Specialized Areas

Degree Institution

Rank

Publication 

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.

1. 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.

2. 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.

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.