Published Works of Prof. Lyuu

Published Works of Prof. Lyuu



[Harvard President] Summers rebuked West
for [ ... ] writing books more likely to be reviewed
in The New York Times than in academic journals.
---Boston Globe, Dec 23, 2001


Your love of publication is offensive and disgusting,
and will end, if it be not reformed,
in a general distrust among all your friends.
---Samuel Johnson to James Boswell, Feb 11, 1775

Journal Publications

  1. Chang, Chin-Luei, Yuh-Dauh Lyuu, and Yen-Wu Ti. ``The Complexity of Tarski's Fixed Point Theorem.'' Theoretical Computer Science, 401, Nos. 1-3 (July 23, 2008), 228--235.
  2. Tian-Shyr Dai and Yuh-Dauh Lyuu. ``Linear-Time Option Pricing Algorithms by Combinatorics.'' Computers and Mathematics with Applications, 55, No. 9 (2008), 2142--2157.
  3. Tian-Shyr Dai and Yuh-Dauh Lyuu. ``Accurate Approximation Formulas for Stock Options with Discrete Dividends.'' To appear in Applied Economics Letters.
  4. William Wei-Yuan Hsu and Yuh-Dauh Lyuu. ``A Convergent Quadratic-Time Lattice Algorithm for Pricing European-Style Asian Options.'' Applied Mathematics and Computation, 189 (2007), 1099--1123.
  5. Kuan-Wen Chen and Yuh-Dauh Lyuu. ``Accurate Pricing Formulas for Asian Options.'' Applied Mathematics and Computation, 188, Issue 2 (May 2007), 1711--1724.
  6. Tian-Shyr Dai and Yuh-Dauh Lyuu. ``An Exact Subexponential-Time Lattice Algorithm for Asian Options.'' Acta Informatica, 44, No. 1 (March 2007), 23--39.
  7. Tian-Shyr Dai, Yuh-Yuan Fang, and Yuh-Dauh Lyuu. ``Analytics for Geometric Average Trigger Reset Options.'' Applied Economics Letters, 12 (2005), 835--840.
  8. Tian-Shyr Dai, Guan-Shieng Huang, and Yuh-Dauh Lyuu. ``An Efficient Convergent Lattice Algorithm for European Asian Options.'' Applied Mathematics and Computation, 169, Issue 2 (October 2005), 1458--1471.
  9. Yuh-Dauh Lyuu and Ming-Luen Wu. ``Cryptanalysis of and Improvement on the Hwang-Chen Multi-proxy Multi-signature Schemes.'' Applied Mathematics and Computation, 167, Issue 1 (August 2005), 729--739.
  10. Yuh-Dauh Lyuu and Chi-Ning Wu. ``On Accurate and Provably Efficient GARCH Option Pricing Algorithms.'' Quantitative Finance, 5, No. 2 (April 2005), 181--198.
  11. Yuh-Dauh Lyuu and Ming-Luen Wu. ``Cryptanalysis of an ElGamal-like Cryptosystem for Enciphering Large Messages.'' WSEAS Transactions on Information Science and Applications, Issue 4, Volume 1 (October 2004), 1079--1081.
  12. Yuh-Dauh Lyuu and Ming-Luen Wu. ``Attacks on a Threshold Proxy Signature Scheme Based on the RSA Cryptosystem.'' WSEAS Transactions on Information Science and Applications, Issue 4, Volume 1 (October 2004), 1041--1044.
  13. Yuh-Dauh Lyuu and Ming-Luen Wu. ``Group Undeniable Signatures.'' International Journal of Computer Research, 12, No. 2 (2003), 301--309.
  14. Chih-Hao Kao and Yuh-Dauh Lyuu. ``Pricing of Moving-Average-Trigger-Type Options with Applications.'' The Journal of Futures Markets, 23, No. 5 (March 2003), 415--440.
  15. Yuh-Dauh Lyuu and Ming-Luen Wu. ``A Fully Public-Key Traitor-Tracing Scheme.'' WSEAS Transactions on Circuits, 1, Issue 1 (2002), 88--93.
  16. Tian-Shyr Dai and Yuh-Dauh Lyuu. ``Efficient, Exact Algorithms for Asian Options with Multiresolution Lattices.'' Review of Derivatives Research, 5 (2002), 181--203.
  17. Gen-Huey Chen, Ming-Yang Kao, Yuh-Dauh Lyuu, and Hsing-Kuo Wong. ``Optimal Buy-and-Hold Strategies for Financial Markets with Bounded Daily Returns.'' SIAM Journal on Computing, 31, No. 2 (2001), 447--459.
  18. Yuh-Dauh Lyuu. ``A General Computational Method for Calibration Based on Differential Trees.'' The Journal of Derivatives, 7, No. 1 (Fall 1999), 79--90.
  19. Yuh-Dauh Lyuu. ``Very Fast Algorithms for Barrier Option Pricing and the Ballot Problem.'' The Journal of Derivatives, 5, No. 3 (Spring 1998), 68--79.
  20. Yuh-Dauh Lyuu and Eugen Schenfeld. ``New Algorithms for Matrix Operations with Applications to a Reconfigurable Parallel Architecture.'' International Journal of Computer Systems Science and Engineering, 1997.
  21. Ding-Zhu Du, D. Frank Hsu, and Yuh-Dauh Lyuu. ``On the Diameter Vulnerability of Kautz Graphs.'' Discrete Mathematics, 151 (10 May 1996), 81--85.
  22. Ding-Zhu Du, D. Frank Hsu, and Yuh-Dauh Lyuu. ``Line Digraph Iterations and Connectivity Analysis of de Bruijn and Kautz Graphs.'' IEEE Transactions on Computers, 45, No. 7 (July 1996), 863. Corrigendum.
  23. Y. Li, R. A. Linke, Y.-D. Lyuu, S. Kawai, K. Kubota, and K. Kasahara. ``Planar Optical Implementation of a Mesh-Connected Tree Interconnect.'' Applied Optics, 34, No. 11 (April 1995), 1801--1814.
  24. D. Frank Hsu and Yuh-Dauh Lyuu. ``A Graph-Theoretical Study of Transmission Delay and Fault Tolerance.'' International Journal of Mini and Microcomputers, 16, No. 1 (1994), 35--42.
  25. Ding-Zhu Du, Yuh-Dauh Lyuu, and D. Frank Hsu. ``Line Digraph Iterations and Connectivity Analysis of de Bruijn and Kautz Graphs.'' IEEE Transactions on Computers, 42, No. 5 (May 1993), 612--616.
  26. Yuh-Dauh Lyuu. ``Fast Fault-Tolerant Parallel Communication for de Bruijn and Digit-Exchange Networks Using Information Dispersal.'' Networks, 23 (1993), 365--378.
  27. Yuh-Dauh Lyuu and Igor Rivin. ``Tight Bounds for Transition to Perfect Generalization in Perceptrons.'' Neural Computation, 6, No. 4 (September 1992), 854--862.
  28. Eric B. Baum and Yuh-Dauh Lyuu. ``The Transition to Perfect Generalization in Perceptrons.'' Neural Computation, 3, No. 3 (Fall 1991), 386--401.
  29. Yuh-Dauh Lyuu. ``Fast Fault-Tolerant Parallel Communication and On-Line Maintenance Using Information Dispersal.'' Mathematical Systems Theory, 24 (1991), 273--294.
  30. D. Frank Hsu and Yuh-Dauh Lyuu. ``Lower Bounds on Sphere Partition in Symmetric Groups.'' Congressus Numerantium, 65 (1988), 17--22.

Selected Conference Publications

Patents

Books or Book Chapters

Selected Talks