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Lyuu, Yuh-Dauh
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Review of derivatives research
3
The journal of derivatives : the official publication of the International Association of Financial Engineers
3
The journal of futures markets
2
Finance and stochastics
1
Insurance / Mathematics & economics
1
Review of quantitative finance and accounting
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OLC EcoSci
ECONIS (ZBW)
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Efficient, Exact Algorithms for Asian Options with Multiresolution Lattices
Dai, Tian-Shyr
;
Lyuu, Yuh-Dauh
- In:
Review of derivatives research
5
(
2002
)
2
,
pp. 181
Persistent link: https://www.econbiz.de/10005941027
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2
Efficient, Exact Algorithms for Asian Options with Multiresolution Lattices
Dai, Tian-Shyr
;
Lyuu, Yuh-Dauh
- In:
Review of derivatives research
5
(
2001
)
2
,
pp. 181
Persistent link: https://www.econbiz.de/10005945403
Saved in:
3
THE BINO-TRINOMIAL TREE: A Simple Model for Efficient and Accurate Option Pricing
Dai, Tian-Shyr
;
Lyuu, Yuh-Dauh
- In:
The journal of derivatives : the official publication …
17
(
2010
)
4
,
pp. 7-25
Persistent link: https://www.econbiz.de/10008428799
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4
Pricing of moving-average-type options with applications
Kao, Chih-Hao
;
Lyuu, Yuh-Dauh
- In:
The journal of futures markets
23
(
2003
)
5
,
pp. 415-440
Persistent link: https://www.econbiz.de/10006821848
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5
A General Computational Method for Calibration Based on Differential Trees
Lyuu, Yuh-Dauh
- In:
The journal of derivatives : the official publication …
7
(
1999
)
1
,
pp. 79-90
Persistent link: https://www.econbiz.de/10005965386
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6
An expanded model for the valuation of employee stock options
Liao, Feng-Yu
;
Lyuu, Yuh-Dauh
- In:
The journal of futures markets
29
(
2009
)
8
,
pp. 713-735
Persistent link: https://www.econbiz.de/10008265737
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7
VERY FAST ALGORITHMS FOR BARRIER OPTION PRICING AND THE BALLOT PROBLEM
Lyuu, Yuh-Dauh
- In:
The journal of derivatives : the official publication …
5
(
1998
)
3
,
pp. 68
Persistent link: https://www.econbiz.de/10007359458
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8
Unbiased and efficient Greeks of financial options
Lyuu, Yuh-Dauh
;
Teng, Huei-Wen
- In:
Finance and stochastics
15
(
2011
)
1
,
pp. 141-182
Persistent link: https://www.econbiz.de/10008785536
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9
A flexible tree for evaluating guaranteed minimum withdrawal benefits under deferred life annuity contracts with various provisions
Yang, Sharon S.
;
Dai, Tian-Shyr
- In:
Insurance / Mathematics & economics
52
(
2013
)
2
,
pp. 231-242
Persistent link: https://www.econbiz.de/10010098500
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10
Outperformance Certificates: analysis, pricing, interpretation, and performance
Hernández, Rodrigo
;
Lee, Wayne Y.
;
Liu, Pu
;
Dai, Tian-Shyr
- In:
Review of quantitative finance and accounting
40
(
2013
)
4
,
pp. 691-713
Persistent link: https://www.econbiz.de/10010099522
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