| 公開日期 | 標題 | 作者 |
| 15-三月-2009 | Accurate and efficient lattice algorithms for American-style Asian options with range bounds | 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 |
| 2009 | Accurate approximation formulas for stock options with discrete dividends | 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 |
| 1-十一月-2018 | An Accurate Lattice Mode for Pricing Catastrophe Equity Put Under the lump-Diffusion Process | Wang, 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-Mar-2008 | Adaptive placement method on pricing arithmetic average options | Dai, 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-Jun-2010 | The Bino-Trinomial Tree: A Simple Model for Efficient and Accurate Option Pricing | 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 |
| 2015 | An Economic Model for Utilizing Cloud Computing Resources via Pricing Elasticity of Demand and Supply | Qanbari, 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-Dec-2010 | An efficient and accurate lattice for pricing derivatives under a jump-diffusion process | Dai, 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-2010 | An efficient and accurate lattice for pricing derivatives under a jump-diffusion process | Dai, 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 |
| 2009 | Efficient option pricing on stocks paying discrete or path-dependent dividends with the stair tree | 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 |
| 2007 | An efficient, and fast convergent algorithm for barrier options | 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 |
| Nov-2016 | Evaluating corporate bonds and analyzing claim holders\' decisions with complex debt structure | Liu, 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-Sep-2014 | Evaluating corporate bonds with complicated liability structures and bond provisions | Wang, 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-2007 | An exact subexponential-time lattice algorithm for Asian options | 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-Mar-2013 | A flexible tree for evaluating guaranteed minimum withdrawal benefits under deferred life annuity contracts with various provisions | Yang, 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 |
| 2007 | An ingenious, piecewise linear interpolation algorithm for pricing arithmetic average options | Dai, 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-May-2008 | Linear-time option pricing algorithms by combinatorics | Dai, 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-Jun-2017 | A Modified Reduced-Form Model with Time-Varying Default and Recovery Rates and Its Applications in Pricing Convertible Bonds | Wang, 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 |
| 2012 | A Multi-Phase, Flexible, and Accurate Lattice for Pricing Complex Derivatives with Multiple Market Variables | Wang, 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-2013 | A Multiphase, Flexible, and Accurate Lattice for Pricing Complex Derivatives with Multiple Market Variables | Dai, 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-2015 | Pricing Asian option by the FFT with higher-order error convergence rate under Levy processes | Chiu, 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 |
