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Analytical pricing formulae for vulnerable vanilla and barrier options
Liu, Liang-Chih; Chiu, Chun-Yuan; Wang, Chuan-Ju; Dai, … - In: Review of quantitative finance and accounting 58 (2022) 1, pp. 137-170
Persistent link: https://www.econbiz.de/10012796126
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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. 181-203
Persistent link: https://www.econbiz.de/10001722147
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Accurate approximation formulas for stock options with discrete dividends
Dai, Tian-Shyr; Lyuu, Yuh-dauh - In: Applied economics letters 16 (2009) 16/18, pp. 1657-1663
Persistent link: https://www.econbiz.de/10003932250
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Pricing of moving-average-type options with applications
Kao, Chi-hao; Lyuu, Yuh-dauh - In: The journal of futures markets 23 (2002) 5, pp. 415-440
Persistent link: https://www.econbiz.de/10001769696
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An improved combinatorial approach for pricing Parisian options
Lyuu, Yuh-dauh; Wu, Cheng-wei - In: Decisions in economics and finance : DEF ; a journal of … 33 (2010) 1, pp. 49-61
Persistent link: https://www.econbiz.de/10003967620
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Pricing multiasset time-varying double-barrier options with time-dependent parameters
Lyuu, Yuh-dauh; Zhang, Yu-Quan - In: The journal of futures markets 43 (2023) 3, pp. 404-434
Persistent link: https://www.econbiz.de/10014293107
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Adaptive placement method on pricing arithmetic average options
Dai, Tian-shyr; Wang, Jr-yan; Wei, Hui-shan - In: Review of derivatives research 11 (2008) 1/2, pp. 83-118
Persistent link: https://www.econbiz.de/10003829559
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Analyzing interactive call, default, and conversion policies for corporate bonds
Liu, Liang-Chih; Dai, Tian-Shyr; Zhou, Lei; Chang, Hao-Han - In: The journal of futures markets 42 (2022) 8, pp. 1597-1638
Persistent link: https://www.econbiz.de/10013288012