# Tian-Shyr Dai

According to our database

Collaborative distances:

^{1}, Tian-Shyr Dai authored at least 25 papers between 2003 and 2015.Collaborative distances:

## Timeline

#### Legend:

Book In proceedings Article PhD thesis Other## Links

#### On csauthors.net:

## Bibliography

2015

Pricing Asian option by the FFT with higher-order error convergence rate under Lévy processes.

Applied Mathematics and Computation, 2015

2014

Evaluating corporate bonds with complicated liability structures and bond provisions.

European Journal of Operational Research, 2014

An Economic Model for Utilizing Cloud Computing Resources via Pricing Elasticity of Demand and Supply.

Proceedings of the Cloud Computing and Services Sciences, 2014

Cloud Asset Pricing Tree (CAPT) - Elastic Economic Model for Cloud Service Providers.

Proceedings of the CLOSER 2014, 2014

2012

A multi-phase, flexible, and accurate lattice for pricing complex derivatives with multiple market variables.

Proceedings of the 2012 IEEE Conference on Computational Intelligence for Financial Engineering & Economics, 2012

2011

A Reliable Fingerprint Orientation Estimation Algorithm.

J. Inf. Sci. Eng., 2011

2010

An efficient and accurate lattice for pricing derivatives under a jump-diffusion process.

Applied Mathematics and Computation, 2010

Fourier Transform for Pricing Asian Options with Higher-Order Convergence Rates.

Proceedings of the 2010 International Conference on Scientific Computing, 2010

Linear-Time Combinatorial Option Pricing Algorithms on the Trinomial Lattice Model.

Proceedings of the 2010 International Conference on Scientific Computing, 2010

2009

A Hybrid Importance Sampling Algorithm for Estimating VaR under the Jump Diffusion Model.

JSEA, 2009

Accurate and efficient lattice algorithms for American-style Asian options with range bounds.

Applied Mathematics and Computation, 2009

An efficient and accurate lattice for pricing derivatives under a jump-diffusion process.

Proceedings of the 2009 ACM Symposium on Applied Computing (SAC), 2009

2008

Linear-time option pricing algorithms by combinatorics.

Computers & Mathematics with Applications, 2008

2007

Enhanced SEA algorithm and fingerprint classification.

IJCAT, 2007

An exact subexponential-time lattice algorithm for Asian options.

Acta Inf., 2007

An Ingenious, Piecewise Linear Interpolation Algorithm for Pricing Arithmetic Average Options.

Proceedings of the Algorithmic Aspects in Information and Management, 2007

An Efficient, and Fast Convergent Algorithm for Barrier Options.

Proceedings of the Algorithmic Aspects in Information and Management, 2007

2006

Ridge Orientation Estimation and Verification Algorithm for Fingerprint Enhancement.

J. UCS, 2006

A Hybrid Fingerprint Enhancement Algorithm.

Proceedings of the 2006 International Conference on Image Processing, 2006

Developing Efficient Option Pricing Algorithms by Combinatorial Techniques.

Proceedings of the 2006 International Conference on Scientific Computing, 2006

2005

An efficient convergent lattice algorithm for European Asian options.

Applied Mathematics and Computation, 2005

Pricing Double Barrier Options by Combinatorial Approaches.

Proceedings of the Soft Computing as Transdisciplinary Science and Technology, 2005

Pricing Asian Options with an Efficient Convergent Approximation Algorithm.

Proceedings of the Soft Computing as Transdisciplinary Science and Technology, 2005

2004

An exact subexponential-time lattice algorithm for Asian options.

Proceedings of the Fifteenth Annual ACM-SIAM Symposium on Discrete Algorithms, 2004

2003

Analytics and algorithms for geometric average trigger reset options.

Proceedings of the 2003 IEEE International Conference on Computational Intelligence for Financial Engineering, 2003