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~isPartOf:"Finance and stochastics"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~person:"Lyuu, Yuh-dauh"
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Option pricing theory
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Optionspreistheorie
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Lyuu, Yuh-dauh
Carr, Peter
8
Chen, Son-nan
7
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7
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Finance and stochastics
The journal of derivatives : the official publication of the International Association of Financial Engineers
The journal of futures markets
4
Applied economics letters
2
Computational economics
1
Decisions in economics and finance : DEF ; a journal of applied mathematics
1
Quantitative finance
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Review of derivatives research
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The North American journal of economics and finance : a journal of financial economics studies
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Unbiased and efficient Greeks of financial options
Lyuu, Yuh-dauh
;
Teng, Huei-wen
- In:
Finance and stochastics
15
(
2011
)
1
,
pp. 141-181
Persistent link: https://www.econbiz.de/10008824129
Saved in:
2
The bino-trinomial tree : a simple model for efficient and accurate
option
pricing
Dai, Tian-shyr
;
Lyuu, Yuh-dauh
- In:
The journal of derivatives : the official publication …
17
(
2009/10
)
4
,
pp. 7-24
Persistent link: https://www.econbiz.de/10003985505
Saved in:
3
Very fast algorithms for barrier
option
pricing and the ballot problem
Lyuu, Yuh-dauh
- In:
The journal of derivatives : the official publication …
5
(
1998
)
3
,
pp. 68-79
Persistent link: https://www.econbiz.de/10001242383
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