Tian-Shyr Dai

Available identifiers

zbMath Open dai.tian-shyrMaRDI QIDQ298748

List of research outcomes

Publication	Date of Publication	Type
Pricing tenure payment reverse mortgages with optimal exercised prepayment options by accounting for house prices, interest rates, and mortality risk	2023-09-25	Paper
A novel state-transition forest: pricing corporate securities with intertemporal exercise policies and corresponding capital structure changes	2022-11-18	Paper
Pricing Fair Deposit Insurance: Structural Model Approach	2020-12-09	Paper
Pricing Asian option by the FFT with higher-order error convergence rate under Lévy processes	2016-06-21	Paper
Pricing guaranteed minimum/lifetime withdrawal benefits with various provisions under investment, interest rate and mortality risks	2015-09-14	Paper
https://portal.mardi4nfdi.de/entity/Q5501330	2015-08-03	Paper
Pricing barrier stock options with discrete dividends by approximating analytical formulae	2015-04-16	Paper
Evaluating corporate bonds with complicated liability structures and bond provisions	2015-02-04	Paper
A flexible tree for evaluating guaranteed minimum withdrawal benefits under deferred life annuity contracts with various provisions	2014-04-03	Paper
An efficient and accurate lattice for pricing derivatives under a jump-diffusion process	2010-12-20	Paper
Efficient option pricing on stocks paying discrete or path-dependent dividends with the stair tree	2009-12-07	Paper
Adaptive placement method on pricing arithmetic average options	2009-06-19	Paper
Accurate and efficient lattice algorithms for American-style Asian options with range bounds	2009-03-30	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
An Ingenious, Piecewise Linear Interpolation Algorithm for Pricing Arithmetic Average Options	2008-01-04	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
Efficient, exact algorithms for Asian options with multiresolution lattices	2003-12-09	Paper

Research outcomes over time

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