公開日期 | 標題 | 作者 | 來源出版物 | scopus | WOS | 全文 |
2006 | Developing Efficient Option Pricing Algorithms by Combinatorial Techniques | Tian-Shyr Dai; Yuh-Dauh Lyuu ; L.M. Liu | 2006 International Conference on Scientific Computing | | | |
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 | | | |
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 | | | |
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 | |
2006 | Efficient Algorithms for PV & FV | Lyuu, Yuh-Dauh | | | | |
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 | |
2008 | Efficient and Unbiased Greeks of Rainbow and Path-Dependent Options Using Importance Sampling | Yuh-Dauh Lyuu ; Huei-Wen Teng | 2008 Midwest FinanceAssociation Meeting | | | |
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 | | | |
2005 | An efficient convergent lattice algorithm for european asian options | Dai, Tian-Shyr; Huang, Guan-Shieng; Lyuu, Yuh-Dauh | Applied Mathematics and Computation | 9 | | |
2011 | Efficient pricing of discrete Asian options | Hsu, W.W.Y.; Lyuu, Y.-D.; YUH-DAUH LYUU | Applied Mathematics and Computation | 11 | 7 | |
2006 | Efficient Pricing of Discrete Asian Options | Yuh-Dauh Lyuu ; William Wei-Yuan Hsu | IASTED International Conference on Financial Engineering and Applications | | | |
2010 | Efficient testing of forecasts | Chang, C.-L.; Lyuu, Y.-D.; YUH-DAUH LYUU | International Journal of Foundations of Computer Science | 1 | 0 | |
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 | |
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 | |
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 | |
2002 | Efficient, Exact Algorithms for Asian Options with Multiresolution Lattices | Dai, Tian-Shyr; Lyuu, Yuh-Dauh | Review of Derivatives Researches | | | |
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 | |
2004 | An Exact Subexponential-Time Lattice Algorithm for Asian Options | Dai, Tian-Shyr; Lyuu, Yuh-Dauh | | | | |
2006 | Extensions of Options Theory Page274~Page338 | Lyuu, Yuh-Dauh | | | | |
2003 | Extracting Spot Rates from Yield Curve | Lyuu, Yuh-Dauh | | | | |