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Liu, RongHua

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Author ID: liu.ronghua Recent zbMATH articles by "Liu, RongHua"
Published as: Liu, R.; Liu, R. H.; Liu, R.-H.; Liu, RongHua; Liu, Ronghua
Documents Indexed: 41 Publications since 1966

Publications by Year

Citations contained in zbMATH

23 Publications have been cited 181 times in 119 Documents Cited by Year
Optimality of \((s,S)\) policy with compound Poisson and diffusion demands: A quasi-variational inequalities approach. Zbl 1151.90304
Bensoussan, Alain; Liu, R. H.; Sethi, Suresh P.
38
2006
New numerical scheme for pricing American option with regime-switching. Zbl 1204.91127
Khaliq, A. Q. M.; Liu, R. H.
27
2009
Regime-switching recombining tree for option pricing. Zbl 1233.91284
Liu, R. H.
24
2010
A lattice method for option pricing with two underlying assets in the regime-switching model. Zbl 1285.91143
Liu, R. H.; Zhao, J. L.
14
2013
Solving complex PDE systems for pricing American options with regime-switching by efficient exponential time differencing schemes. Zbl 1282.91377
Khaliq, A. Q. M.; Kleefeld, B.; Liu, R. H.
14
2013
A new tree method for pricing financial derivatives in a regime-switching mean-reverting model. Zbl 1254.91726
Liu, R. H.
12
2012
Pricing American options under multi-state regime switching with an efficient \(L\)-stable method. Zbl 1386.91168
Yousuf, M.; Khaliq, A. Q. M.; Liu, R. H.
8
2015
A tree approach to options pricing under regime-switching jump diffusion models. Zbl 1335.91106
Liu, R. H.; Nguyen, D.
7
2015
Bounded-input bounded-output stability of nonlinear time-varying differential systems. Zbl 0196.46101
Varaiya, P. P.; Liu, R.
6
1966
A recombining tree method for option pricing with state-dependent switching rates. Zbl 1337.91102
Jiang, J. X.; Liu, R. H.; Nguyen, D.
4
2016
Response of Duffing system with delayed feedback control under bounded noise excitation. Zbl 1293.70074
Feng, Chang Shui; Liu, R.
4
2012
Dissipative lag synchronization of chaotic Lur’e systems with unknown disturbances. Zbl 1397.93047
Zhao, Min; Liu, Ronghua; Gao, Yanbo
3
2017
Generalized Christoffel functions for Jacobi-exponential weights on \([-1, 1]\). Zbl 1374.42050
Liu, R.; Shi, Y. G.
3
2016
Optimal stopping of switching diffusions with state dependent switching rates. Zbl 1337.60075
Liu, R. H.
3
2016
Minimal dimension realization and identifiability of input-output sequences. Zbl 0353.93028
Liu, R.; Suen, Lai Cherng
3
1977
A finite-horizon optimal investment and consumption problem using regime-switching models. Zbl 1305.91223
Liu, R. H.
2
2014
A lower bound on the chromatic number of a graph. Zbl 0233.05105
Myers, B. R.; Liu, R.
2
1972
On global linearization. Zbl 0244.93015
Liu, R.; Saeks, R.; Leake, R. J.
2
1971
Transient flow control for an artificial open channel based on finite difference method. Zbl 1237.76020
Shang, YiZi; Liu, RongHua; Li, TieJian; Zhang, Cheng; Wang, GuangQian
1
2011
Large-deflection bending of symmetrically laminated rectilinearly orthotropic elliptical plates including transverse shear. Zbl 0893.73026
Liu, R.-H.; Xu, J.-C.; Zhai, S.-Z.
1
1997
A necessary and sufficient condition for stability of a perturbed system. Zbl 0611.93051
Huang, Qiu; Liu, R.
1
1987
A necessary and sufficient condition for feedback stabilization in a factorial ring. Zbl 0543.93055
Raman, Vijay R.; Liu, R.
1
1984
Determination of the structure of multivariable stochastic linear systems. Zbl 0384.93012
Suen, Lai Cherng; Liu, R.
1
1978
Dissipative lag synchronization of chaotic Lur’e systems with unknown disturbances. Zbl 1397.93047
Zhao, Min; Liu, Ronghua; Gao, Yanbo
3
2017
A recombining tree method for option pricing with state-dependent switching rates. Zbl 1337.91102
Jiang, J. X.; Liu, R. H.; Nguyen, D.
4
2016
Generalized Christoffel functions for Jacobi-exponential weights on \([-1, 1]\). Zbl 1374.42050
Liu, R.; Shi, Y. G.
3
2016
Optimal stopping of switching diffusions with state dependent switching rates. Zbl 1337.60075
Liu, R. H.
3
2016
Pricing American options under multi-state regime switching with an efficient \(L\)-stable method. Zbl 1386.91168
Yousuf, M.; Khaliq, A. Q. M.; Liu, R. H.
8
2015
A tree approach to options pricing under regime-switching jump diffusion models. Zbl 1335.91106
Liu, R. H.; Nguyen, D.
7
2015
A finite-horizon optimal investment and consumption problem using regime-switching models. Zbl 1305.91223
Liu, R. H.
2
2014
A lattice method for option pricing with two underlying assets in the regime-switching model. Zbl 1285.91143
Liu, R. H.; Zhao, J. L.
14
2013
Solving complex PDE systems for pricing American options with regime-switching by efficient exponential time differencing schemes. Zbl 1282.91377
Khaliq, A. Q. M.; Kleefeld, B.; Liu, R. H.
14
2013
A new tree method for pricing financial derivatives in a regime-switching mean-reverting model. Zbl 1254.91726
Liu, R. H.
12
2012
Response of Duffing system with delayed feedback control under bounded noise excitation. Zbl 1293.70074
Feng, Chang Shui; Liu, R.
4
2012
Transient flow control for an artificial open channel based on finite difference method. Zbl 1237.76020
Shang, YiZi; Liu, RongHua; Li, TieJian; Zhang, Cheng; Wang, GuangQian
1
2011
Regime-switching recombining tree for option pricing. Zbl 1233.91284
Liu, R. H.
24
2010
New numerical scheme for pricing American option with regime-switching. Zbl 1204.91127
Khaliq, A. Q. M.; Liu, R. H.
27
2009
Optimality of \((s,S)\) policy with compound Poisson and diffusion demands: A quasi-variational inequalities approach. Zbl 1151.90304
Bensoussan, Alain; Liu, R. H.; Sethi, Suresh P.
38
2006
Large-deflection bending of symmetrically laminated rectilinearly orthotropic elliptical plates including transverse shear. Zbl 0893.73026
Liu, R.-H.; Xu, J.-C.; Zhai, S.-Z.
1
1997
A necessary and sufficient condition for stability of a perturbed system. Zbl 0611.93051
Huang, Qiu; Liu, R.
1
1987
A necessary and sufficient condition for feedback stabilization in a factorial ring. Zbl 0543.93055
Raman, Vijay R.; Liu, R.
1
1984
Determination of the structure of multivariable stochastic linear systems. Zbl 0384.93012
Suen, Lai Cherng; Liu, R.
1
1978
Minimal dimension realization and identifiability of input-output sequences. Zbl 0353.93028
Liu, R.; Suen, Lai Cherng
3
1977
A lower bound on the chromatic number of a graph. Zbl 0233.05105
Myers, B. R.; Liu, R.
2
1972
On global linearization. Zbl 0244.93015
Liu, R.; Saeks, R.; Leake, R. J.
2
1971
Bounded-input bounded-output stability of nonlinear time-varying differential systems. Zbl 0196.46101
Varaiya, P. P.; Liu, R.
6
1966
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Cited by 203 Authors

7 Bensoussan, Alain
7 Ma, Jingtang
7 Yamazaki, Kazutoshi
4 Benkherouf, Lakdere
4 Khaliq, Abdul Q. M.
4 Pérez Garmendia, Jose Luis
4 Yao, Dacheng
4 Zhou, Zhiqiang
3 Company, Rafael
3 Ding, Deng
3 Egorova, Vera N.
3 Jódar Sanchez, Lucas Antonio
3 Liu, Rong
3 Liu, RongHua
2 Ahmadi, Zaniar
2 Azari, Hossein
2 Ballestra, Luca Vincenzo
2 Bayraktar, Erhan
2 Cecere, Liliana
2 Chen, Xu
2 Cui, Zhenyu
2 Escobar, Marcos
2 Foroush Bastani, Ali
2 Haghi, Majid
2 Hernández-Hernández, Daniel
2 Hosseini, Seyed Mohammad
2 Johnson, Michael James
2 Lei, Siulong
2 Liu, Jingzhen
2 Liu, Ruihua
2 Liu, Ruoheng
2 Ma, Zhidan
2 Mollapourasl, Reza
2 Neykova, Daniela
2 Ning, Lijuan
2 Sethi, Suresh P.
2 Skaaning, Sonny
2 Soleymani, Fazlollah
2 Tangman, Désiré Yannick
2 Thakoor, Nawdha
2 Tour, Geraldine
2 Wang, Wenfei
2 Weerasinghe, Ananda P. N.
2 Yiu, Ka Fai Cedric
2 Yousuf, Muhammad Irfan
2 Zagst, Rudi
2 Zeng, Xiangchen
2 Zhu, Chao
2 Zhu, Songping
1 Albrecher, Hansjörg
1 Alrabeei, Salah
1 Alsaadi, Fuad Eid S.
1 Al-saedi, Ahmed Eid Salem
1 Altarovici, Albert
1 Asante-Asamani, E. O.
1 Azcue, Pablo
1 Bacciotti, Andrea
1 Barron, Yonit
1 Baurdoux, Erik Jan
1 Berntsson, Fredrik
1 Boukabou, Abdelkrim
1 Boulkroune, Abdesselem
1 Çakanyıldırım, Metin
1 Cao, Jinde
1 Cao, Ping
1 Chahim, Mohammed
1 Chang, Che-Yao
1 Chao, Kwong-Shu
1 Chen, Borsen
1 Chen, Fei
1 Chen, LinCong
1 Chen, Po-Wei
1 Chen, Xiaoshan
1 Chen, Zhen-Qing
1 Choe, Hee-Hwan
1 Chutani, Anshuman
1 Dai, J. G. (Jim)
1 Davison, Edward Joseph
1 Đinh Nho Hào
1 Edwards, Christopher S.
1 El Fakharany, Mohamed
1 El-Sherief, Hossny
1 Elphick, C. H.
1 Evarest, Emmanuel
1 Faghidian, S. Ali
1 Feng, Gang
1 Florescu, Ionuţ
1 Furuta, Katsuhisa
1 Gao, Xuemei
1 Gharbi, Ali
1 Goldwyn, Roger M.
1 Haghani, Adel
1 Hamel, Sarah
1 Han, Youngchul
1 Han, Zhengzhi
1 Hartl, Richard F.
1 Hatakeyama, Shoshiro
1 Heidari, Sajad
1 Heidari, Shahrokh
1 Helmes, Kurt L.
...and 103 more Authors
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Cited in 63 Serials

9 Computers & Mathematics with Applications
8 Journal of Computational and Applied Mathematics
8 SIAM Journal on Control and Optimization
6 Automatica
5 International Journal of Theoretical and Applied Finance
4 International Journal of Computer Mathematics
3 Insurance Mathematics & Economics
3 Operations Research Letters
3 Journal of Scientific Computing
3 European Journal of Operational Research
3 Stochastic Processes and their Applications
3 Mathematical Problems in Engineering
2 International Journal of Control
2 Applied Numerical Mathematics
2 Numerical Methods for Partial Differential Equations
2 Annals of Operations Research
2 International Journal of Bifurcation and Chaos in Applied Sciences and Engineering
2 Discrete Dynamics in Nature and Society
2 Discrete and Continuous Dynamical Systems. Series B
2 Stochastic Models
2 Advances in Difference Equations
1 Acta Mechanica
1 Discrete Applied Mathematics
1 Journal of Computational Physics
1 Mathematical Biosciences
1 Chaos, Solitons and Fractals
1 Applied Mathematics and Optimization
1 BIT
1 Journal of Econometrics
1 Journal of Optimization Theory and Applications
1 Mathematics of Operations Research
1 Mathematica Slovaca
1 Operations Research
1 Systems & Control Letters
1 Acta Mathematicae Applicatae Sinica. English Series
1 Computers & Operations Research
1 Asia-Pacific Journal of Operational Research
1 Journal of Economic Dynamics & Control
1 Applied Mathematics Letters
1 Mathematical and Computer Modelling
1 MCSS. Mathematics of Control, Signals, and Systems
1 Journal of Applied Mathematics and Stochastic Analysis
1 Computational and Applied Mathematics
1 Monte Carlo Methods and Applications
1 Bernoulli
1 INFORMS Journal on Computing
1 European Journal of Control
1 Nonlinear Dynamics
1 Abstract and Applied Analysis
1 Mathematical Methods of Operations Research
1 Methodology and Computing in Applied Probability
1 Nonlinear Analysis. Real World Applications
1 Quantitative Finance
1 Stochastics
1 International Journal of Control, I. Series
1 Nonlinear Analysis. Hybrid Systems
1 Science China. Technological Sciences
1 Annals of Finance
1 S\(\vec{\text{e}}\)MA Journal
1 Journal of Applied Analysis and Computation
1 Stochastic Systems
1 Journal of Mathematics
1 Open Mathematics

Citations by Year