公開日期 | 標題 | 作者 | 來源出版物 | scopus | WOS | 全文 |
2004 | 3SAT | Lyuu, Yuh-Dauh | | | | |
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 | |
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 | |
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 | | | |
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 | |
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 | |
2006 | Accurate and Efficient Algorithms for Barrier Options | Tian-Shyr Dai; Yuh-Dauh Lyuu | 3rd Symposium on Risk Management and Cyber-Informatics | | | |
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 | |
2006 | Accurate Approximate Analytical Formula for Stock Options with Known Dividends | Tian-Shyr Dai; Yuh-Dauh Lyuu | NTU International Conference on Finance | | | |
2009 | Accurate approximation formulas for stock options with discrete dividends | Dai, Tian-Shyr; Lyuu, Yuh-Dauh; YUH-DAUH LYUU | Applied Economics Letters | 9 | 9 | |
2007 | Accurate pricing formulas for Asian options | Chen, Kuan-Wen ; Lyuu, Yuh-Dauh; YUH-DAUH LYUU | Applied Mathematics and Computation | 28 | 17 | |
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 | |
2007 | An efficient, and fast convergent algorithm for barrier options | Dai, T.-S.; Lyuu, Y.-D.; YUH-DAUH LYUU | Lecture Notes in Computer Science | | | |
2007 | An exact subexponential-time lattice algorithm for Asian options | Dai, Tian-Shyr; Lyuu, Yuh-Dauh; YUH-DAUH LYUU | Acta Informatica | 5 | 5 | |
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 | |
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 | |
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 | |
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 | | | |