Chen-Yao Lai

office: Room 416

Phone: (05)2720411#66103

Fax: (05)2720497

Email:  mthcyl@ccu.edu.tw / mthcyl@gmail.com

• Ph.D. in Mathematics, University of Southern California

• Associate Professor

Journal Articles

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.

Conference Papers

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.

Technical Reports

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.