Concepedia

Yuh‐Dauh Lyuu

YL

22

Publications

496

Citations

15

H-Index

1990

Active since

Affiliations

National Taiwan University(Current)

National Yang Ming Chiao Tung University

National Taipei University

Princeton University

Chung Yuan Christian University

Yuh‐Dauh Lyuu is an author at National Taiwan University specializing in engineering, option pricing, and mathematical programming.

Top concepts

EngineeringOption PricingMathematical ProgrammingBusinessDiscrete MathematicsCombinatorial OptimizationAsset PricingApproximation TheoryFinanceComputer Science

Publications per year

1990–2015

22

Publications

22

The Bino-Trinomial Tree: <i>A Simple Model for Efficient and Accurate Option Pricing</i>

Tian‐Shyr Dai, Yuh‐Dauh Lyuu · The Journal of Derivatives · 2010 · 58 citations

Numerical Analysis, Mathematical Programming, Lattice Models +20

On the diameter vulnerability of Kautz digraphs

Ding‐Zhu Du, D. Frank Hsu, Yuh‐Dauh Lyuu · Discrete Mathematics · 1996 · 40 citations

Graph Minor, Network Science, Graph Theory +6

Optimal Buy-and-Hold Strategies for Financial Markets with Bounded Daily Returns

Gen-Huey Chen, Ming‐Yang Kao, Yuh‐Dauh Lyuu et al. · SIAM Journal on Computing · 2001 · 36 citations

Mathematical Programming, Planning Game, Engineering +24

Very Fast Algorithms for Barrier Option Pricing and the Ballot Problem

Yuh‐Dauh Lyuu · The Journal of Derivatives · 1998 · 33 citations

Mathematical Programming, Barrier Option Pricing, Engineering +11

Spreading messages

Ching-Lueh Chang, Yuh‐Dauh Lyuu · Theoretical Computer Science · 2009 · 31 citations

Rows per page

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