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~person:"Lyuu, Yuh-dauh"
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Lyuu, Yuh-dauh
Caporale, Guglielmo Maria
205
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Härdle, Wolfgang
105
Narayan, Paresh Kumar
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The journal of futures markets
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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ECONIS (ZBW)
14
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1
An expanded model for the valuation of employee stock options
Liao, Feng-yu
;
Lyuu, Yuh-dauh
- In:
The journal of futures markets
29
(
2009
)
8
,
pp. 713-735
Persistent link: https://www.econbiz.de/10003899232
Saved in:
2
Accurate approximation formulas for stock options with discrete dividends
Dai, Tian-Shyr
;
Lyuu, Yuh-dauh
- In:
Applied economics letters
16
(
2009
)
16/18
,
pp. 1657-1663
Persistent link: https://www.econbiz.de/10003932250
Saved in:
3
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:
4
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:
5
Analytics for geometric average trigger reset options
Dai, Tian-shyr
;
Fang, Yuh-yuan
;
Lyuu, Yuh-dauh
- In:
Applied economics letters
12
(
2005
)
13
,
pp. 835-840
Persistent link: https://www.econbiz.de/10003196210
Saved in:
6
Efficient, exact algorithms for Asian options with multiresolution lattices
Dai, Tian-Shyr
;
Lyuu, Yuh-dauh
- In:
Review of derivatives research
5
(
2002
)
2
,
pp. 181-203
Persistent link: https://www.econbiz.de/10001722147
Saved in:
7
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
Saved in:
8
Pricing of moving-average-type options with applications
Kao, Chi-hao
;
Lyuu, Yuh-dauh
- In:
The journal of futures markets
23
(
2002
)
5
,
pp. 415-440
Persistent link: https://www.econbiz.de/10001769696
Saved in:
9
A multiphase, flexible, and accurate lattice for pricing complex derivatives with multiple market variables
Dai, Tian-shyr
;
Wang, Chuan-ju
;
Lyuu, Yuh-dauh
- In:
The journal of futures markets
33
(
2013
)
9
,
pp. 795-826
Persistent link: https://www.econbiz.de/10009779071
Saved in:
10
An improved combinatorial approach for pricing Parisian options
Lyuu, Yuh-dauh
;
Wu, Cheng-wei
- In:
Decisions in economics and finance : DEF ; a journal of …
33
(
2010
)
1
,
pp. 49-61
Persistent link: https://www.econbiz.de/10003967620
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