Tian-Shyr Dai: search on Z-Library

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1

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

Dai, Tian-Shyr, Lyuu, Yuh-Dauh

Journal:

The Journal of Derivatives

Year:

2010

Language:

english

File:

PDF, 1018 KB

english, 2010

2

A Modified Reduced-Form Model with Time-Varying Default and Recovery Rates and Its Applications in Pricing Convertible Bonds

Wang, Jr-Yan, Dai, Tian-Shyr

Journal:

The Journal of Derivatives

Year:

2017

Language:

english

File:

PDF, 3.63 MB

english, 2017

3

Pricing Asian option by the FFT with higher-order error convergence rate under Lévy processes

Chiu, Chun-Yuan, Dai, Tian-Shyr, Lyuu, Yuh-Dauh

Journal:

Applied Mathematics and Computation

Year:

2015

Language:

english

File:

PDF, 741 KB

english, 2015

4

[IEEE 2020 IEEE International Conference on Big Data and Smart Computing (BigComp) - Busan, Korea (South) (2020.2.19-2020.2.22)] 2020 IEEE International Conference on Big Data and Smart Computing (BigComp) - Online Structural Break Detection for Pairs Trading Using Wavelet Transform and Hybrid Deep Learning Model

Huang, Shen-Hang, Shih, Wen-Yueh, Lu, Jing-You, Chang, Hao-Han, Chu, Chao-Hsien, Wang, Jun-Zhe, Huang, Jiun-Long, Dai, Tian-Shyr

Year:

2020

File:

PDF, 648 KB

2020

5

Pricing barrier stock options with discrete dividends by approximating analytical formulae

Dai, Tian-Shyr, Chiu, Chun-Yuan

Journal:

Quantitative Finance

Year:

2014

Language:

english

File:

PDF, 428 KB

english, 2014

6

Evaluating corporate bonds and analyzing claim holders’ decisions with complex debt structure

Liu, Liang-Chih, Dai, Tian-Shyr, Wang, Chuan-Ju

Journal:

Journal of Banking & Finance

Year:

2016

Language:

english

File:

PDF, 1.41 MB

english, 2016

7

Evaluating corporate bonds with complicated liability structures and bond provisions

Wang, Chuan-Ju, Dai, Tian-Shyr, Lyuu, Yuh-Dauh

Journal:

European Journal of Operational Research

Year:

2014

Language:

english

File:

PDF, 673 KB

english, 2014

8

Efficient option pricing on stocks paying discrete or path-dependent dividends with the stair tree

Journal:

Quantitative Finance

Year:

2009

Language:

english

File:

PDF, 780 KB

english, 2009

9

An Accurate Lattice Model for Pricing Catastrophe Equity Put Under the Jump-Diffusion Process

Wang, Chuan-Ju, Dai, Tian-Shyr

Journal:

IEEE Computational Intelligence Magazine

Year:

2018

Language:

english

File:

PDF, 1.66 MB

english, 2018

10

An efficient convergent lattice algorithm for European Asian options

Tian-Shyr Dai, Guan-Shieng Huang, Yuh-Dauh Lyuu

Journal:

Applied Mathematics and Computation

Year:

2005

Language:

english

File:

PDF, 183 KB

english, 2005

11

Accurate and efficient lattice algorithms for American-style Asian options with range bounds

Tian-Shyr Dai, Yuh-Dauh Lyuu

Journal:

Applied Mathematics and Computation

Year:

2009

Language:

english

File:

PDF, 370 KB

english, 2009

12

An exact subexponential-time lattice algorithm for Asian options

Tian-Shyr Dai, Yuh-Dauh Lyuu

Journal:

Acta Informatica

Year:

2007

Language:

english

File:

PDF, 315 KB

english, 2007

13

Adaptive placement method on pricing arithmetic average options

Tian-Shyr Dai, Jr-Yan Wang, Hui-Shan Wei

Journal:

Review of Derivatives Research

Year:

2008

Language:

english

File:

PDF, 617 KB

english, 2008

14

An efficient and accurate lattice for pricing derivatives under a jump-diffusion process

Tian-Shyr Dai, Chuan-Ju Wang, Yuh-Dauh Lyuu, Yen-Chun Liu

Journal:

Applied Mathematics and Computation

Year:

2010

Language:

english

File:

PDF, 665 KB

english, 2010

15

Linear-time option pricing algorithms by combinatorics

Tian-Shyr Dai, Li-Min Liu, Yuh-Dauh Lyuu

Journal:

Computers & Mathematics with Applications

Year:

2008

Language:

english

File:

PDF, 923 KB

english, 2008

16

Efficient, exact algorithms for asian options with multiresolution lattices

Tian-Shyr Dai, Yuh-Dauh Lyuu

Journal:

Review of Derivatives Research

Year:

2002

Language:

english

File:

PDF, 284 KB

english, 2002

17

A Multiphase, Flexible, and Accurate Lattice for Pricing Complex Derivatives with Multiple Market Variables

Tian-Shyr Dai, Chuan-Ju Wang, Yuh-Dauh Lyuu

Journal:

Journal of Futures Markets

Year:

2012

Language:

english

File:

PDF, 1.00 MB

english, 2012

18

A flexible tree for evaluating guaranteed minimum withdrawal benefits under deferred life annuity contracts with various provisions

Yang, Sharon S., Dai, Tian-Shyr

Journal:

Insurance: Mathematics and Economics

Year:

2013

Language:

english

File:

PDF, 542 KB

english, 2013

19

[IEEE 2012 IEEE Conference on Computational Intelligence for Financial Engineering & Economics (CIFEr) - New York City, NY, USA (2012.03.29-2012.03.30)] 2012 IEEE Conference on Computational Intelligence for Financial Engineering & Economics (CIFEr) - A multi-phase, flexible, and accurate lattice for pricing complex derivatives with multiple market variables

Wang, Chuan-Ju, Dai, Tian-Shyr, Lyuu, Yuh-Dauh

Year:

2012

Language:

english

File:

PDF, 329 KB

english, 2012

20

[IEEE Second International Conference on Innovative Computing, Informatio and Control (ICICIC 2007) - Kumamoto, Japan (2007.09.5-2007.09.7)] Second International Conference on Innovative Computing, Informatio and Control (ICICIC 2007) - A Hybrid Importance Sampling Algorithm for Value-at-Risk

Dai, Tian-Shyr, Lin, Shih-Kuei, Liu, Li-Min

Year:

2007

Language:

english

File:

PDF, 207 KB

english, 2007

21

Analytics for geometric average trigger reset options

Dai, Tian-Shyr, Fang, Yuh-Yuan, Lyuu, Yuh-Dauh

Journal:

Applied Economics Letters

Year:

2005

Language:

english

File:

PDF, 161 KB

english, 2005

22

Pricing guaranteed minimum/lifetime withdrawal benefits with various provisions under investment, interest rate and mortality risks

Dai, Tian-Shyr, Yang, Sharon S., Liu, Liang-Chih

Journal:

Insurance: Mathematics and Economics

Year:

2015

Language:

english

File:

PDF, 665 KB

english, 2015

23

Accurate approximation formulas for stock options with discrete dividends

Dai, Tian-Shyr, Lyuu, Yuh-Dauh

Journal:

Applied Economics Letters

Year:

2009

Language:

english

File:

PDF, 227 KB

english, 2009

24

Recap of the 24th Annual Conference on Pacific Basin Finance, Economics, Accounting, and Management

Lee, Cheng-Few, Dai, Tian-Shyr

Journal:

Review of Pacific Basin Financial Markets and Policies

Year:

2017

Language:

english

File:

PDF, 78 KB

english, 2017