第 1 到 215 筆結果,共 215 筆。
公開日期 | 標題 | 作者 | 來源出版物 | scopus | WOS | 全文 | |
---|---|---|---|---|---|---|---|
1 | 2023 | Pricing multiasset time-varying double-barrier options with time-dependent parameters | YUH-DAUH LYUU ; Zhang, Yu Quan | Journal of Futures Markets | 0 | 0 | |
2 | 2023 | Very fast algorithms for implied barriers and moving-barrier options pricing | Lu, Yu Ming; YUH-DAUH LYUU | Mathematics and Computers in Simulation | 0 | 0 | |
3 | 2022 | Option pricing with the control variate technique beyond Monte Carlo simulation | Chiu, Chun Yuan; Dai, Tian Shyr; YUH-DAUH LYUU ; Liu, Liang Chih; Chen, Yu Ting | North American Journal of Economics and Finance | 0 | 0 | |
4 | 2021 | A pricing model with dynamic credit rating transition matrixes | Tsai Y.-C; Lin S.-H; YUH-DAUH LYUU | Journal of Risk Model Validation | 1 | 0 | |
5 | 2021 | A Valid and Efficient Trinomial Tree for General Local-Volatility Models | Lok U.H; Lyuu Y.-D.; YUH-DAUH LYUU | Computational Economics | 1 | 1 | |
6 | 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 | |
7 | 2019 | A systematic and efficient simulation scheme for the Greeks of financial derivatives | YUH-DAUH LYUU ; Teng, Huei Wen; Tseng, Yao Te; Wang, Sheng-Xiang | Quantitative Finance | 2 | 1 | |
8 | 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 | |
9 | 2017 | The waterline tree for separable local-volatility models | Lok, U.H.; Lyuu, Y.-D.; YUH-DAUH LYUU | Computers and Mathematics with Applications | 4 | 4 | |
10 | 2015 | Triggering cascades on strongly connected directed graphs | Chang, C.-L.; Lyuu, Y.-D.; YUH-DAUH LYUU | Theoretical Computer Science | 4 | 4 | |
11 | 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 | |
12 | 2015 | Pricing Asian option by the FFT with higher-order error convergence rate under Lévy processes | Chiu, C.-Y.; Dai, T.-S.; Lyuu, Y.-D.; YUH-DAUH LYUU | Applied Mathematics and Computation | 4 | 4 | |
13 | 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 | |
14 | 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 | |
15 | 2014 | Performance of GPU for pricing financial derivatives: Convertible bonds | Lyuu, Y.-D.; Wen, K.-W.; Wu, Y.-C.; YUH-DAUH LYUU | Journal of Information Science and Engineering | |||
16 | 2014 | The hexanomial lattice for pricing multi-asset options | Kao, W.-H.; Lyuu, Y.-D.; Wen, K.-W.; YUH-DAUH LYUU | Applied Mathematics and Computation | 3 | 2 | |
17 | 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 | |
18 | 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 | |
19 | 2012 | The complexity of GARCH option pricing models | Chen, Y.-C.; Lyuu, Y.-D.; Wen, K.-W.; YUH-DAUH LYUU | Journal of Information Science and Engineering | |||
20 | 2012 | A multi-phase, flexible, and accurate lattice for pricing complex derivatives with multiple market variables | Wang, C.-J.; Dai, T.-S.; YUH-DAUH LYUU | 2012 IEEE Conference on Computational Intelligence for Financial Engineering and Economics | 1 | 0 | |
21 | 2012 | Triggering cascades on strongly connected directed graphs | Chang, C.-L.; YUH-DAUH LYUU | International Symposium on Parallel Architectures, Algorithms and Programming | 3 | 0 | |
22 | 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 | |
23 | 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 | |
24 | 2011 | Efficient pricing of discrete Asian options | Hsu, W.W.Y.; Lyuu, Y.-D.; YUH-DAUH LYUU | Applied Mathematics and Computation | 11 | 7 | |
25 | 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 | |
26 | 2011 | Unbiased and efficient Greeks of financial options | Lyuu, Yuh-Dauh ; Teng, Huei-Wen | Finance and Stochastics | 10 | 9 | |
27 | 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 | 3 | 2 | |
28 | 2011 | Stable sets of threshold-based cascades on the Erdos-R?nyi random graphs | 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) | 1 | 0 | |
29 | 2011 | Stable Sets of Threshold-Based Cascades on the Erd?s-R?nyi Random Graphs. | Chang, Ching-Lueh; Lyuu, Yuh-Dauh; YUH-DAUH LYUU | Combinatorial Algorithms - 22nd International Workshop, IWOCA 2011, Victoria, BC, Canada, July 20-22, 2011, Revised Selected Papers | 1 | 0 | |
30 | 2011 | Spreading of Messages in Random Graphs | Ching-Lueh Chang; Yuh-Dauh Lyuu; YUH-DAUH LYUU | Theory of Computing Systems | 8 | 8 | |
31 | 2010 | The bino-trinomial tree: A simple model for efficient and accurate option pricing | Dai, T.-S.; Lyuu, Y.-D.; YUH-DAUH LYUU | Journal of Derivatives | 36 | 32 | |
32 | 2010 | Group undeniable signatures with convertibility | Lyuu, Y.-D.; Wu, M.-L.; YUH-DAUH LYUU | Computer Systems Science and Engineering | |||
33 | 2010 | Optimal bounds on finding fixed points of contraction mappings | Chang, C.-L.; Lyuu, Y.-D.; YUH-DAUH LYUU | Theoretical Computer Science | 2 | 2 | |
34 | 2010 | An improved combinatorial approach for pricing Parisian options | YUH-DAUH LYUU ; CHENG-WEI WU | Decisions in Economics and Finance | 1 | 0 | |
35 | 2010 | Sets of K-independent strings | Ti, Y.-W.; Chang, C.-L.; Lyuu, Y.-D.; YUH-DAUH LYUU | International Journal of Foundations of Computer Science | 3 | 1 | |
36 | 2010 | An efficient and accurate lattice for pricing derivatives under a jump-diffusion process | Tian-Shyr Dai; Yuh-Dauh Lyuu; Chuan-Ju Wang; Yen-Chun Liu; YUH-DAUH LYUU | Applied Mathematics and Computation | 7 | 6 | |
37 | 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 | |
38 | 2010 | Bounding the Number of Tolerable Faults in Majority-Based Systems. | Chang, Ching-Lueh; Lyuu, Yuh-Dauh; YUH-DAUH LYUU | Algorithms and Complexity, 7th International Conference, CIAC 2010, Rome, Italy, May 26-28, 2010. Proceedings | 17 | 0 | |
39 | 2010 | Efficient testing of forecasts | Chang, C.-L.; Lyuu, Y.-D.; YUH-DAUH LYUU | International Journal of Foundations of Computer Science | 1 | 0 | |
40 | 2009 | Spreading messages | Chang, Ching-Lueh; Lyuu, Yuh-Dauh; YUH-DAUH LYUU | Theoretical Computer Science | 24 | 19 | |
41 | 2009 | A Novel Tree Model for Evaluating Credit Risk Based on Enhanced Structural Mode | Tian-Shyr Dai; Yuh-Dauh Lyuu ; Chuan-Ju Wang | 44th Euro Working Group on Financial Modelling Meeting | |||
42 | 2009 | Spreading of Messages in Random Graphs. | Chang, Ching-Lueh; Lyuu, Yuh-Dauh; YUH-DAUH LYUU | Theory of Computing 2009, Fifteenth Computing: The Australasian Theory Symposium, CATS 2009, Wellington, New Zealand, January 2009 | |||
43 | 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 | |
44 | 2009 | Spreading of messages in random graphs | Chang, C.-L.; Lyuu, Y.-D.; YUH-DAUH LYUU | Conferences in Research and Practice in Information Technology Series | |||
45 | 2009 | An expanded model for the valuation of employee stock options | Liao, Feng-Yu; Lyuu, Yuh-Dauh; YUH-DAUH LYUU | Journal of Futures Markets | 6 | 2 | |
46 | 2009 | Accurate approximation formulas for stock options with discrete dividends | Dai, Tian-Shyr; Lyuu, Yuh-Dauh; YUH-DAUH LYUU | Applied Economics Letters | 9 | 9 | |
47 | 2009 | Accurate and efficient lattice algorithms for American-style Asian options with range bounds | Dai, Tian-Shyr; Lyuu, Yuh-Dauh; YUH-DAUH LYUU | Applied Mathematics and Computation | 7 | 7 | |
48 | 2009 | Testing embeddability between metric spaces | Ching-Lueh Chang; Yuh-Dauh Lyuu; Yen-Wu Ti; YUH-DAUH LYUU | International Journal of Foundations of Computer Science | 0 | 0 | |
49 | 2008 | Theoretical Computer Science | Lin, Hong-Yiu; Lyuu, Yuh-Dauh ; Ma, Tak Man; Ti, Yen-Wu | Lecture Notes in Computer Science | 0 | 0 | |
50 | 2008 | 路徑相關型與彩虹型衍生性金商品之效率計價演算法(3/3) | 呂育道 | ||||
51 | 2008 | Proceedings of 14th Annual International Computing and Combinatorics Conference (COCOON) | Chang, Ching-Lueh; Lyuu., Yuh-Dauh | 14th Annual International Computing and Combinatorics Conference | |||
52 | 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 | |
53 | 2008 | Testing embeddability between metric spaces | Chang, C.-L.; Lyuu, Y.-D.; Ti, Y.-W.; YUH-DAUH LYUU | Conferences in Research and Practice in Information Technology Series | |||
54 | 2008 | The Bino-Trinomial Tree: A Simple Model for Efficient and Accurate Option Pricing | Tian-Shyr Dai; Yuh-Dauh Lyuu | 2008 FMA European Conference | |||
55 | 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 | 0 | 0 | |
56 | 2008 | Efficient and Unbiased Greeks of Rainbow Options with Importance Sampling | Yuh-Dauh Lyuu ; Huei-Wen Teng | Eighth International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing | |||
57 | 2008 | Spreading Messages. | Chang, Ching-Lueh; Lyuu, Yuh-Dauh; YUH-DAUH LYUU | Computing and Combinatorics, 14th Annual International Conference, COCOON 2008, Dalian, China, June 27-29, 2008, Proceedings | 2 | 0 | |
58 | 2008 | Efficient and Unbiased Greeks of Rainbow and Path-Dependent Options Using Importance Sampling | Yuh-Dauh Lyuu ; Huei-Wen Teng | 2008 Midwest FinanceAssociation Meeting | |||
59 | 2008 | The complexity of Tarski’s fixed point theorem | Chang, Ching-Lueh; Lyuu, Yuh-Dauh ; Ti, Yen-Wu | Theoretical Computer Science | 7 | 6 | |
60 | 2008 | A Simple, and Efficient Tree Model for Option Pricing | Tian-Shyr Dai; Yuh-Dauh Lyuu | 2008 Midwest Finance Association Meeting | |||
61 | 2008 | Message from PDCoF-08 Workshop Chairs | Thulasiram, R.K.; Downing, C.T.; Chiarella, C.; Coleman, T.; Dempster, M.; Dongarra, J.; Duan, J.-C.; Gao, G.; Appadoo, S.S.; Atiya, A.; Bagchi, A.; Birge, J.; Brabazon, A.; Broadie, M.; Campolieti, J.; Cincotti, S.; Downing, C.; Gilli, M.; Isaenko, S.; Jacoby, G.; Kumar, K.; Klebaner, F.; Li, X.; Li, Y.; Livdan, D.; YUH-DAUH LYUU ; Nath, G.C.; Okten, G.; Oosterlee, C.W.; Ouskel, A.M.; Platen, E.; Seco, L.; Srinivasan, A.; Srinivasan, R.; Thenmozhi, M.; Thulasiraman, P.; Tsang, E.P.K.; Wagner, A.; Wang, L.; Wilson, C.; Wittum, G.; Ing, C.W. | 22nd IEEE International Parallel and Distributed Processing Symposium | 0 | 0 | |
62 | 2008 | Spreading messages | 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) | 2 | 0 | |
63 | 2007 | Convergent Quadratic-Time Lattice Algorithm for Pricing European-Style Asian Options. | William Wei-Yuan Hsu; Lyuu, Yuh Dauh | Applied Mathematics and Computation | |||
64 | 2007 | 路徑相關型與彩虹型衍生性金商品之效率計價演算法(2/3) | 呂育道 | ||||
65 | 2007 | An efficient, and fast convergent algorithm for barrier options | Dai, T.-S.; Lyuu, Y.-D.; YUH-DAUH LYUU | Lecture Notes in Computer Science | |||
66 | 2007 | Accurate pricing formulas for Asian options | Chen, Kuan-Wen ; Lyuu, Yuh-Dauh; YUH-DAUH LYUU | Applied Mathematics and Computation | 28 | 17 | |
67 | 2007 | A convergent quadratic-time lattice algorithm for pricing European-style Asian options | Hsu, William Wei-Yuan; Lyuu, Yuh-Dauh; YUH-DAUH LYUU | Applied Mathematics and Computation | 12 | 9 | |
68 | 2007 | An exact subexponential-time lattice algorithm for Asian options | Dai, Tian-Shyr; Lyuu, Yuh-Dauh; YUH-DAUH LYUU | Acta Informatica | 5 | 5 | |
69 | 2007 | An Efficient, and Fast Convergent Algorithm for Barrier Options. | Dai, Tian-Shyr; Lyuu, Yuh-Dauh; YUH-DAUH LYUU | Algorithmic Aspects in Information and Management, Third International Conference, AAIM 2007, Portland, OR, USA, June 6-8, 2007, Proceedings | 2 | 0 | |
70 | 2007 | Efficient Testing of Forecasts. | Chang, Ching-Lueh; Lyuu, Yuh-Dauh; YUH-DAUH LYUU | Computing and Combinatorics, 13th Annual International Conference, COCOON 2007, Banff, Canada, July 16-19, 2007, Proceedings | 1 | 0 | |
71 | 2006 | Toward the Black-Scholes Formula Page231~Page273 | Lyuu, Yuh-Dauh | ||||
72 | 2006 | Theory of Computation Class Notes Page1~Page20 | Lyuu, Yuh-Dauh | ||||
73 | 2006 | An Efficient Algorithm for Finding Long Conserved Regions between Genes | Yuh-Dauh Lyuu ; Tak-Man Ma; Yen-Wu Ti | 2nd International Symposium on Computational Life Science | |||
74 | 2006 | Very fast algorithm for barrier options | Dai, T.-S.; Lyuu, Y.-D.; YUH-DAUH LYUU | The 10th World Multi-Conference on Systemics, Cybernetics and Informatics, Jointly with the 12th International Conference on Information Systems Analysis and Synthesis | |||
75 | 2006 | Accurate Approximate Analytical Formula for Stock Options with Known Dividends | Tian-Shyr Dai; Yuh-Dauh Lyuu | NTU International Conference on Finance | |||
76 | 2006 | An efficient algorithm for finding long conserved regions between genes | Ma, Tak-Man; Lyuu, Yuh-Dauh; Ti, Yen-Wu; YUH-DAUH LYUU | Computational Life Sciences Ii, Proceedings | |||
77 | 2006 | An Efficient Algorithm for Finding Long Conserved Regions Between Genes. | Ma, Tak-Man; Lyuu, Yuh-Dauh; Ti, Yen-Wu; YUH-DAUH LYUU | Computational Life Sciences II, Second International Symposium, CompLife 2006, Cambridge, UK, September 27-29, 2006, Proceedings | 0 | 0 | |
78 | 2006 | Efficient Pricing of Discrete Asian Options | Yuh-Dauh Lyuu ; William Wei-Yuan Hsu | IASTED International Conference on Financial Engineering and Applications | |||
79 | 2006 | Extensions of Options Theory Page274~Page338 | Lyuu, Yuh-Dauh | ||||
80 | 2006 | Option Pricing Models Page188~Page230 | Lyuu, Yuh-Dauh | ||||
81 | 2006 | Accurate and Efficient Algorithms for Barrier Options | Tian-Shyr Dai; Yuh-Dauh Lyuu | 3rd Symposium on Risk Management and Cyber-Informatics | |||
82 | 2006 | complexity Page339~Page395 | Lyuu, Yuh-Dauh | ||||
83 | 2006 | Stochastic Processes and Brownian Motion | Lyuu, Yuh-Dauh | ||||
84 | 2006 | The Trino-binomial Tree Model: A Simple and Efficient Tree Model | Tian-Shyr Dai; Yuh-Dauh Lyuu ; Chih-Jui Shea | 17th Asian Finance Association Meeting | |||
85 | 2006 | complexity Page79~Page123 | Lyuu, Yuh-Dauh | ||||
86 | 2006 | Principles of Financial Computing | Lyuu, Yuh-Dauh | ||||
87 | 2006 | Efficient Algorithms for PV & FV | Lyuu, Yuh-Dauh | ||||
88 | 2006 | Developing Efficient Option Pricing Algorithms by Combinatorial Techniques | Tian-Shyr Dai; Yuh-Dauh Lyuu ; L.M. Liu | 2006 International Conference on Scientific Computing | |||
89 | 2006 | Unbiased Expectations Theory | Lyuu, Yuh-Dauh | ||||
90 | 2005 | Analytics for geometric average trigger reset options | Dai, Tian-Shyr; Fang, Yuh-Yuan; Lyuu, Yuh-Dauh; YUH-DAUH LYUU | Applied Economics Letters | 4 | 3 | |
91 | 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 | |
92 | 2005 | On Accurate Trinomial GARCH Option Pricing Algorithms | Lyuu, Yuh-Dauh ; Liu, Chun-Yang | ||||
93 | 2005 | Numerical Valuation of Discrete Barrier Options with the Adaptive Mesh Model and Other Competing Techniques | Lyuu, Yuh-Dauh ; Shea, Chih-Jui | ||||
94 | 2005 | On Accurate and Provably Efficient GARCH Option Pricing Algorithms | Lyuu, Yuh-Dauh ; Wu, Chi-Ning | ||||
95 | 2005 | Information Dispersal and Parallel Computation | Yuh-Dauh Lyuu | ||||
96 | 2005 | 兩類路徑相關型衍生性金融商品之積分計價公式與高速計價演算法(3/3) | 呂育道 | ||||
97 | 2005 | An efficient convergent lattice algorithm for european asian options | Dai, Tian-Shyr; Huang, Guan-Shieng; Lyuu, Yuh-Dauh | Applied Mathematics and Computation | 9 | ||
98 | 2005 | On accurate and provably efficient GARCH option pricing algorithms | Lyuu, Y.-D.; Chi-Ning, W.U.; YUH-DAUH LYUU | Quantitative Finance | 19 | 19 | |
99 | 2005 | complexity Page40~Page105 | Lyuu, Yuh-Dauh | ||||
100 | 2005 | Pricing double barrier options by combinatorial approaches | Dai, T.-S.; Lyuu, Y.-D.; YUH-DAUH LYUU | Advances in Soft Computing | |||
101 | 2005 | Pricing Asian options with an efficient convergent approximation algorithm | Dai, T.-S.; Huang, G.-S.; Lyuu, Y.-D.; YUH-DAUH LYUU | Advances in Soft Computing | |||
102 | 2005 | Pricing Asian Options with an Efficient Convergent Approximation Algorithm. | Dai, Tian-Shyr; Huang, Guan-Shieng; Lyuu, Yuh-Dauh; YUH-DAUH LYUU | Soft Computing as Transdisciplinary Science and Technology, Proceedings of the fourth IEEE International Workshop, WSTST'05, Muroran, Japan | 0 | 0 | |
103 | 2005 | complexity Page106~Page186 | Lyuu, Yuh-Dauh | ||||
104 | 2005 | Pricing Double Barrier Options by Combinatorial Approaches. | Dai, Tian-Shyr; Lyuu, Yuh-Dauh; YUH-DAUH LYUU | Soft Computing as Transdisciplinary Science and Technology, Proceedings of the fourth IEEE International Workshop, WSTST'05, Muroran, Japan | 2 | 0 | |
105 | 2004 | Pricing Discrete Dividend-Paying Stock Options with the Stair Tree | Dai, Tian Shyr; Lyuu, Yuh Dauh | Taiwan Banking and and Finance Quarterly | |||
106 | 2004 | A Quantum Cryptosystem with Perfect Secrecy and Message Authentication | Yu, Chia-Mu; Lyuu, Yuh-Dauh | ||||
107 | 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 | |||
108 | 2004 | 3SAT | Lyuu, Yuh-Dauh | ||||
109 | 2004 | 兩類路徑相關型衍生性金融商品之積分計價公式與高速計價演算法(2/3) | 呂育道 | ||||
110 | 2004 | Matrix Computation Page625~Page666 | Lyuu, Yuh-Dauh | ||||
111 | 2004 | complexity Page424~Page463 | Lyuu, Yuh-Dauh | ||||
112 | 2004 | complexity Page782~Page853 | Lyuu, Yuh-Dauh | ||||
113 | 2004 | Attacks on a Threshold Proxy Signature Scheme Based on the RSA Cryptosystem | Yuh-Dauh Lyuu ; Ming-Luen Wu | International Conference on Information Security | |||
114 | 2004 | Cryptanalysis of and improvement on the Hwang–Chen multi-proxy multi-signature schemes | Lyuu, Yuh-Dauh ; Wu, Ming-Luen | ||||
115 | 2004 | Barrier Options | Lyuu, Yuh-Dauh | ||||
116 | 2004 | An Exact Subexponential-Time Lattice Algorithm for Asian Options | Dai, Tian-Shyr; Lyuu, Yuh-Dauh | ||||
117 | 2004 | Theory of Computation Lecture Notes | Lyuu, Yuh-Dauh | ||||
118 | 2004 | The fermat-euler theorem | Lyuu, Yuh-Dauh | ||||
119 | 2004 | Page450~Page488 | Lyuu, Yuh-Dauh | ||||
120 | 2004 | Bond Price Volatility | Lyuu, Yuh-Dauh | ||||
121 | 2004 | The traveling salesman problem | Lyuu, Yuh-Dauh | ||||
122 | 2004 | Fundamental Statistical Concepts | Lyuu, Yuh-Dauh | ||||
123 | 2004 | Cryptanalysis of an ElGamal-like Cryptosystem for Enciphering Large Messages | Lyuu, Yuh-Dauh ; Wu, Ming-Luen | WSEAS Transactions on Information Science and Applications | |||
124 | 2004 | complexity Page667~Page721 | Lyuu, Yuh-Dauh | ||||
125 | 2004 | Option Pricing on Stocks with Known and Path-Dependent Dividends | Tian-Shyr Dai; Yuh-Dauh Lyuu | 53rd Annual Meeting of the Midwest Finance Association | |||
126 | 2004 | Cryptanalysis of an ElGamal-like Cryptosystem for Enciphering Large Messages | Yuh-Dauh Lyuu ; Ming-Luen Wu | International Conference on Information Security | |||
127 | 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 | |||
128 | 2003 | Pricing of Moving-Average-Trigger-Type Options with Applications | Kao, Chih Hao; Lyuu, Yuh Dauh | The Journal of Futures Markets | |||
129 | 2003 | Principles of Financial Computing Page27~Page62 | Lyuu, Yuh-Dauh | ||||
130 | 2003 | Principles of Financial Computing Page385~Page471 | Lyuu, Yuh-Dauh | ||||
131 | 2003 | Randomized Algorithms | Lyuu, Yuh-Dauh | ||||
132 | 2003 | Theory of Computation Lecture Notes Page1~Page13 | Lyuu, Yuh-Dauh | ||||
133 | 2003 | Principles of Financial Computing Page268~Page330 | Lyuu, Yuh-Dauh | ||||
134 | 2003 | Principles of Financial Computing Page331~Page385 | Lyuu, Yuh-Dauh | ||||
135 | 2003 | Analytics and algorithms for geometric average trigger reset options | Tian-Shyr Dai; I-Yuan Chen; Yuh-Yuan Fang; YUH-DAUH LYUU | IEEE/IAFE Conference on Computational Intelligence for Financial Engineering | 0 | 0 | |
136 | 2003 | Convertible Group Undeniable Signatures | Lyuu, Yuh-Dauh ; Wu, Ming-Luen | Lecture Notes in Computer Science | |||
137 | 2003 | Extracting Spot Rates from Yield Curve | Lyuu, Yuh-Dauh | ||||
138 | 2003 | Savitch's Theorem Theorem 23 (Savitch (1970)) Page187~Page240 | Lyuu, Yuh-Dauh | ||||
139 | 2003 | 兩類路徑相關型衍生性金融商品之積分計價公式與高速計價演算法(1/3) | 呂育道 | ||||
140 | 2003 | complexity Page553~Page593 | Lyuu, Yuh-Dauh | ||||
141 | 2003 | Principles of financial computing-Cash dividends | Lyuu, Yuh-Dauh | ||||
142 | 2003 | Principles of Financial Computing-Backward induction | Lyuu, Yuh-Dauh | ||||
143 | 2003 | Bond Price Volatility | Lyuu, Yuh-Dauh | ||||
144 | 2003 | Principles of Financial Computing Page1~Page26 | Lyuu , Yuh-Dauh | ||||
145 | 2003 | Principles of Financial Computing - Numerical Methods | Lyuu, Yuh-Dauh | ||||
146 | 2003 | Pricing of moving-average-type options with applications | Kao, C.-H.; Lyuu, Y.-D.; YUH-DAUH LYUU | Journal of Futures Markets | 12 | 11 | |
147 | 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 | |||
148 | 2003 | Principles of Financial Computing Page472~Page508 | Lyuu, Yuh-Dauh | ||||
149 | 2003 | Financial Computation | Lyuu, Yuh-Dauh | ||||
150 | 2003 | Group Undeniable Signatures | Lyuu, Yuh-Dauh ; Wu, Ming-Luen | International Journal of Computer Research | |||
151 | 2002 | Extremely Accurate and Efficient Algorithms for European-Style Asian Options with Range Bounds | Dai, Tian-Shyr; Huang, Guan-Shieng; Lyuu, Yuh-Dauh | ||||
152 | 2002 | complexity Page417~Page506 | Lyuu, Yuh-Dauh | ||||
153 | 2002 | complexity Page378~Page416 | Lyuu, Yuh-Dauh | ||||
154 | 2002 | The Simulation Technique | Lyuu, Yuh-Dauh | ||||
155 | 2002 | A Fully Public-Key Traitor-Tracing Scheme | Yuh-Dauh Lyuu ; Ming-Luen Wu | 6th WSEAS International Multiconference CSCC | |||
156 | 2002 | Efficient, Exact Algorithms for Asian Options with Multiresolution Lattices | Dai, Tian-Shyr; Lyuu, Yuh-Dauh | Review of Derivatives Researches | |||
157 | 2002 | A fully public-key traitor-tracing scheme | Wu, Ming-Luen; Lyuu, Yuh-Dauh | WSEAS Transactions on Circuits | |||
158 | 2002 | Extremely Accurate and efficient Algorithms for European-Style Asian Options with Range Bounds | Tian-Shyr Dai; Yuh-Dauh Lyuu | 2002 NTU International Conference on Finance | |||
159 | 2002 | 複雜金融衍生性商品之計價演算法研究(I) | 呂育道 | ||||
160 | 2002 | Convertible Group Undeniable Signatures. | YUH-DAUH LYUU ; Wu, Ming-Luen | Information Security and Cryptology - ICISC 2002, 5th International Conference Seoul, Korea, November 28-29, 2002, Revised Papers | 12 | 0 | |
161 | 2002 | Convertible Group Undeniable Signatures | Yuh-Dauh Lyuu ; Ming-Luen Wu | 5th International Conference on Information Security and Cryptology | |||
162 | 2002 | Financial Engineering & Computation | YUH-DAUH LYUU | ||||
163 | 2001 | 線上演算法之分析與搏奕論(2/2) | 呂育道 | ||||
164 | 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 | |||
165 | 2001 | Optimal Buy-and-Hold Strategies for Financial Markets with Bounded Daily Returns. | GEN-HUEY CHEN ; Kao, Ming-Yang; YUH-DAUH LYUU ; Wong, Hsing-Kuo | SIAM J. Comput. | 8 | 28 | |
166 | 2000 | Very Fast Algorithms for Barrier Option Pricing and the Ballot Problem | Lyuu, Yuh-Dauh | ||||
167 | 2000 | Computational Techniques in Dreicatives Pricing | Lyuu, Yuh-Dauh | ||||
168 | 2000 | 線上演算法之分析與搏奕論(1/2) | 呂育道 | ||||
169 | 1999 | A General Computational Method for Calibration Based on Differential Trees | Lyuu, Yuh-Dauh | Journal of Derivatives | 1 | 0 | |
170 | 1999 | 微分樹與模型校正 | 呂育道 | ||||
171 | 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 | |
172 | 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 | |||
173 | 1998 | A Graph-Theoretical Study of Transmission Delay and Fault Tolerance | D. Frank Hsm; Yuh Dauh Lyuu | International Journal of Mini and Microcomputers | |||
174 | 1998 | 國際網路主從式金融計算系統設計與實作 | 呂育道 | ||||
175 | 1998 | Very Fast Algorithms for Barrier Option Pricing and the Ballot Problem | Lyuu, Yuh-Dauh | The Journal of Derivatives | 24 | 0 | |
176 | 1997 | New Algorithms for Matrix Operations with Applications to a Reconfigurable Parallel Architecture | Lyuu, Yuh Dauh ; Schenfeld, Eugen | International Journal of Computer Systems Science and Engineering | |||
177 | 1997 | MICA: a Mapped Interconnection-Cached architecture | Yuh-Dauh Lyuu ; Eugen Schenfeld | Optical Interconnects and Packaging. Milestone Series, SPIE | |||
178 | 1997 | 主從式金融計算系統 | 呂育道 | ||||
179 | 1996 | 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 | |||
180 | 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 | |
181 | 1996 | 平行結構設計,MICA系統 | 呂育道 | ||||
182 | 1996 | On the diameter vulnerability of Kautz digraphs. | Du, Ding-Zhu; Hsu, D. Frank; Lyuu, Yuh-Dauh; YUH-DAUH LYUU | Discrete Mathematics | 32 | 31 | |
183 | 1996 | On the diameter vulnerability of Kautz digraphs | Du, D.Z.; Hsu, D.F.; Lyuu, Y.D.; YUH-DAUH LYUU | Discrete Mathematics | |||
184 | 1995 | MICA:a Mapped Interconnection Cached Architecture | 呂育道 ; Schenfeld, Eugen | ||||
185 | 1995 | Planar-optical mesh-connected tree interconnects: A feasibility study | Li, Y.; Linke, R.A.; Lyuu, Y.-D.; Kawai, S.; Kubota, K.; Kasahara, K.; YUH-DAUH LYUU | Applied Optics | 6 | 6 | |
186 | 1995 | MICA: A mapped interconnection-cached architecture | Lyuu, Yuh-Dauh; Schenfeld, Eugen; YUH-DAUH LYUU | Frontiers of Massively Parallel Computation | |||
187 | 1994 | Parallel Contraction with Applications to a Reconfigurable Parallel Architecture | 呂育道 ; Schenfeld, Eugen; Lyuu, Yuh-Dauh | International Conference on Parallel Processing | |||
188 | 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 | |||
189 | 1994 | Graph-theoretical study of transmission delay and fault tolerance | Hsu, D.F.; Lyuu, Y.-D.; YUH-DAUH LYUU | International journal of mini & microcomputers | |||
190 | 1994 | Parallel graph contraction with applications to a reconfigurable parallel architecture | Lyuu, Y.-D.; YUH-DAUH LYUU | International Conference on Parallel Processing | 3 | 0 | |
191 | 1993 | Fast Fault-Tolerant Parallel Communication for de Bruijn and Digit-Exchange Networks Using Information Dispersal | Lyuu, Yuh Dauh | Networks | 3 | 3 | |
192 | 1993 | Fault Tolerant Parallel Communication for de Bruijn and Digit-Exchange Networks Using Information Dispersal | Lyuu, Yuh-Dauh | Networks | |||
193 | 1993 | Line Digraph Iterations and the Spread Concept | Du, Ding-Zhu; Hsu, Frank D.; 呂育道 ; Lyuu, Yuh-Dauh | IEEE Transactions on Computers | |||
194 | 1993 | Line Digraph Iterations and Connectivity Analysis of de Bruijn and Kautz Graphs | Du, D.Z.; Lyuu, Y.D.; Hsu, D.F.; YUH-DAUH LYUU | IEEE Transactions on Computers | 20 | 18 | |
195 | 1993 | Total exchange on a reconfigurable parallel architecture | Lyuu, Yuh-Dauh; Schenfeld, Eugen; YUH-DAUH LYUU | 5th IEEE Symposium on Parallel and Distributed Processing | |||
196 | 1993 | Total Exchange on a Reconfigurable Parallel Architecture. | Lyuu, Yuh-Dauh; Schenfeld, Eugen; YUH-DAUH LYUU | Proceedings of the Fifth IEEE Symposium on Parallel and Distributed Processing, SPDP 1993, Dallas, Texas, USA, December 2-5, 1993. | 0 | 0 | |
197 | 1993 | On the furthest-distance-first principle for data scattering with set-up time | YUH-DAUH LYUU | 5th IEEE Symposium on Parallel and Distributed Processing | |||
198 | 1993 | On the Furthest-Distance-First Principle for Data Scattering with Set-Up Time. | YUH-DAUH LYUU | Proceedings of the Fifth IEEE Symposium on Parallel and Distributed Processing, SPDP 1993, Dallas, Texas, USA, December 2-5, 1993. | |||
199 | 1992 | Tight Bounds for Transition to Perfect Generalization in Perceptrons | Lyuu, Yuh Dauh ; Rivin, Igor | Neural Computation | |||
200 | 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 | |||
201 | 1992 | Information Dispersal and Parallel Computation | Lyuu, Yuh-Dauh | ||||
202 | 1992 | Information Dispersal and Parallel Computation | Yuh-Dauh Lyuu | ||||
203 | 1992 | Tight Bounds on Transition to Perfect Generalization in Perceptrons. | Lyuu, Yuh-Dauh; Rivin, Igor; YUH-DAUH LYUU | Neural Computation | 0 | 4 | |
204 | 1991 | The Transition to Perfect Generalization in Perceptrons | Eric B. Baum; Yuh Dauh Lyuu | Neural Computation | |||
205 | 1991 | Fast Fault-Tolerant Parallel Communication and On-Line Maintenance Using Information Dispersal | Lyuu, Yuh Dauh | Mathematical Systems Theory | |||
206 | 1991 | The Transition to Perfect Generalization in Perceptrons. | Baum, Eric B.; Lyuu, Yuh-Dauh; YUH-DAUH LYUU | Neural Computation | 0 | 16 | |
207 | 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 | 4 | 0 | |
208 | 1991 | Fast Fault-Tolerant Parallel Communication for de Burijn Networks Using Information Dispersal | Lyuu, Yuh-Dauh | Symposium on Parallel and Distributed Processing | |||
209 | 1991 | Fast Fault-Tolerant Parallel Communication and on-Line Maintenance Using Information Dispersal | Lyuu, Yuh-Dauh | ||||
210 | 1991 | Fast fault-tolerant parallel communication and on-line maintenance for hypercubes using information dispersal | YUH-DAUH LYUU | Mathematical Systems Theory | |||
211 | 1991 | Fast fault-tolerant parallel communication for de Bruijn networks using information dispersal. | YUH-DAUH LYUU | Proceedings of the Third IEEE Symposium on Parallel and Distributed Processing, SPDP 1991, 2-5 December 1991, Dallas, Texas, USA | |||
212 | 1990 | Fast fault-tolerant parallel communication and on-line maintenance using information dispersal | YUH-DAUH LYUU | Algorithms and Architectures | |||
213 | 1990 | Fast-Fault-Tolerant Parallel Communication and On-Line Maintenance Using Information Dispersal. | YUH-DAUH LYUU | Proceedings of the 2nd Annual ACM Symposium on Parallel Algorithms and Architectures, SPAA '90, Island of Crete, Greece, July 2-6, 1990 | |||
214 | 1988 | Lower Bounds on Sphere Partition in Symmetric Groups | Hsu, D. Frank; Lyuu, Yuh Dauh | Congressus Numerantium | |||
215 | - | Group-oriented encryption and signature | Lyuu, Yuh-Dauh ; Wu, Ming-Luen |