Chen-Yao Lai

office: Room 416

Phone: (05)2720411#66103

Fax: (05)2720497

Email:  mthcyl@ccu.edu.tw

• 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)

• 國立中正大學 數學系 副教授 (1994.02 ～ 迄今)

期刊論文

1. Cai, Zhiqiang; Lai, Chen-Yao G. Convergence estimates of multilevel additive and multiplicative algorithms for non-symmetric and indefinite problems. Numer. Linear Algebra Appl. 3 (1996), no. 3, 205–220.
2. Lai, Chen-Yao G. A note on optimal hybrid V-cycle multilevel algorithms for mixed finite element systems with penalty term. Numer. Linear Algebra Appl. 4 (1997), no. 6, 491–498.

研討會論文

1. I-Yuan Chuang, Chen-Yao G Lai, Jin-Ray Lu, and Wu-Ying Yao (2002). On Moving Mesh Method for Pricing Barrier Options, Annual Research Conference in Taiwan Financial Association, National Chung Hsing University, Taiwan.
2. Jin-Ray Lu, I-Yuan Chuang, and Chen-Yao G. Lai (2002). An Intertemporal General Equilibrium Model for Electricity Contingent Claims, Annual Research Conference in Taiwan Financial Association, National Chung Hsing University, Taiwan.
3. 賴振耀,2020,基於圓周率π的亂數產生器，第29屆南區統計研討會。

技術報告

1. Yi-Ching Chiang and Chen-Yao G. Lai (2003). Application of Moving Finite Element Methods for Option Pricing: Options with Two Risky Assets, preprint.
2. I-Yuan Chuang and Chen-Yao G. Lai (2004). Application of Moving Mesh Method for Pricing Derivatives with Discontinuous Payoff, Submitted to Journal of Computational Finance (under revision)
3. I-Yuan Chuang and Chen-Yao G. Lai (2005). Multilevel Trinomial Lattices: Construction and Applications, manuscript.
4. I-Yuan Chuang and Chen-Yao G. Lai (2006). On Flexible Trinomial Strategy for Option Pricing, manuscript.