公開日期 | 標題 | 作者 | 來源出版物 | scopus | WOS | 全文 |
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 | |
2009 | GARCH選擇權評價模型之複雜性研究 | 陳盈潔; Chen, Ying-Chieh | | | | |
1999 | A General Computational Method for Calibration Based on Differential Trees | Lyuu, Yuh-Dauh | Journal of Derivatives | 1 | 0 | |
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 | | | |
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 | | | |
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 | |
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 | |
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 | | | |
2011 | Unbiased and efficient Greeks of financial options | Lyuu, Yuh-Dauh ; Teng, Huei-Wen | Finance and Stochastics | 10 | 9 | |
2009 | 亞式選擇權評價:使用快速傅利葉轉換與辛普森法則 | 田宇正; Tien, Yu-Cheng | | | | |
2009 | 以適應性有限差分精簡模型法評價障礙選擇權 | 游哲嘉; Yu, Che-Chia | | | | |
2008 | 兩個演算法解決最大及最小配對問題 | 石鴻賓; Shih, Hung-Pin | | | | |
2009 | 利用三因子樹狀模型評價可轉換公司債 | 曾右仲; Zeng, You-Zhong | | | | |
2008 | 可轉換債券評價樹考慮股價、利率及違約風險於圖形處理器上之效能 | 吳宜駿; Wu, Yi-Chun | | | | |
2009 | 壅塞折扣之適用性分析 | 林士凱; Lin, Shyh-Kae | | | | |
2008 | 經由快速傅利葉變換計算亞式選擇權的價值 | 邱俊淵; Chiu, Chun-Yuan | | | | |
2008 | 評價信用衍生性商品之動態違約系統的模型建構 | 林冠志; Lin, Kuan-Chi | | | | |
2008 | 評價巴黎選擇權之財務演算法:組合學、模擬法與平行處理 | 吳承瑋; Wu, Cheng-Wei | | | | |
2008 | 跨站偽造請求攻擊之客戶端方法改進 | 張詩郁; Chang, Shih-Yu | | | | |
2009 | 違約風險估計模型之準確性評估:濾過性測試 | 廖鳳玉; Liao, Feng-Yu | | | | |