賴振耀 副教授
Chen-Yao Lai
office: Room 416
Phone: (05)2720411#66103
Fax: (05)2720497
Email: mthcyl@ccu.edu.tw
研究領域
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學歷
- 美國南加州大學應用數學博士 (1987/09 ～ 1993/12)
- 國立交通大學應用數學學士 (1981/09 ～ 1985/06)
經歷
- 國立中正大學 數學系 副教授 (1994.02 ～ 迄今)
學術著作
期刊論文
1. Lai, Chen-Yao G. (1997). A note on optimal hybrid V-cycle multilevel algorithms for mixed finite element systems with penalty term. Numer. Linear Algebra Appl., 4, no. 6, 491–498.
2. Cai, Zhiqiang; Lai, Chen-Yao G. (1996). Convergence estimates of multilevel additive and multiplicative algorithms for non-symmetric and indefinite problems. Numer. Linear Algebra Appl., 3, no. 3, 205–220.
研討會論文
1. 賴振耀 (2020). 基於圓周率 $\pi$ 的亂數產生器. 第29屆南區統計研討會.
2. Chuang, I-Yuan; Lai, Chen-Yao G.; Lu, Jin-Ray; Yao, Wu-Ying (2002). On Moving Mesh Method for Pricing Barrier Options. Annual Research Conference in Taiwan Financial Association, National Chung Hsing University, Taiwan.
3. Lu, Jin-Ray; Chuang, I-Yuan; Lai, Chen-Yao G. (2002). An Intertemporal General Equilibrium Model for Electricity Contingent Claims. Annual Research Conference in Taiwan Financial Association, National Chung Hsing University, Taiwan.
技術報告
1. Chuang, I-Yuan; Lai, Chen-Yao G. (2006). On Flexible Trinomial Strategy for Option Pricing. Manuscript.
2. Chuang, I-Yuan; Lai, Chen-Yao G. (2005). Multilevel Trinomial Lattices: Construction and Applications. Manuscript.
3. Chuang, I-Yuan; Lai, Chen-Yao G. (2004). Application of Moving Mesh Method for Pricing Derivatives with Discontinuous Payoff. Submitted to Journal of Computational Finance (under revision).
4. Chiang, Yi-Ching; Lai, Chen-Yao G. (2003). Application of Moving Finite Element Methods for Option Pricing: Options with Two Risky Assets. Preprint.
