The following pages link to Yuh-Dauh Lyuu (Q272650):
Displaying 50 items.
- The hexanomial lattice for pricing multi-asset options (Q272652) (← links)
- Pricing Asian option by the FFT with higher-order error convergence rate under Lévy processes (Q298749) (← links)
- Unbiased and efficient Greeks of financial options (Q483704) (← links)
- Triggering cascades on strongly connected directed graphs (Q500995) (← links)
- Linear-time compression of 2-manifold polygon meshes into information-theoretically optimal number of bits (Q545998) (← links)
- On the construction and complexity of the bivariate lattice with stochastic interest rate models (Q552270) (← links)
- Efficient pricing of discrete Asian options (Q555398) (← links)
- An efficient and accurate lattice for pricing derivatives under a jump-diffusion process (Q613244) (← links)
- Spreading of messages in random graphs (Q633767) (← links)
- An exact subexponential-time lattice algorithm for Asian options (Q878377) (← links)
- The complexity of Tarski's fixed point theorem (Q935168) (← links)
- Testing whether a digraph contains \(H\)-free \(k\)-induced subgraphs (Q955032) (← links)
- Optimal bounds on finding fixed points of contraction mappings (Q964391) (← links)
- An improved combinatorial approach for pricing Parisian options (Q965783) (← links)
- Accurate and efficient lattice algorithms for American-style Asian options with range bounds (Q1008586) (← links)
- Spreading messages (Q1029342) (← links)
- Efficient, exact algorithms for Asian options with multiresolution lattices (Q1415634) (← links)
- (Q1916379) (redirect page) (← links)
- On the diameter vulnerability of Kautz digraphs (Q1916380) (← links)
- Bounding the sizes of dynamic monopolies and convergent sets for threshold-based cascades (Q1935785) (← links)
- The waterline tree for separable local-volatility models (Q2013448) (← links)
- Very fast algorithms for implied barriers and moving-barrier options pricing (Q2104341) (← links)
- Evaluating corporate bonds with complicated liability structures and bond provisions (Q2254005) (← links)
- Accurate pricing formulas for Asian options (Q2372053) (← links)
- A convergent quadratic-time lattice algorithm for pricing European-style Asian options (Q2383617) (← links)
- Linear-time option pricing algorithms by combinatorics (Q2483085) (← links)
- Cryptanalysis of and improvement on the Hwang-Chen multi-proxy multi-signature schemes (Q2570751) (← links)
- An efficient convergent lattice algorithm for European Asian options (Q2571992) (← links)
- (Q2768497) (← links)
- Optimal Buy-and-Hold Strategies for Financial Markets with Bounded Daily Returns (Q2784464) (← links)
- Faster Convergence to the Estimation of Quadratic Variation with Microstructure Noise (Q2792279) (← links)
- Optimal buy-and-hold strategies for financial markets with bounded daily returns (Q2819540) (← links)
- A Closed-Form Formula for an Option with Discrete and Continuous Barriers (Q3083786) (← links)
- Stable Sets of Threshold-Based Cascades on the Erdős-Rényi Random Graphs (Q3111643) (← links)
- Fast fault-tolerant parallel communication and on-line maintenance for hypercubes using information dispersal (Q3358214) (← links)
- Spreading Messages (Q3511370) (← links)
- Bounding the Number of Tolerable Faults in Majority-Based Systems (Q3562996) (← links)
- SETS OF K-INDEPENDENT STRINGS (Q3569274) (← links)
- Efficient Testing of Forecasts (Q3608854) (← links)
- TESTING EMBEDDABILITY BETWEEN METRIC SPACES (Q3634184) (← links)
- Information Dispersal and Parallel Computation (Q4023526) (← links)
- (Q4413312) (← links)
- (Q4694729) (← links)
- (Q4731351) (← links)
- EFFICIENT TESTING OF FORECASTS (Q5187852) (← links)
- A systematic and efficient simulation scheme for the Greeks of financial derivatives (Q5234352) (← links)
- Fast fault‐tolerant parallel communication for de bruijn and digit‐exchange networks using information dispersal (Q5289380) (← links)
- A new robust Kalman filter for filtering the microstructure noise (Q5351738) (← links)
- Line digraph iterations and connectivity analysis of de Bruijn and Kautz graphs (Q5375311) (← links)
- An Efficient, and Fast Convergent Algorithm for Barrier Options (Q5434444) (← links)
