Issue Date | Title | Author(s) | Source | scopus | WOS | Fulltext/Archive link |
---|---|---|---|---|---|---|
2014 | Performance of GPU for pricing financial derivatives: Convertible bonds | YUH-DAUH LYUU ; Wen, K.-W.; Wu, Y.-C. | Journal of Information Science and Engineering | |||
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 |