公開日期 | 標題 | 作者 | 來源出版物 | scopus | WOS | 全文 |
2004 | A convergent quadratic-time lattice algorithm for pricing European-style Asian options | Hsu, W.W.; Lyuu, Y.-D.; YUH-DAUH LYUU | Second IASTED International Conference on Financial Engineering and Applications | | | |
2013 | A multiphase, flexible, and accurate lattice for pricing complex derivatives with multiple market variables | Dai, T.-S.; Wang, C.-J.; Lyuu, Y.-D.; YUH-DAUH LYUU | Journal of Futures Markets | 6 | 5 | |
2017 | A new robust Kalman filter for filtering the microstructure noise | Tsai, Y.-C.; Lyuu, Y.-D.; YUH-DAUH LYUU | Communications in Statistics - Theory and Methods | 4 | 4 | |
2015 | Accelerating the least-square Monte Carlo method with parallel computing | Chen, C.-W.; Huang, K.-L.; Lyuu, Y.-D.; YUH-DAUH LYUU | Journal of Supercomputing | 4 | 4 | |
2007 | An efficient, and fast convergent algorithm for barrier options | Dai, T.-S.; Lyuu, Y.-D.; YUH-DAUH LYUU | Lecture Notes in Computer Science | | | |
2010 | Bounding the number of tolerable faults in majority-based systems | Chang, C.-L.; Lyuu, Y.-D.; YUH-DAUH LYUU | Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics) | 17 | 0 | |
2013 | Bounding the sizes of dynamic monopolies and convergent sets for threshold-based cascades | Chang, C.-L.; Lyuu, Y.-D.; YUH-DAUH LYUU | Theoretical Computer Science | 8 | 7 | |
2011 | Efficient pricing of discrete Asian options | Hsu, W.W.Y.; Lyuu, Y.-D.; YUH-DAUH LYUU | Applied Mathematics and Computation | 11 | 7 | |
2010 | Efficient testing of forecasts | Chang, C.-L.; Lyuu, Y.-D.; YUH-DAUH LYUU | International Journal of Foundations of Computer Science | 1 | 0 | |
2020 | Efficient trinomial trees for local-volatility models in pricing double-barrier options | Lok, U.H.; Lyuu, Y.-D.; YUH-DAUH LYUU | Journal of Futures Markets | 2 | 2 | |
2014 | Evaluating corporate bonds with complicated liability structures and bond provisions | Wang, C.-J.; Dai, T.-S.; Lyuu, Y.-D.; YUH-DAUH LYUU | European Journal of Operational Research | 8 | 8 | |
1991 | Fast fault-tolerant parallel communication and on-line maintenance for hypercubes using information dispersal | Lyuu, Y.-D.; YUH-DAUH LYUU | Mathematical Systems Theory | 4 | 4 | |
2015 | Faster Convergence to the Estimation of Quadratic Variation with Microstructure Noise | Tsai, Y.-C.; Lyuu, Y.-D.; YUH-DAUH LYUU | Communications in Statistics - Theory and Methods | 0 | 0 | |
1994 | Graph-theoretical study of transmission delay and fault tolerance | Hsu, D.F.; Lyuu, Y.-D.; YUH-DAUH LYUU | International journal of mini & microcomputers | | | |
2010 | Group undeniable signatures with convertibility | Lyuu, Y.-D.; Wu, M.-L.; YUH-DAUH LYUU | Computer Systems Science and Engineering | | | |
1992 | Line digraph iterations and the spread concept-with application to graph theory, fault Tolerance, and routing | Du, D.-Z.; Lyuu, Y.-D.; Hsu, D.F.; YUH-DAUH LYUU | Lecture Notes in Computer Science | | | |
2011 | Linear-time compression of 2-manifold polygon meshes into information-theoretically optimal number of bits | Lyuu, Y.-D.; Ma, T.-M.; Ti, Y.-W.; YUH-DAUH LYUU | Applied Mathematics and Computation | 1 | 0 | |
2008 | Linear-time option pricing algorithms by combinatorics | Dai, T.-S.; Liu, L.-M.; Lyuu, Y.-D.; YUH-DAUH LYUU | Computers and Mathematics with Applications | 12 | 8 | |
2005 | On accurate and provably efficient GARCH option pricing algorithms | Lyuu, Y.-D.; Chi-Ning, W.U.; YUH-DAUH LYUU | Quantitative Finance | 19 | 19 | |
2011 | On the construction and complexity of the bivariate lattice with stochastic interest rate models | Lyuu, Y.-D.; Wang, C.-J.; YUH-DAUH LYUU | Computers and Mathematics with Applications | 11 | 12 | |