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Items for Author "Lyuu, Yuh-Dauh"
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Showing 4 items.
Collection
Date
Title
Authors
Bitstream
[資訊科學系] 期刊論文
2014-09-01
Evaluating Corporate Bonds with Complicated Liability Structures and Bond Provisions
Wang, Chuan-Ju
;
王釧茹
;
Dai, Tian-Shyr
;
Lyuu, Yuh-Dauh
[資訊科學系] 期刊論文
2013-09
A Multiphase, Flexible, and Accurate Lattice for Pricing Complex Derivatives with Multiple Market Variables
Dai, Tian-Shyr
;
Wang, Chuan-Ju
;
王釧茹
;
Lyuu, Yuh-Dauh
[資訊科學系] 會議論文
2012-06
A Multi-Phase, Flexible, and Accurate Lattice for Pricing Complex Derivatives on Multiple Market Variables
Wang, Chuan-Ju
;
王釧茹
;
Dai, Tian-Shyr
;
Lyuu, Yuh-Dauh
[資訊科學系] 會議論文
2011
Evaluating Corporate Bonds with General Liability Structures and Bond Covenants under the Jump-Diffusion
Dai, Tian-Shyr
;
Wang, Chuan-Ju
;
王釧茹
;
Lyuu, Yuh-Dauh
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