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Travelled to:
2 × USA
Collaborated with:
C.Wang T.Dai Y.Liu G.Chen M.Kao H.Wong
Talks about:
strategi (1) process (1) financi (1) return (1) market (1) lattic (1) effici (1) diffus (1) under (1) price (1)

Person: Yuh-Dauh Lyuu

DBLP DBLP: Lyuu:Yuh=Dauh

Contributed to:

SAC 20092009
STOC 19991999

Wrote 2 papers:

SAC-2009-WangDLL #performance #process
An efficient and accurate lattice for pricing derivatives under a jump-diffusion process (CJW, TSD, YDL, YCL), pp. 966–970.
STOC-1999-ChenKLW #bound
Optimal Buy-and-Hold Strategies for Financial Markets with Bounded Daily Returns (GHC, MYK, YDL, HKW), pp. 119–128.

Bibliography of Software Language Engineering in Generated Hypertext (BibSLEIGH) is created and maintained by Dr. Vadim Zaytsev.
Hosted as a part of SLEBOK on GitHub.