2 × USA
C.Wang T.Dai Y.Liu G.Chen M.Kao H.Wong
strategi (1) process (1) financi (1) return (1) market (1) lattic (1) effici (1) diffus (1) under (1) price (1)
Person: Yuh-Dauh Lyuu
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.