| 公開日期 | 標題 | 作者 | 來源出版物 | scopus | WOS | 全文 |
1 | 2012 | Pricing discrete Asian barrier options on lattices. | Hsu, William W. Y.; Lu, Cheng-Yu; Kao, Ming-Yang; Lyuu, Yuh-Dauh; YUH-DAUH LYUU | Proceedings of the 2012 IEEE Conference on Computational Intelligence for Financial Engineering & Economics, CIFEr 2012, New York City, NY, USA, March 29-30, 2012 | 1 | 0 | |
2 | 2011 | Unbiased and efficient Greeks of financial options | Lyuu, Yuh-Dauh ; Teng, Huei-Wen | Finance and Stochastics | 10 | 9 | |
3 | 2011 | A closed-form formula for an option with discrete and continuous barriers | Chen, Chun-Ying; Chou, Pei-Ju; Hsu, Jeff Yu-Shun; Liu, Wisely Po-Hong; Lyuu, Yuh-Dauh; Wang, Chuan-Ju; YUH-DAUH LYUU | Communications in Statistics - Theory and Methods | | | |
4 | 2009 | An efficient and accurate lattice for pricing derivatives under a jump-diffusion process. | Wang, Chuan-Ju; Dai, Tian-Shyr; Lyuu, Yuh-Dauh; YUH-DAUH LYUU | Proceedings of the 2009 ACM Symposium on Applied Computing (SAC), Honolulu, Hawaii, USA, March 9-12, 2009 | 1 | 0 | |
5 | 2008 | Theoretical Computer Science | Lin, Hong-Yiu; Lyuu, Yuh-Dauh ; Ma, Tak Man; Ti, Yen-Wu | Lecture Notes in Computer Science | 0 | 0 | |
6 | 2008 | The complexity of Tarski’s fixed point theorem | Chang, Ching-Lueh; Lyuu, Yuh-Dauh ; Ti, Yen-Wu | Theoretical Computer Science | 7 | 6 | |
7 | 2008 | Testing whether a digraph contains H-free k-induced subgraphs | Lin, Hong-Yiu; Lyuu, Yuh-Dauh; Ma, Tak-Man; Ti, Yen-Wu; YUH-DAUH LYUU | Theoretical Computer Science | | | |
8 | 2006 | Toward the Black-Scholes Formula Page231~Page273 | Lyuu, Yuh-Dauh | | | | |
9 | 2006 | Theory of Computation Class Notes Page1~Page20 | Lyuu, Yuh-Dauh | | | | |
10 | 2006 | complexity Page79~Page123 | Lyuu, Yuh-Dauh | | | | |
11 | 2006 | Principles of Financial Computing | Lyuu, Yuh-Dauh | | | | |
12 | 2006 | Unbiased Expectations Theory | Lyuu, Yuh-Dauh | | | | |
13 | 2006 | complexity Page339~Page395 | Lyuu, Yuh-Dauh | | | | |
14 | 2006 | Stochastic Processes and Brownian Motion | Lyuu, Yuh-Dauh | | | | |
15 | 2006 | Extensions of Options Theory Page274~Page338 | Lyuu, Yuh-Dauh | | | | |
16 | 2006 | Option Pricing Models Page188~Page230 | Lyuu, Yuh-Dauh | | | | |
17 | 2006 | Efficient Algorithms for PV & FV | Lyuu, Yuh-Dauh | | | | |
18 | 2005 | Numerical Valuation of Discrete Barrier Options with the Adaptive Mesh Model and Other Competing Techniques | Lyuu, Yuh-Dauh ; Shea, Chih-Jui | | | | |
19 | 2005 | On Accurate and Provably Efficient GARCH Option Pricing Algorithms | Lyuu, Yuh-Dauh ; Wu, Chi-Ning | | | | |
20 | 2005 | On Accurate Trinomial GARCH Option Pricing Algorithms | Lyuu, Yuh-Dauh ; Liu, Chun-Yang | | | | |
21 | 2005 | complexity Page40~Page105 | Lyuu, Yuh-Dauh | | | | |
22 | 2005 | Cryptanalysis of and improvement on the Hwang–Chen multi-proxy multi-signature schemes | Lyuu, Yuh-Dauh ; Wu, Ming-Luen | Applied Mathematics and Computation | 7 | 5 | |
23 | 2005 | An efficient convergent lattice algorithm for european asian options | Dai, Tian-Shyr; Huang, Guan-Shieng; Lyuu, Yuh-Dauh | Applied Mathematics and Computation | 9 | | |
24 | 2005 | complexity Page106~Page186 | Lyuu, Yuh-Dauh | | | | |
25 | 2004 | A Quantum Cryptosystem with Perfect Secrecy and Message Authentication | Yu, Chia-Mu; Lyuu, Yuh-Dauh | | | | |
26 | 2004 | Matrix Computation Page625~Page666 | Lyuu, Yuh-Dauh | | | | |
27 | 2004 | complexity Page424~Page463 | Lyuu, Yuh-Dauh | | | | |
28 | 2004 | Attacks on a Threshold Proxy Signature Scheme Based on the RSA Cryptosystem | Lyuu, Yuh-Dauh ; Wu, Ming-Luen | WSEAS Transactions on Information Science and Applications | | | |
29 | 2004 | complexity Page782~Page853 | Lyuu, Yuh-Dauh | | | | |
30 | 2004 | Cryptanalysis of an ElGamal-like Cryptosystem for Enciphering Large Messages | Lyuu, Yuh-Dauh ; Wu, Ming-Luen | WSEAS Transactions on Information Science and Applications | | | |
31 | 2004 | complexity Page667~Page721 | Lyuu, Yuh-Dauh | | | | |
32 | 2004 | The fermat-euler theorem | Lyuu, Yuh-Dauh | | | | |
33 | 2004 | The traveling salesman problem | Lyuu, Yuh-Dauh | | | | |
34 | 2004 | Page450~Page488 | Lyuu, Yuh-Dauh | | | | |
35 | 2004 | Cryptanalysis of and improvement on the Hwang–Chen multi-proxy multi-signature schemes | Lyuu, Yuh-Dauh ; Wu, Ming-Luen | | | | |
36 | 2004 | Fundamental Statistical Concepts | Lyuu, Yuh-Dauh | | | | |
37 | 2004 | Theory of Computation Lecture Notes | Lyuu, Yuh-Dauh | | | | |
38 | 2004 | Barrier Options | Lyuu, Yuh-Dauh | | | | |
39 | 2004 | An Exact Subexponential-Time Lattice Algorithm for Asian Options | Dai, Tian-Shyr; Lyuu, Yuh-Dauh | | | | |
40 | 2004 | Bond Price Volatility | Lyuu, Yuh-Dauh | | | | |
41 | 2004 | 3SAT | Lyuu, Yuh-Dauh | | | | |
42 | 2003 | Principles of Financial Computing Page27~Page62 | Lyuu, Yuh-Dauh | | | | |
43 | 2003 | Principles of Financial Computing-Backward induction | Lyuu, Yuh-Dauh | | | | |
44 | 2003 | Convertible Group Undeniable Signatures | Lyuu, Yuh-Dauh ; Wu, Ming-Luen | Lecture Notes in Computer Science | | | |
45 | 2003 | Savitch's Theorem Theorem 23 (Savitch (1970)) Page187~Page240 | Lyuu, Yuh-Dauh | | | | |
46 | 2003 | Principles of Financial Computing Page472~Page508 | Lyuu, Yuh-Dauh | | | | |
47 | 2003 | Principles of Financial Computing - Numerical Methods | Lyuu, Yuh-Dauh | | | | |
48 | 2003 | Bond Price Volatility | Lyuu, Yuh-Dauh | | | | |
49 | 2003 | Complexity of the ritchken-trevor-cakici-topyan GARCH option pricing algorithm | Lyuu, Yuh-Dauh ; Wu, Chi-Ning | IASTED International Conference on Financial Engineering and Applications | | | |
50 | 2003 | Principles of Financial Computing Page331~Page385 | Lyuu, Yuh-Dauh | | | | |
51 | 2003 | Principles of financial computing-Cash dividends | Lyuu, Yuh-Dauh | | | | |
52 | 2003 | complexity Page553~Page593 | Lyuu, Yuh-Dauh | | | | |
53 | 2003 | Group Undeniable Signatures | Lyuu, Yuh-Dauh ; Wu, Ming-Luen | International Journal of Computer Research | | | |
54 | 2003 | Financial Computation | Lyuu, Yuh-Dauh | | | | |
55 | 2003 | Randomized Algorithms | Lyuu, Yuh-Dauh | | | | |
56 | 2003 | Extracting Spot Rates from Yield Curve | Lyuu, Yuh-Dauh | | | | |
57 | 2003 | Principles of Financial Computing Page268~Page330 | Lyuu, Yuh-Dauh | | | | |
58 | 2003 | Theory of Computation Lecture Notes Page1~Page13 | Lyuu, Yuh-Dauh | | | | |
59 | 2003 | Principles of Financial Computing Page385~Page471 | Lyuu, Yuh-Dauh | | | | |
60 | 2002 | Extremely Accurate and Efficient
Algorithms for European-Style Asian
Options with Range Bounds | Dai, Tian-Shyr; Huang, Guan-Shieng; Lyuu, Yuh-Dauh | | | | |
61 | 2002 | complexity Page417~Page506 | Lyuu, Yuh-Dauh | | | | |
62 | 2002 | complexity Page378~Page416 | Lyuu, Yuh-Dauh | | | | |
63 | 2002 | A fully public-key traitor-tracing scheme | Wu, Ming-Luen; Lyuu, Yuh-Dauh | WSEAS Transactions on Circuits | | | |
64 | 2002 | Efficient, Exact Algorithms for Asian Options with Multiresolution Lattices | Dai, Tian-Shyr; Lyuu, Yuh-Dauh | Review of Derivatives Researches | | | |
65 | 2002 | The Simulation Technique | Lyuu, Yuh-Dauh | | | | |
66 | 2001 | OPTIMAL BUY-AND-HOLD STRATEGIES FOR FINANCIAL MARKETS WITH BOUNDED DAILY RETURNS | Chen, Gen-Huey ; Kao, Ming-Yang; Lyuu, Yuh-Dauh ; Wong, Hsing-Kuo | SIAM Journal on Computing | | | |
67 | 2000 | Very Fast Algorithms for Barrier Option Pricing and the Ballot Problem | Lyuu, Yuh-Dauh | | | | |
68 | 2000 | Computational Techniques in Dreicatives Pricing | Lyuu, Yuh-Dauh | | | | |
69 | 1999 | A General Computational Method for Calibration Based on Differential Trees | Lyuu, Yuh-Dauh | Journal of Derivatives | 1 | 0 | |
70 | 1999 | Optimal Buy-and-Hold Strategies for Financial Markets with Bounded Daily Returns. | Chen, Gen-Huey; Kao, Ming-Yang; Lyuu, Yuh-Dauh; GEN-HUEY CHEN ; YUH-DAUH LYUU | Proceedings of the Thirty-First Annual ACM Symposium on Theory of Computing, May 1-4, 1999, Atlanta, Georgia, USA | 8 | 0 | |
71 | 1999 | Optimal buy-and-hold strategies for financial markets with bounded daily returns | Chen, Gen-Huey; Kao, Ming-Yang; Lyuu, Yuh-Dauh; Wong, Hsing-Kuo; YUH-DAUH LYUU | Annual ACM Symposium on Theory of Computing | | | |
72 | 1998 | Very Fast Algorithms for Barrier Option Pricing and the Ballot Problem | Lyuu, Yuh-Dauh | The Journal of Derivatives | 24 | 0 | |
73 | 1996 | Corrigendum to“Line Digraph Iterations and Connectivity Analysis of de Bruijn and Kautz Graphs” | Du, Ding-Zhu; Hsu, D. Frank; Lyuu, Yuh-Dauh | IEEE Transactions on Computers | 2 | 0 | |
74 | 1994 | Parallel Contraction with Applications to a Reconfigurable Parallel Architecture | 呂育道 ; Schenfeld, Eugen; Lyuu, Yuh-Dauh | International Conference on Parallel Processing | | | |
75 | 1994 | New Algorithms for Matrix Operations with Applications to a Reconfigurable Parallel Architecture | 呂育道 ; Schenfeld, Eugen; Lyuu, Yuh-Dauh | International Conference on Parallel and Distributed Computing Systems | | | |
76 | 1993 | Line Digraph Iterations and the Spread Concept | Du, Ding-Zhu; Hsu, Frank D.; 呂育道 ; Lyuu, Yuh-Dauh | IEEE Transactions on Computers | | | |
77 | 1993 | Fault Tolerant Parallel Communication for de Bruijn and Digit-Exchange Networks Using Information Dispersal | Lyuu, Yuh-Dauh | Networks | | | |
78 | 1992 | Information Dispersal and Parallel Computation | Lyuu, Yuh-Dauh | | | | |
79 | 1991 | Fast Fault-Tolerant Parallel Communication and on-Line Maintenance Using Information Dispersal | Lyuu, Yuh-Dauh | | | | |
80 | 1991 | Fast Fault-Tolerant Parallel Communication for de Burijn Networks Using Information Dispersal | Lyuu, Yuh-Dauh | Symposium on Parallel and Distributed Processing | | | |
81 | 1991 | Line Digraph Iterations and Spread Concept - with Application to Graph Theory, Fault Tolerance, and Routing. | Du, Ding-Zhu; Lyuu, Yuh-Dauh; Hsu, D. Frank; YUH-DAUH LYUU | 17th International Workshop, WG '91, Fischbachau, Germany, June 17-19, 1991, Proceedings | | | |
82 | - | Group-oriented encryption and signature | Lyuu, Yuh-Dauh ; Wu, Ming-Luen | | | | |