Kuo-Wei Wen

Publication Activity (10 Years)

Years Active: 2001-2014
Publications (10 Years): 0

Top Topics

Double Exponential

Black Scholes Model

Convertible Bonds

Top Venues

J. Inf. Sci. Eng.

Appl. Math. Comput.

Publications

Wen-Hung Kao, Yuh-Dauh Lyuu, Kuo-Wei Wen
The hexanomial lattice for pricing multi-asset options. Appl. Math. Comput. 233 (2014)
Yuh-Dauh Lyuu, Kuo-Wei Wen, Yi-Chun Wu
Performance of GPU for Pricing Financial Derivatives: Convertible Bonds. J. Inf. Sci. Eng. 30 (1) (2014)
Ying-Chie Chen, Yuh-Dauh Lyuu, Kuo-Wei Wen
The Complexity of GARCH Option Pricing Models. J. Inf. Sci. Eng. 28 (4) (2012)
Ta-Te Lu, Kuo-Wei Wen, Pao-Chi Chang
Block Reordering Wavelet Packet SPIHT Image Coding. IEEE Pacific Rim Conference on Multimedia (2001)