SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Yuh‐Dauh Lyuu · Study

Home/Author

Yuh‐Dauh Lyuu

8 works· latest 2010· 1 institutionscluster: provisionalORCID 0000-0003-2079-8825

h-index7

i107

Citations308

Works here8

98

01

05

06

07

10

Most cited in this library

Financial Engineering and Computation2001 · 118 citations
The Bino-Trinomial Tree: A Simple Model for Efficient and Accurate Option Pricing2010 · 58 citations
Very Fast Algorithms for Barrier Option Pricing and the Ballot Problem1998 · 33 citations
Accurate pricing formulas for Asian options2007 · 29 citations
On accurate and provably efficient GARCH option pricing algorithms2005 · 24 citations

Works

8 shown

The Bino-Trinomial Tree: A Simple Model for Efficient and Accurate Option Pricing

The Journal of Derivatives·2010·2 authors

58citations

Accurate pricing formulas for Asian options

Applied Mathematics and Computation·2007·2 authors

29citations

Unbiased Expectations Theory

·2006·1 author

0citations

On accurate and provably efficient GARCH option pricing algorithms

Quantitative Finance·2005·2 authors

24citations

Financial Engineering and Computation

Cambridge University Press eBooks·2001·1 author·book

118citations

Stochastic Processes and Brownian Motion

Cambridge University Press eBooks·2001·1 author·chapter

24citations

Fixed-Income Securities

Cambridge University Press eBooks·2001·1 author·chapter

22citations

Very Fast Algorithms for Barrier Option Pricing and the Ballot Problem

The Journal of Derivatives·1998·1 author

33citations