Yuh-Dauh Lyuu

According to our database1, Yuh-Dauh Lyuu authored at least 59 papers between 1990 and 2023.

Collaborative distances:
  • Dijkstra number2 of four.
  • Erdős number3 of two.

Timeline

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Bibliography

2023
Very fast algorithms for implied barriers and moving-barrier options pricing.
Math. Comput. Simul., 2023

2022
Backtesting Trading Strategies with GAN To Avoid Overfitting.
CoRR, 2022

2017
The waterline tree for separable local-volatility models.
Comput. Math. Appl., 2017

2015
Accelerating the least-square Monte Carlo method with parallel computing.
J. Supercomput., 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.
Appl. Math. Comput., 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.
Eur. J. Oper. Res., 2014

The hexanomial lattice for pricing multi-asset options.
Appl. Math. Comput., 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

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 Stochastics, 2011

On the construction and complexity of the bivariate lattice with stochastic interest rate models.
Comput. Math. Appl., 2011

Linear-time compression of 2-manifold polygon meshes into information-theoretically optimal number of bits.
Appl. Math. Comput., 2011

Efficient pricing of discrete Asian options.
Appl. Math. Comput., 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.
Appl. Math. Comput., 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.
Appl. Math. Comput., 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.
Comput. Math. Appl., 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.
Appl. Math. Comput., 2007

Accurate pricing formulas for Asian options.
Appl. Math. Comput., 2007

An exact subexponential-time lattice algorithm for Asian options.
Acta Informatica, 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.
Appl. Math. Comput., 2005

An efficient convergent lattice algorithm for European Asian options.
Appl. Math. Comput., 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

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

1996
On the diameter vulnerability of Kautz digraphs.
Discret. Math., 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 Comput., 1992

Information dispersal and parallel computation.
Cambridge international series on parallel computation 3, Cambridge University Press, ISBN: 978-0-521-43226-9, 1992

1991
The Transition to Perfect Generalization in Perceptrons.
Neural Comput., 1991

Fast Fault-Tolerant Parallel Communication and On-Line Maintenance for Hypercubes Using Information Dispersal.
Math. Syst. 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.
Proceedings of the 2nd Annual ACM Symposium on Parallel Algorithms and Architectures, 1990


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