Concepedia

R.H. Liu

RL

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Publications

3

Citations

83

H-Index

3

Active since

2012

Affiliations

University of Dayton(Current)

R.H. Liu is an author at University of Dayton specializing in financial economics, economics, and regime-switching models.

Publications per year

2012–2013

3

Publications

3

Solving complex PDE systems for pricing American options with regime‐switching by efficient exponential time differencing schemes

A.Q.M. Khaliq, B. Kleefeld, R.H. Liu · Numerical Methods for Partial Differential Equations · 2012 · 31 citations

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A new tree method for pricing financial derivatives in a regime-switching mean-reverting model

R.H. Liu · Nonlinear Analysis Real World Applications · 2012 · 27 citations

, , +11

A lattice method for option pricing with two underlying assets in the regime-switching model

R.H. Liu, Jialin Zhao · Journal of Computational and Applied Mathematics · 2013 · 25 citations

, , +12

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