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Yuh-Dauh Lyuu - MaRDI portal

Yuh-Dauh Lyuu

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Person:272650

Available identifiers

zbMath Open lyuu.yuh-dauhMaRDI QIDQ272650

List of research outcomes





PublicationDate of PublicationType
Very fast algorithms for implied barriers and moving-barrier options pricing2022-12-07Paper
A systematic and efficient simulation scheme for the Greeks of financial derivatives2019-09-26Paper
Line digraph iterations and connectivity analysis of de Bruijn and Kautz graphs2018-09-14Paper
A new robust Kalman filter for filtering the microstructure noise2017-08-30Paper
The waterline tree for separable local-volatility models2017-08-18Paper
Optimal buy-and-hold strategies for financial markets with bounded daily returns2016-09-29Paper
Pricing Asian option by the FFT with higher-order error convergence rate under Lévy processes2016-06-21Paper
The hexanomial lattice for pricing multi-asset options2016-04-20Paper
Faster Convergence to the Estimation of Quadratic Variation with Microstructure Noise2016-03-08Paper
Triggering cascades on strongly connected directed graphs2015-10-08Paper
https://portal.mardi4nfdi.de/entity/Q55013302015-08-03Paper
Evaluating corporate bonds with complicated liability structures and bond provisions2015-02-04Paper
Unbiased and efficient Greeks of financial options2014-12-17Paper
Bounding the sizes of dynamic monopolies and convergent sets for threshold-based cascades2013-02-19Paper
Stable Sets of Threshold-Based Cascades on the Erdős-Rényi Random Graphs2012-01-13Paper
Efficient pricing of discrete Asian options2011-07-22Paper
On the construction and complexity of the bivariate lattice with stochastic interest rate models2011-07-21Paper
Linear-time compression of 2-manifold polygon meshes into information-theoretically optimal number of bits2011-06-24Paper
Spreading of messages in random graphs2011-03-30Paper
A Closed-Form Formula for an Option with Discrete and Continuous Barriers2011-03-23Paper
An efficient and accurate lattice for pricing derivatives under a jump-diffusion process2010-12-20Paper
SETS OF K-INDEPENDENT STRINGS2010-06-18Paper
Bounding the Number of Tolerable Faults in Majority-Based Systems2010-05-28Paper
An improved combinatorial approach for pricing Parisian options2010-04-26Paper
Optimal bounds on finding fixed points of contraction mappings2010-04-15Paper
EFFICIENT TESTING OF FORECASTS2010-03-09Paper
Spreading messages2009-07-10Paper
TESTING EMBEDDABILITY BETWEEN METRIC SPACES2009-06-23Paper
Accurate and efficient lattice algorithms for American-style Asian options with range bounds2009-03-30Paper
Efficient Testing of Forecasts2009-03-06Paper
Testing whether a digraph contains \(H\)-free \(k\)-induced subgraphs2008-11-18Paper
The complexity of Tarski's fixed point theorem2008-07-31Paper
Spreading Messages2008-07-10Paper
Linear-time option pricing algorithms by combinatorics2008-05-05Paper
An Efficient, and Fast Convergent Algorithm for Barrier Options2008-01-04Paper
A convergent quadratic-time lattice algorithm for pricing European-style Asian options2007-09-19Paper
Accurate pricing formulas for Asian options2007-07-10Paper
An exact subexponential-time lattice algorithm for Asian options2007-04-26Paper
An efficient convergent lattice algorithm for European Asian options2005-11-14Paper
Cryptanalysis of and improvement on the Hwang-Chen multi-proxy multi-signature schemes2005-10-28Paper
On accurate and provably efficient GARCH option pricing algorithms2005-10-17Paper
Efficient, exact algorithms for Asian options with multiresolution lattices2003-12-09Paper
https://portal.mardi4nfdi.de/entity/Q44133122003-07-17Paper
Optimal Buy-and-Hold Strategies for Financial Markets with Bounded Daily Returns2002-04-23Paper
https://portal.mardi4nfdi.de/entity/Q27684972002-02-03Paper
On the diameter vulnerability of Kautz digraphs1996-12-09Paper
Fast fault‐tolerant parallel communication for de bruijn and digit‐exchange networks using information dispersal1993-08-23Paper
https://portal.mardi4nfdi.de/entity/Q46947291993-06-29Paper
Information Dispersal and Parallel Computation1993-01-23Paper
Fast fault-tolerant parallel communication and on-line maintenance for hypercubes using information dispersal1991-01-01Paper
https://portal.mardi4nfdi.de/entity/Q47313511988-01-01Paper

Research outcomes over time

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