Fast-Fault-Tolerant Parallel Communication and On-Line Maintenance Using Information Dispersal. - Yuh-Dauh Lyuu (SPAA, 1990)

Fast fault-tolerant parallel communication for de Bruijn networks using information dispersal. - Yuh-Dauh Lyuu (SPDP, 1991)

Line Digraph Iterations and Spread Concept - with Application to Graph Theory, Fault Tolerance, and Routing. - Ding-Zhu Du; Yuh-Dauh Lyuu; D. Frank Hsu (WG, 1991)

Fast Fault-Tolerant Parallel Communication and On-Line Maintenance for Hypercubes Using Information Dispersal. - Yuh-Dauh Lyuu (Math. Syst. Theory, 1991)

The Transition to Perfect Generalization in Perceptrons. - Eric B. Baum; Yuh-Dauh Lyuu (Neural Comput., 1991)

Information dispersal and parallel computation. - Yuh-Dauh Lyuu (Cambridge University Press, 1992)

Tight Bounds on Transition to Perfect Generalization in Perceptrons. - Yuh-Dauh Lyuu; Igor Rivin (Neural Comput., 1992)

On the Furthest-Distance-First Principle for Data Scattering with Set-Up Time. - Yuh-Dauh Lyuu (SPDP, 1993)

Total Exchange on a Reconfigurable Parallel Architecture. - Yuh-Dauh Lyuu; Eugen Schenfeld (SPDP, 1993)

Fast fault-tolerant parallel communication for de bruijn and digit-exchange networks using information dispersal. - Yuh-Dauh Lyuu (Networks, 1993)

Line Digraph Iterations and Connectivity Analysis of de Bruijn and Kautz Graphs. - Ding-Zhu Du; Yuh-Dauh Lyuu; D. Frank Hsu (IEEE Trans. Computers, 1993)

Parallel Graph Contraction with Applications to a Reconfigurable Parallel Architecture. - Yuh-Dauh Lyuu; Eugen Schenfeld (ICPP (3), 1994)

On the diameter vulnerability of Kautz digraphs. - Ding-Zhu Du; D. Frank Hsu; Yuh-Dauh Lyuu (Discret. Math., 1996)

Optimal Buy-and-Hold Strategies for Financial Markets with Bounded Daily Returns. - Gen-Huey Chen; Ming-Yang Kao; Yuh-Dauh Lyuu; Hsing-Kuo Wong (SIAM J. Comput., 2001)

Convertible Group Undeniable Signatures. - Yuh-Dauh Lyuu; Ming-Luen Wu (ICISC, 2002)

Analytics and algorithms for geometric average trigger reset options. - Tian-Shyr Dai; I-Yuan Chen; Yuh-Yuan Fang; Yuh-Dauh Lyuu (CIFEr, 2003)

Pricing Asian Options with an Efficient Convergent Approximation Algorithm. - Tian-Shyr Dai; Guan-Shieng Huang; Yuh-Dauh Lyuu (WSTST, 2005)

Pricing Double Barrier Options by Combinatorial Approaches. - Tian-Shyr Dai; Yuh-Dauh Lyuu (WSTST, 2005)

An efficient convergent lattice algorithm for European Asian options. - Tian-Shyr Dai; Guan-Shieng Huang; Yuh-Dauh Lyuu (Appl. Math. Comput., 2005)

Cryptanalysis of and improvement on the Hwang-Chen multi-proxy multi-signature schemes. - Yuh-Dauh Lyuu; Ming-Luen Wu (Appl. Math. Comput., 2005)

An Efficient Algorithm for Finding Long Conserved Regions Between Genes. - Tak-Man Ma; Yuh-Dauh Lyuu; Yen-Wu Ti (CompLife, 2006)

Developing Efficient Option Pricing Algorithms by Combinatorial Techniques. - Tian-Shyr Dai; Yuh-Dauh Lyuu; Li-min Liu (CSC, 2006)

An Efficient, and Fast Convergent Algorithm for Barrier Options. - Tian-Shyr Dai; Yuh-Dauh Lyuu (AAIM, 2007)

An exact subexponential-time lattice algorithm for Asian options. - Tian-Shyr Dai; Yuh-Dauh Lyuu (Acta Informatica, 2007)

Accurate pricing formulas for Asian options. - Kuan-Wen Chen; Yuh-Dauh Lyuu (Appl. Math. Comput., 2007)

A convergent quadratic-time lattice algorithm for pricing European-style Asian options. - William Wei-Yuan Hsu; Yuh-Dauh Lyuu (Appl. Math. Comput., 2007)

Parallelized approximation algorithms for minimum routing cost spanning trees - Ching-Lueh Chang; Yuh-Dauh Lyuu (CoRR, 2007)

Linear-time option pricing algorithms by combinatorics. - Tian-Shyr Dai; Li-min Liu; Yuh-Dauh Lyuu (Comput. Math. Appl., 2008)

The complexity of Tarski's fixed point theorem. - Ching-Lueh Chang; Yuh-Dauh Lyuu; Yen-Wu Ti (Theor. Comput. Sci., 2008)

Testing whether a digraph contains H-free k-induced subgraphs. - Hong-Yiu Lin; Yuh-Dauh Lyuu; Tak-Man Ma; Yen-Wu Ti (Theor. Comput. Sci., 2008)

Accurate and efficient lattice algorithms for American-style Asian options with range bounds. - Tian-Shyr Dai; Yuh-Dauh Lyuu (Appl. Math. Comput., 2009)

On irreversible dynamic monopolies in general graphs - Ching-Lueh Chang; Yuh-Dauh Lyuu (CoRR, 2009)

Testing Embeddability between Metric Spaces. - Ching-Lueh Chang; Yuh-Dauh Lyuu; Yen-Wu Ti (Int. J. Found. Comput. Sci., 2009)

Spreading messages. - Ching-Lueh Chang; Yuh-Dauh Lyuu (Theor. Comput. Sci., 2009)

Bounding the Number of Tolerable Faults in Majority-Based Systems. - Ching-Lueh Chang; Yuh-Dauh Lyuu (CIAC, 2010)

An efficient and accurate lattice for pricing derivatives under a jump-diffusion process. - Tian-Shyr Dai; Chuan-Ju Wang; Yuh-Dauh Lyuu; Yen-Chun Liu (Appl. Math. Comput., 2010)

Group undeniable signatures with convertibility. - Yuh-Dauh Lyuu; Ming-Luen Wu (Comput. Syst. Sci. Eng., 2010)

Efficient Testing of Forecasts. - Ching-Lueh Chang; Yuh-Dauh Lyuu (Int. J. Found. Comput. Sci., 2010)

Sets of k-Independent Strings. - Yen-Wu Ti; Ching-Lueh Chang; Yuh-Dauh Lyuu; Alexander Shen 001 (Int. J. Found. Comput. Sci., 2010)

Optimal bounds on finding fixed points of contraction mappings. - Ching-Lueh Chang; Yuh-Dauh Lyuu (Theor. Comput. Sci., 2010)

Stable Sets of Threshold-Based Cascades on the Erdős-Rényi Random Graphs. - Ching-Lueh Chang; Yuh-Dauh Lyuu (IWOCA, 2011)

Efficient pricing of discrete Asian options. - William Wei-Yuan Hsu; Yuh-Dauh Lyuu (Appl. Math. Comput., 2011)

Linear-time compression of 2-manifold polygon meshes into information-theoretically optimal number of bits. - Yuh-Dauh Lyuu; Tak-Man Ma; Yen-Wu Ti (Appl. Math. Comput., 2011)

On the construction and complexity of the bivariate lattice with stochastic interest rate models. - Yuh-Dauh Lyuu; Chuan-Ju Wang (Comput. Math. Appl., 2011)

Unbiased and efficient Greeks of financial options. - Yuh-Dauh Lyuu; Huei-Wen Teng (Finance Stochastics, 2011)

Spreading of Messages in Random Graphs. - Ching-Lueh Chang; Yuh-Dauh Lyuu (Theory Comput. Syst., 2011)

Pricing discrete Asian barrier options on lattices. - William W. Y. Hsu; Cheng-Yu Lu; Ming-Yang Kao; Yuh-Dauh Lyuu; Jan-Ming Ho (CIFEr, 2012)

A multi-phase, flexible, and accurate lattice for pricing complex derivatives with multiple market variables. - Chuan-Ju Wang; Tian-Shyr Dai; Yuh-Dauh Lyuu (CIFEr, 2012)

The Complexity of GARCH Option Pricing Models. - Ying-Chie Chen; Yuh-Dauh Lyuu; Kuo-Wei Wen (J. Inf. Sci. Eng., 2012)

Bounding the sizes of dynamic monopolies and convergent sets for threshold-based cascades. - Ching-Lueh Chang; Yuh-Dauh Lyuu (Theor. Comput. Sci., 2013)

The hexanomial lattice for pricing multi-asset options. - Wen-Hung Kao; Yuh-Dauh Lyuu; Kuo-Wei Wen (Appl. Math. Comput., 2014)

Evaluating corporate bonds with complicated liability structures and bond provisions. - Chuan-Ju Wang; Tian-Shyr Dai; Yuh-Dauh Lyuu (Eur. J. Oper. Res., 2014)

Performance of GPU for Pricing Financial Derivatives: Convertible Bonds. - Yuh-Dauh Lyuu; Kuo-Wei Wen; Yi-Chun Wu (J. Inf. Sci. Eng., 2014)

Pricing Asian option by the FFT with higher-order error convergence rate under Lévy processes. - Chun-Yuan Chiu; Tian-Shyr Dai; Yuh-Dauh Lyuu (Appl. Math. Comput., 2015)

Triggering cascades on strongly connected directed graphs. - Ching-Lueh Chang; Yuh-Dauh Lyuu (Theor. Comput. Sci., 2015)

Accelerating the least-square Monte Carlo method with parallel computing. - Ching-Wen Chen; Kuan-Lin Huang; Yuh-Dauh Lyuu (J. Supercomput., 2015)

The waterline tree for separable local-volatility models. - U. Hou Lok; Yuh-Dauh Lyuu (Comput. Math. Appl., 2017)

Backtesting Trading Strategies with GAN To Avoid Overfitting. - Ao Sun; Yuh-Dauh Lyuu (CoRR, 2022)

Very fast algorithms for implied barriers and moving-barrier options pricing. - Yu-Ming Lu; Yuh-Dauh Lyuu (Math. Comput. Simul., 2023)