 | 2011 |
|---|
| 19 |       | Li-min Liu,
Tian-Shyr Dai:
A Reliable Fingerprint Orientation Estimation Algorithm.
J. Inf. Sci. Eng. 27(1): 353-368 (2011) |
| 2010 |
|---|
| 18 |  | Chun-Yuan Chiu,
Tian-Shyr Dai,
Yu-Cheng Tien:
Fourier Transform for Pricing Asian Options with Higher-Order Convergence Rates.
CSC 2010: 114-121 |
| 17 | | Tzu-Chun Chen,
Tian-Shyr Dai,
Jr-Yan Wang:
Linear-Time Combinatorial Option Pricing Algorithms on the Trinomial Lattice Model.
CSC 2010: 134-141 |
| 16 | | Tian-Shyr Dai,
Chuan-Ju Wang,
Yuh-Dauh Lyuu,
Yen-Chun Liu:
An efficient and accurate lattice for pricing derivatives under a jump-diffusion process.
Applied Mathematics and Computation 217(7): 3174-3189 (2010) |
| 2009 |
|---|
| 15 | | Chuan-Ju Wang,
Tian-Shyr Dai,
Yuh-Dauh Lyuu,
Yen-Chun Liu:
An efficient and accurate lattice for pricing derivatives under a jump-diffusion process.
SAC 2009: 966-970 |
| 14 | | Tian-Shyr Dai,
Yuh-Dauh Lyuu:
Accurate and efficient lattice algorithms for American-style Asian options with range bounds.
Applied Mathematics and Computation 209(2): 238-253 (2009) |
| 13 | | Tian-Shyr Dai,
Li-min Liu:
A Hybrid Importance Sampling Algorithm for Estimating VaR under the Jump Diffusion Model.
JSEA 2(4): 301-307 (2009) |
| 2008 |
|---|
| 12 | | Tian-Shyr Dai,
Li-min Liu,
Yuh-Dauh Lyuu:
Linear-time option pricing algorithms by combinatorics.
Computers & Mathematics with Applications 55(9): 2142-2157 (2008) |
| 2007 |
|---|
| 11 | | Tian-Shyr Dai,
Yuh-Dauh Lyuu:
An Efficient, and Fast Convergent Algorithm for Barrier Options.
AAIM 2007: 251-261 |
| 10 | | Tian-Shyr Dai,
Jr-Yan Wang,
Hui-Shan Wei:
An Ingenious, Piecewise Linear Interpolation Algorithm for Pricing Arithmetic Average Options.
AAIM 2007: 262-272 |
| 9 | | Tian-Shyr Dai,
Yuh-Dauh Lyuu:
An exact subexponential-time lattice algorithm for Asian options.
Acta Inf. 44(1): 23-39 (2007) |
| 8 | | Li-min Liu,
Ching-Yu Huang,
Tian-Shyr Dai,
George Chang:
Enhanced SEA algorithm and fingerprint classification.
IJCAT 30(4): 295-302 (2007) |
| 2006 |
|---|
| 7 | | Tian-Shyr Dai,
Yuh-Dauh Lyuu,
Li-min Liu:
Developing Efficient Option Pricing Algorithms by Combinatorial Techniques.
CSC 2006: 104-110 |
| 6 | | Li-min Liu,
Tian-Shyr Dai:
A Hybrid Fingerprint Enhancement Algorithm.
IPCV 2006: 35-40 |
| 5 | | Li-min Liu,
Tian-Shyr Dai:
Ridge Orientation Estimation and Verification Algorithm for Fingerprint Enhancement.
J. UCS 12(10): 1426-1438 (2006) |
| 2005 |
|---|
| 4 | | Tian-Shyr Dai,
Guan-Shieng Huang,
Yuh-Dauh Lyuu:
Pricing Asian Options with an Efficient Convergent Approximation Algorithm.
WSTST 2005: 1121-1130 |
| 3 | | Tian-Shyr Dai,
Yuh-Dauh Lyuu:
Pricing Double Barrier Options by Combinatorial Approaches.
WSTST 2005: 1131-1140 |
| 2 | | Tian-Shyr Dai,
Guan-Shieng Huang,
Yuh-Dauh Lyuu:
An efficient convergent lattice algorithm for European Asian options.
Applied Mathematics and Computation 169(2): 1458-1471 (2005) |
| 2004 |
|---|
| 1 | | Tian-Shyr Dai,
Yuh-Dauh Lyuu:
An exact subexponential-time lattice algorithm for Asian options.
SODA 2004: 710-717 |
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