Yuh-Dauh Lyuu

Available identifiers

zbMath Open lyuu.yuh-dauhMaRDI QIDQ272650

List of research outcomes

Publication	Date of Publication	Type
Very fast algorithms for implied barriers and moving-barrier options pricing	2022-12-07	Paper
A systematic and efficient simulation scheme for the Greeks of financial derivatives	2019-09-26	Paper
Line digraph iterations and connectivity analysis of de Bruijn and Kautz graphs	2018-09-14	Paper
A new robust Kalman filter for filtering the microstructure noise	2017-08-30	Paper
The waterline tree for separable local-volatility models	2017-08-18	Paper
Optimal buy-and-hold strategies for financial markets with bounded daily returns	2016-09-29	Paper
Pricing Asian option by the FFT with higher-order error convergence rate under Lévy processes	2016-06-21	Paper
The hexanomial lattice for pricing multi-asset options	2016-04-20	Paper
Faster Convergence to the Estimation of Quadratic Variation with Microstructure Noise	2016-03-08	Paper
Triggering cascades on strongly connected directed graphs	2015-10-08	Paper
https://portal.mardi4nfdi.de/entity/Q5501330	2015-08-03	Paper
Evaluating corporate bonds with complicated liability structures and bond provisions	2015-02-04	Paper
Unbiased and efficient Greeks of financial options	2014-12-17	Paper
Bounding the sizes of dynamic monopolies and convergent sets for threshold-based cascades	2013-02-19	Paper
Stable Sets of Threshold-Based Cascades on the Erdős-Rényi Random Graphs	2012-01-13	Paper
Efficient pricing of discrete Asian options	2011-07-22	Paper
On the construction and complexity of the bivariate lattice with stochastic interest rate models	2011-07-21	Paper
Linear-time compression of 2-manifold polygon meshes into information-theoretically optimal number of bits	2011-06-24	Paper
Spreading of messages in random graphs	2011-03-30	Paper
A Closed-Form Formula for an Option with Discrete and Continuous Barriers	2011-03-23	Paper
An efficient and accurate lattice for pricing derivatives under a jump-diffusion process	2010-12-20	Paper
SETS OF K-INDEPENDENT STRINGS	2010-06-18	Paper
Bounding the Number of Tolerable Faults in Majority-Based Systems	2010-05-28	Paper
An improved combinatorial approach for pricing Parisian options	2010-04-26	Paper
Optimal bounds on finding fixed points of contraction mappings	2010-04-15	Paper
EFFICIENT TESTING OF FORECASTS	2010-03-09	Paper
Spreading messages	2009-07-10	Paper
TESTING EMBEDDABILITY BETWEEN METRIC SPACES	2009-06-23	Paper
Accurate and efficient lattice algorithms for American-style Asian options with range bounds	2009-03-30	Paper
Efficient Testing of Forecasts	2009-03-06	Paper
Testing whether a digraph contains \(H\)-free \(k\)-induced subgraphs	2008-11-18	Paper
The complexity of Tarski's fixed point theorem	2008-07-31	Paper
Spreading Messages	2008-07-10	Paper
Linear-time option pricing algorithms by combinatorics	2008-05-05	Paper
An Efficient, and Fast Convergent Algorithm for Barrier Options	2008-01-04	Paper
A convergent quadratic-time lattice algorithm for pricing European-style Asian options	2007-09-19	Paper
Accurate pricing formulas for Asian options	2007-07-10	Paper
An exact subexponential-time lattice algorithm for Asian options	2007-04-26	Paper
An efficient convergent lattice algorithm for European Asian options	2005-11-14	Paper
Cryptanalysis of and improvement on the Hwang-Chen multi-proxy multi-signature schemes	2005-10-28	Paper
On accurate and provably efficient GARCH option pricing algorithms	2005-10-17	Paper
Efficient, exact algorithms for Asian options with multiresolution lattices	2003-12-09	Paper
https://portal.mardi4nfdi.de/entity/Q4413312	2003-07-17	Paper
Optimal Buy-and-Hold Strategies for Financial Markets with Bounded Daily Returns	2002-04-23	Paper
https://portal.mardi4nfdi.de/entity/Q2768497	2002-02-03	Paper
On the diameter vulnerability of Kautz digraphs	1996-12-09	Paper
Fast fault‐tolerant parallel communication for de bruijn and digit‐exchange networks using information dispersal	1993-08-23	Paper
https://portal.mardi4nfdi.de/entity/Q4694729	1993-06-29	Paper
Information Dispersal and Parallel Computation	1993-01-23	Paper
Fast fault-tolerant parallel communication and on-line maintenance for hypercubes using information dispersal	1991-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4731351	1988-01-01	Paper

Research outcomes over time

Doctoral students

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