Tian-Shyr Dai (Selection)

Ask others: ACM DL/Guide - - CSB - MetaPress - Google - Bing - Yahoo

13		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
12		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)
11		Tian-Shyr Dai, Yuh-Dauh Lyuu: An Efficient, and Fast Convergent Algorithm for Barrier Options. AAIM 2007: 251-261
9		Tian-Shyr Dai, Yuh-Dauh Lyuu: An exact subexponential-time lattice algorithm for Asian options. Acta Inf. 44(1): 23-39 (2007)
7		Tian-Shyr Dai, Yuh-Dauh Lyuu, Li-min Liu: Developing Efficient Option Pricing Algorithms by Combinatorial Techniques. CSC 2006: 104-110
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)
1		Tian-Shyr Dai, Yuh-Dauh Lyuu: An exact subexponential-time lattice algorithm for Asian options. SODA 2004: 710-717

Selection of 9 from 13 records - Tian-Shyr Dai has 9 coauthors