Yuh-Dauh Lyuu

Publication Activity (10 Years)

Years Active: 1990-2023
Publications (10 Years): 6

Top Topics

Convergence Rate

Trading Strategies

Top Venues

Appl. Math. Comput.

Theor. Comput. Sci.

J. Inf. Sci. Eng.

Math. Comput. Simul.

Publications

Yu-Ming Lu, Yuh-Dauh Lyuu
Very fast algorithms for implied barriers and moving-barrier options pricing. Math. Comput. Simul. 205 (2023)
Ao Sun, Yuh-Dauh Lyuu
Backtesting Trading Strategies with GAN To Avoid Overfitting. CoRR (2022)
U. Hou Lok, Yuh-Dauh Lyuu
The waterline tree for separable local-volatility models. Comput. Math. Appl. 73 (4) (2017)
Ching-Lueh Chang, Yuh-Dauh Lyuu
Triggering cascades on strongly connected directed graphs. Theor. Comput. Sci. 593 (2015)
Chun-Yuan Chiu, Tian-Shyr Dai, Yuh-Dauh Lyuu
Pricing Asian option by the FFT with higher-order error convergence rate under Lévy processes. Appl. Math. Comput. 252 (2015)
Ching-Wen Chen, Kuan-Lin Huang, Yuh-Dauh Lyuu
Accelerating the least-square Monte Carlo method with parallel computing. J. Supercomput. 71 (9) (2015)
Chuan-Ju Wang, Tian-Shyr Dai, Yuh-Dauh Lyuu
Evaluating corporate bonds with complicated liability structures and bond provisions. Eur. J. Oper. Res. 237 (2) (2014)
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)
Ching-Lueh Chang, Yuh-Dauh Lyuu
Bounding the sizes of dynamic monopolies and convergent sets for threshold-based cascades. Theor. Comput. Sci. 468 (2013)
Ying-Chie Chen, Yuh-Dauh Lyuu, Kuo-Wei Wen
The Complexity of GARCH Option Pricing Models. J. Inf. Sci. Eng. 28 (4) (2012)
Chuan-Ju Wang, Tian-Shyr Dai, Yuh-Dauh Lyuu
A multi-phase, flexible, and accurate lattice for pricing complex derivatives with multiple market variables. CIFEr (2012)
Ching-Lueh Chang, Yuh-Dauh Lyuu
Triggering Cascades on Strongly Connected Directed Graphs. PAAP (2012)
William W. Y. Hsu, Cheng-Yu Lu, Ming-Yang Kao, Yuh-Dauh Lyuu, Jan-Ming Ho
Pricing discrete Asian barrier options on lattices. CIFEr (2012)
Ching-Lueh Chang, Yuh-Dauh Lyuu
Spreading of Messages in Random Graphs. Theory Comput. Syst. 48 (2) (2011)
Yuh-Dauh Lyuu, Huei-Wen Teng
Unbiased and efficient Greeks of financial options. Finance Stochastics 15 (1) (2011)
William Wei-Yuan Hsu, Yuh-Dauh Lyuu
Efficient pricing of discrete Asian options. Appl. Math. Comput. 217 (24) (2011)
Ching-Lueh Chang, Yuh-Dauh Lyuu
Stable Sets of Threshold-Based Cascades on the Erdős-Rényi Random Graphs. IWOCA (2011)
Yuh-Dauh Lyuu, Tak-Man Ma, Yen-Wu Ti
Linear-time compression of 2-manifold polygon meshes into information-theoretically optimal number of bits. Appl. Math. Comput. 217 (21) (2011)
Yuh-Dauh Lyuu, Chuan-Ju Wang
On the construction and complexity of the bivariate lattice with stochastic interest rate models. Comput. Math. Appl. 61 (4) (2011)
Yen-Wu Ti, Ching-Lueh Chang, Yuh-Dauh Lyuu, Alexander Shen
Sets of k-Independent Strings. Int. J. Found. Comput. Sci. 21 (3) (2010)
Yuh-Dauh Lyuu, Ming-Luen Wu
Group undeniable signatures with convertibility. Comput. Syst. Sci. Eng. 25 (5) (2010)
Tian-Shyr Dai, Chuan-Ju Wang, Yuh-Dauh Lyuu, Yen-Chun Liu
An efficient and accurate lattice for pricing derivatives under a jump-diffusion process. Appl. Math. Comput. 217 (7) (2010)
Ching-Lueh Chang, Yuh-Dauh Lyuu
Efficient Testing of Forecasts. Int. J. Found. Comput. Sci. 21 (1) (2010)
Ching-Lueh Chang, Yuh-Dauh Lyuu
Optimal bounds on finding fixed points of contraction mappings. Theor. Comput. Sci. 411 (16-18) (2010)
Ching-Lueh Chang, Yuh-Dauh Lyuu
Bounding the Number of Tolerable Faults in Majority-Based Systems. CIAC (2010)
Ching-Lueh Chang, Yuh-Dauh Lyuu
On irreversible dynamic monopolies in general graphs CoRR (2009)
Tian-Shyr Dai, Yuh-Dauh Lyuu
Accurate and efficient lattice algorithms for American-style Asian options with range bounds. Appl. Math. Comput. 209 (2) (2009)
Ching-Lueh Chang, Yuh-Dauh Lyuu
Spreading messages. Theor. Comput. Sci. 410 (27-29) (2009)
Chuan-Ju Wang, Tian-Shyr Dai, Yuh-Dauh Lyuu, Yen-Chun Liu
An efficient and accurate lattice for pricing derivatives under a jump-diffusion process. SAC (2009)
Ching-Lueh Chang, Yuh-Dauh Lyuu
Spreading of Messages in Random Graphs. CATS (2009)
Ching-Lueh Chang, Yuh-Dauh Lyuu, Yen-Wu Ti
Testing Embeddability between Metric Spaces. Int. J. Found. Comput. Sci. 20 (2) (2009)
Tian-Shyr Dai, Li-min Liu, Yuh-Dauh Lyuu
Linear-time option pricing algorithms by combinatorics. Comput. Math. Appl. 55 (9) (2008)
Ching-Lueh Chang, Yuh-Dauh Lyuu
Spreading Messages. COCOON (2008)
Hong-Yiu Lin, Yuh-Dauh Lyuu, Tak-Man Ma, Yen-Wu Ti
Testing whether a digraph contains H-free k-induced subgraphs. Theor. Comput. Sci. 407 (1-3) (2008)
Ching-Lueh Chang, Yen-Wu Ti, Yuh-Dauh Lyuu
Testing Embeddability Between Metric Spaces. CATS (2008)
Ching-Lueh Chang, Yuh-Dauh Lyuu, Yen-Wu Ti
The complexity of Tarski's fixed point theorem. Theor. Comput. Sci. 401 (1-3) (2008)
Tian-Shyr Dai, Yuh-Dauh Lyuu
An exact subexponential-time lattice algorithm for Asian options. Acta Informatica 44 (1) (2007)
Ching-Lueh Chang, Yuh-Dauh Lyuu
Parallelized approximation algorithms for minimum routing cost spanning trees CoRR (2007)
Kuan-Wen Chen, Yuh-Dauh Lyuu
Accurate pricing formulas for Asian options. Appl. Math. Comput. 188 (2) (2007)
Ching-Lueh Chang, Yuh-Dauh Lyuu
Efficient Testing of Forecasts. COCOON (2007)
William Wei-Yuan Hsu, Yuh-Dauh Lyuu
A convergent quadratic-time lattice algorithm for pricing European-style Asian options. Appl. Math. Comput. 189 (2) (2007)
Tian-Shyr Dai, Yuh-Dauh Lyuu
An Efficient, and Fast Convergent Algorithm for Barrier Options. AAIM (2007)
Tak-Man Ma, Yuh-Dauh Lyuu, Yen-Wu Ti
An Efficient Algorithm for Finding Long Conserved Regions Between Genes. CompLife (2006)
Tian-Shyr Dai, Yuh-Dauh Lyuu, Li-min Liu
Developing Efficient Option Pricing Algorithms by Combinatorial Techniques. CSC (2006)
Tian-Shyr Dai, Guan-Shieng Huang, Yuh-Dauh Lyuu
Pricing Asian Options with an Efficient Convergent Approximation Algorithm. WSTST (2005)
Tian-Shyr Dai, Guan-Shieng Huang, Yuh-Dauh Lyuu
An efficient convergent lattice algorithm for European Asian options. Appl. Math. Comput. 169 (2) (2005)
Yuh-Dauh Lyuu, Ming-Luen Wu
Cryptanalysis of and improvement on the Hwang-Chen multi-proxy multi-signature schemes. Appl. Math. Comput. 167 (1) (2005)
Tian-Shyr Dai, Yuh-Dauh Lyuu
Pricing Double Barrier Options by Combinatorial Approaches. WSTST (2005)
Tian-Shyr Dai, Yuh-Dauh Lyuu
An exact subexponential-time lattice algorithm for Asian options. SODA (2004)
Tian-Shyr Dai, I-Yuan Chen, Yuh-Yuan Fang, Yuh-Dauh Lyuu
Analytics and algorithms for geometric average trigger reset options. CIFEr (2003)
Yuh-Dauh Lyuu, Ming-Luen Wu
Convertible Group Undeniable Signatures. ICISC (2002)
Gen-Huey Chen, Ming-Yang Kao, Yuh-Dauh Lyuu, Hsing-Kuo Wong
Optimal Buy-and-Hold Strategies for Financial Markets with Bounded Daily Returns. SIAM J. Comput. 31 (2) (2001)
Gen-Huey Chen, Ming-Yang Kao, Yuh-Dauh Lyuu, Hsing-Kuo Wong
Optimal Buy-and-Hold Strategies for Financial Markets with Bounded Daily Returns CoRR (2000)
Gen-Huey Chen, Ming-Yang Kao, Yuh-Dauh Lyuu, Hsing-Kuo Wong
Optimal Buy-and-Hold Strategies for Financial Markets with Bounded Daily Returns. STOC (1999)
Ding-Zhu Du, D. Frank Hsu, Yuh-Dauh Lyuu
On the diameter vulnerability of Kautz digraphs. Discret. Math. 151 (1-3) (1996)
Yuh-Dauh Lyuu, Eugen Schenfeld
Parallel Graph Contraction with Applications to a Reconfigurable Parallel Architecture. ICPP (3) (1994)
Yuh-Dauh Lyuu
Fast fault-tolerant parallel communication for de bruijn and digit-exchange networks using information dispersal. Networks 23 (4) (1993)
Yuh-Dauh Lyuu, Eugen Schenfeld
Total Exchange on a Reconfigurable Parallel Architecture. SPDP (1993)
Ding-Zhu Du, Yuh-Dauh Lyuu, D. Frank Hsu
Line Digraph Iterations and Connectivity Analysis of de Bruijn and Kautz Graphs. IEEE Trans. Computers 42 (5) (1993)
Yuh-Dauh Lyuu
On the Furthest-Distance-First Principle for Data Scattering with Set-Up Time. SPDP (1993)
Yuh-Dauh Lyuu, Igor Rivin
Tight Bounds on Transition to Perfect Generalization in Perceptrons. Neural Comput. 4 (6) (1992)
Yuh-Dauh Lyuu
Fast fault-tolerant parallel communication for de Bruijn networks using information dispersal. SPDP (1991)
Ding-Zhu Du, Yuh-Dauh Lyuu, D. Frank Hsu
Line Digraph Iterations and Spread Concept - with Application to Graph Theory, Fault Tolerance, and Routing. WG (1991)
Eric B. Baum, Yuh-Dauh Lyuu
The Transition to Perfect Generalization in Perceptrons. Neural Comput. 3 (3) (1991)
Yuh-Dauh Lyuu
Fast Fault-Tolerant Parallel Communication and On-Line Maintenance for Hypercubes Using Information Dispersal. Math. Syst. Theory 24 (4) (1991)
Yuh-Dauh Lyuu
Fast-Fault-Tolerant Parallel Communication and On-Line Maintenance Using Information Dispersal. SPAA (1990)