| Issue Date | Title | Author(s) | Relation | scopus | WOS | Fulltext/Archive link |
|---|---|---|---|---|---|---|
| 2010 | A Closed-form Formula for an Option with Discrete and Continuous Barriers | Chun-Ying Chen; Pei-Ju Chou; Jeff Yu-Shun Hsu; Wisely Po-Hong Liu; Yuh-Dauh Lyuu; Chuan-Ju Wang | COMMUNICATIONS IN STATISTICS PART A-THEORY AND METHODS 40(2):345-357 | |||
| 2010 | 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 | APPLIED MATHEMATICS AND COMPUTATION 217(7):3174–3189 | |||
| 2011 | On the construction and complexity of the bivariate lattice with stochastic interest rate models | Yuh-Dauh Lyuu; Chuan-Ju Wang | COMPUTERS & MATHEMATICS WITH APPLICATIONS 61(4):1107–1121 |
