公開日期 | 標題 | 作者 | 來源出版物 | scopus | WOS | 全文 |
---|---|---|---|---|---|---|
2006 | Accurate and Efficient Algorithms for Barrier Options | Tian-Shyr Dai; Yuh-Dauh Lyuu | 3rd Symposium on Risk Management and Cyber-Informatics | |||
2006 | Accurate Approximate Analytical Formula for Stock Options with Known Dividends | Tian-Shyr Dai; Yuh-Dauh Lyuu | NTU International Conference on Finance | |||
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 | |
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 | |
2008 | The Bino-Trinomial Tree: A Simple Model for Efficient and Accurate Option Pricing | Tian-Shyr Dai; Yuh-Dauh Lyuu | 2008 FMA European Conference | |||
2006 | Developing Efficient Option Pricing Algorithms by Combinatorial Techniques | Tian-Shyr Dai; Yuh-Dauh Lyuu ; L.M. Liu | 2006 International Conference on Scientific Computing | |||
2002 | Extremely Accurate and efficient Algorithms for European-Style Asian Options with Range Bounds | Tian-Shyr Dai; Yuh-Dauh Lyuu | 2002 NTU International Conference on Finance | |||
2007 | An Ingenious, Piecewise Linear Interpolation Algorithm for Pricing Arithmetic Average Options | Tian-Shyr Dai; JR-YAN WANG ; Hui-Shan Wei | Algorithmic Aspects in Information and Management | 2 | 0 | |
2009 | A Novel Tree Model for Evaluating Credit Risk Based on Enhanced Structural Mode | Tian-Shyr Dai; Yuh-Dauh Lyuu ; Chuan-Ju Wang | 44th Euro Working Group on Financial Modelling Meeting | |||
2004 | Option Pricing on Stocks with Known and Path-Dependent Dividends | Tian-Shyr Dai; Yuh-Dauh Lyuu | 53rd Annual Meeting of the Midwest Finance Association | |||
2008 | A Simple, and Efficient Tree Model for Option Pricing | Tian-Shyr Dai; Yuh-Dauh Lyuu | 2008 Midwest Finance Association Meeting | |||
2006 | The Trino-binomial Tree Model: A Simple and Efficient Tree Model | Tian-Shyr Dai; Yuh-Dauh Lyuu ; Chih-Jui Shea | 17th Asian Finance Association Meeting |