Yuh-Dauh Lyuu

Name: dblp XML data dump
Creator: Schloss Dagstuhl - Leibniz Center for Informatics
Published: 1993
License: https://creativecommons.org/publicdomain/zero/1.0/
Keywords: dblp, XML, computer science, scholarly publications, metadata

◀ ▶ joint publications with William Wei-Yuan Hsu

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Publications

2011
[j27]
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William Wei-Yuan Hsu, Yuh-Dauh Lyuu:
Efficient pricing of discrete Asian options. Appl. Math. Comput. 217(24): 9875-9894 (2011)
2007
[j10]
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William Wei-Yuan Hsu, Yuh-Dauh Lyuu:
A convergent quadratic-time lattice algorithm for pricing European-style Asian options. Appl. Math. Comput. 189(2): 1099-1123 (2007)

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