Kuo-Wei Wen

According to our database, Kuo-Wei Wen authored at least 4 papers between 2001 and 2014.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of three.

2014

Performance of GPU for Pricing Financial Derivatives: Convertible Bonds.

Yuh-Dauh Lyuu, Kuo-Wei Wen, Yi-Chun Wu

J. Inf. Sci. Eng., 2014

The hexanomial lattice for pricing multi-asset options.

Wen-Hung Kao, Yuh-Dauh Lyuu, Kuo-Wei Wen

Appl. Math. Comput., 2014

2012

The Complexity of GARCH Option Pricing Models.

Ying-Chie Chen, Yuh-Dauh Lyuu, Kuo-Wei Wen

J. Inf. Sci. Eng., 2012

2001

Block Reordering Wavelet Packet SPIHT Image Coding.

Ta-Te Lu, Kuo-Wei Wen, Pao-Chi Chang

Proceedings of the Advances in Multimedia Information Processing, 2001