公開日期 | 標題 | 作者 | 來源出版物 | scopus | WOS | 全文 |
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 | |
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 | |
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 | |
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 | |
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 | |
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 | |
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 | | | |
2003 | Convertible Group Undeniable Signatures | Lyuu, Yuh-Dauh ; Wu, Ming-Luen | Lecture Notes in Computer 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 | |
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 | |
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 | |
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 | |
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 | 4 | 0 | |
1995 | MICA: A mapped interconnection-cached architecture | Lyuu, Yuh-Dauh; Schenfeld, Eugen; YUH-DAUH LYUU | Frontiers of Massively Parallel Computation | | | |