# Yuh-Dauh Lyuu

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^{1}, Yuh-Dauh Lyuu## Timeline

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## Bibliography

2017

The waterline tree for separable local-volatility models.

Computers & Mathematics with Applications, 2017

2015

Accelerating the least-square Monte Carlo method with parallel computing.

The Journal of Supercomputing, 2015

Triggering cascades on strongly connected directed graphs.

Theor. Comput. Sci., 2015

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

Applied Mathematics and Computation, 2015

2014

Performance of GPU for Pricing Financial Derivatives: Convertible Bonds.

J. Inf. Sci. Eng., 2014

Evaluating corporate bonds with complicated liability structures and bond provisions.

European Journal of Operational Research, 2014

The hexanomial lattice for pricing multi-asset options.

Applied Mathematics and Computation, 2014

2013

Bounding the sizes of dynamic monopolies and convergent sets for threshold-based cascades.

Theor. Comput. Sci., 2013

2012

The Complexity of GARCH Option Pricing Models.

J. Inf. Sci. Eng., 2012

Triggering Cascades on Strongly Connected Directed Graphs.

Proceedings of the Fifth International Symposium on Parallel Architectures, 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

Pricing discrete Asian barrier options on lattices.

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

2011

Spreading of Messages in Random Graphs.

Theory Comput. Syst., 2011

Unbiased and efficient Greeks of financial options.

Finance and Stochastics, 2011

On the construction and complexity of the bivariate lattice with stochastic interest rate models.

Computers & Mathematics with Applications, 2011

Linear-time compression of 2-manifold polygon meshes into information-theoretically optimal number of bits.

Applied Mathematics and Computation, 2011

Efficient pricing of discrete Asian options.

Applied Mathematics and Computation, 2011

Stable Sets of Threshold-Based Cascades on the Erdős-Rényi Random Graphs.

Proceedings of the Combinatorial Algorithms - 22nd International Workshop, 2011

2010

Optimal bounds on finding fixed points of contraction mappings.

Theor. Comput. Sci., 2010

Sets of k-Independent Strings.

Int. J. Found. Comput. Sci., 2010

Efficient Testing of Forecasts.

Int. J. Found. Comput. Sci., 2010

Group undeniable signatures with convertibility.

Comput. Syst. Sci. Eng., 2010

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

Applied Mathematics and Computation, 2010

Bounding the Number of Tolerable Faults in Majority-Based Systems.

Proceedings of the Algorithms and Complexity, 7th International Conference, 2010

2009

Spreading messages.

Theor. Comput. Sci., 2009

Testing Embeddability between Metric Spaces.

Int. J. Found. Comput. Sci., 2009

On irreversible dynamic monopolies in general graphs

CoRR, 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

Spreading of Messages in Random Graphs.

Proceedings of the Theory of Computing 2009, 2009

2008

Testing whether a digraph contains H-free k-induced subgraphs.

Theor. Comput. Sci., 2008

The complexity of Tarski's fixed point theorem.

Theor. Comput. Sci., 2008

Linear-time option pricing algorithms by combinatorics.

Computers & Mathematics with Applications, 2008

Spreading Messages.

Proceedings of the Computing and Combinatorics, 14th Annual International Conference, 2008

Testing Embeddability Between Metric Spaces.

Proceedings of the Theory of Computing 2008. Proc. Fourteenth Computing: The Australasian Theory Symposium (CATS 2008), 2008

2007

Parallelized approximation algorithms for minimum routing cost spanning trees

CoRR, 2007

A convergent quadratic-time lattice algorithm for pricing European-style Asian options.

Applied Mathematics and Computation, 2007

Accurate pricing formulas for Asian options.

Applied Mathematics and Computation, 2007

An exact subexponential-time lattice algorithm for Asian options.

Acta Inf., 2007

Efficient Testing of Forecasts.

Proceedings of the Computing and Combinatorics, 13th Annual International Conference, 2007

An Efficient, and Fast Convergent Algorithm for Barrier Options.

Proceedings of the Algorithmic Aspects in Information and Management, 2007

2006

Developing Efficient Option Pricing Algorithms by Combinatorial Techniques.

Proceedings of the 2006 International Conference on Scientific Computing, 2006

An Efficient Algorithm for Finding Long Conserved Regions Between Genes.

Proceedings of the Computational Life Sciences II, 2006

2005

Cryptanalysis of and improvement on the Hwang-Chen multi-proxy multi-signature schemes.

Applied Mathematics and Computation, 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

2002

Convertible Group Undeniable Signatures.

Proceedings of the Information Security and Cryptology, 2002

2001

Optimal Buy-and-Hold Strategies for Financial Markets with Bounded Daily Returns.

SIAM J. Comput., 2001

2000

Optimal Buy-and-Hold Strategies for Financial Markets with Bounded Daily Returns

CoRR, 2000

1999

Optimal Buy-and-Hold Strategies for Financial Markets with Bounded Daily Returns.

Proceedings of the Thirty-First Annual ACM Symposium on Theory of Computing, 1999

1996

On the diameter vulnerability of Kautz digraphs.

Discrete Mathematics, 1996

1994

Parallel Graph Contraction with Applications to a Reconfigurable Parallel Architecture.

Proceedings of the 1994 International Conference on Parallel Processing, 1994

1993

Line Digraph Iterations and Connectivity Analysis of de Bruijn and Kautz Graphs.

IEEE Trans. Computers, 1993

Fast fault-tolerant parallel communication for de bruijn and digit-exchange networks using information dispersal.

Networks, 1993

Total Exchange on a Reconfigurable Parallel Architecture.

Proceedings of the Fifth IEEE Symposium on Parallel and Distributed Processing, 1993

On the Furthest-Distance-First Principle for Data Scattering with Set-Up Time.

Proceedings of the Fifth IEEE Symposium on Parallel and Distributed Processing, 1993

1992

Tight Bounds on Transition to Perfect Generalization in Perceptrons.

Neural Computation, 1992

1991

The Transition to Perfect Generalization in Perceptrons.

Neural Computation, 1991

Fast Fault-Tolerant Parallel Communication and On-Line Maintenance for Hypercubes Using Information Dispersal.

Mathematical Systems Theory, 1991

Line Digraph Iterations and Spread Concept - with Application to Graph Theory, Fault Tolerance, and Routing.

Proceedings of the 17th International Workshop, 1991

Fast fault-tolerant parallel communication for de Bruijn networks using information dispersal.

Proceedings of the Third IEEE Symposium on Parallel and Distributed Processing, 1991

1990

Fast-Fault-Tolerant Parallel Communication and On-Line Maintenance Using Information Dispersal.

SPAA, 1990