formulas for stock options with discrete dividendsDai, 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-Jun-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
1-Dec-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-Dec-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
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
1-Sep-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-Apr-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-May-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
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-Sep-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-Feb-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
3-Jul-2019A systematic and efficient simulation scheme for the Greeks of financial derivativesLyuu, Yuh-Dauh; Teng, Huei-Wen; Tseng, Yao-Te; Wang, Sheng-Xiang; 統計學研究所; 資訊管理與財務金融系 註：原資管所+財金所; Institute of Statistics; Department of Information Management and Finance
2006Very fast 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
Showing results 1 to 14 of 14