公開日期 | 標題 | 作者 | 來源出版物 | scopus | WOS | 全文 |
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 | |
2010 | Optimal bounds on finding fixed points of contraction mappings | Chang, C.-L.; Lyuu, Y.-D.; YUH-DAUH LYUU | Theoretical Computer Science | 2 | 2 | |
1994 | Parallel graph contraction with applications to a reconfigurable parallel architecture | Lyuu, Y.-D.; YUH-DAUH LYUU | International Conference on Parallel Processing | 3 | 0 | |
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 | | | |
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 | |
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 | |
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 | | | |
2005 | Pricing double barrier options by combinatorial approaches | Dai, T.-S.; Lyuu, Y.-D.; YUH-DAUH LYUU | Advances in Soft Computing | | | |
2003 | Pricing of moving-average-type options with applications | Kao, C.-H.; Lyuu, Y.-D.; YUH-DAUH LYUU | Journal of Futures Markets | 12 | 11 | |
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 | |
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 | |
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 | | | |
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 | |
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 | | | |
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 | |
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 | | | |
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 | |
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 | |
2015 | Triggering cascades on strongly connected directed graphs | Chang, C.-L.; Lyuu, Y.-D.; YUH-DAUH LYUU | Theoretical Computer Science | 4 | 4 | |