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顯示 1 到 14 筆資料，總共 14 筆
公開日期標題作者
15-三月-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
1-六月-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
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
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
1-九月-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
1-五月-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
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
3-七月-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
顯示 1 到 14 筆資料，總共 14 筆