R. Liu

Finance · with Khaliq · 2009–2010

A researcher in the Science corpus: 2 papers; trusts 6 researchers and is trusted by 1 researcher here, as inferred from the citation graph.

Subfields

Whom R. Liu trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Abdul Khaliq
  2. Mary R. Hardy
  3. Donald Aingworth
  4. Jack Buffington

Who trusts R. Liu overall

  1. Alessandro Ramponi
  2. J. Kirkby

Papers from R. Liu's perspective

Ordered by how strongly the researchers R. Liu trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Adaptive θ-methods for pricing American options
  2. The Pricing of Options and Corporate Liabilities
  3. Convergence analysis of Crank-Nicolson and Rannacher time-marching
  4. PDE methods for pricing barrier options
  5. On the Rate of Convergence of Discrete‐Time Contingent Claims
  6. Using meshfree approximation for multi‐asset American options
  7. Quadratic Convergence for Valuing American Options Using a Penalty Method (SIAM Journal on Scientific Computing)
  8. An explicit solution to an optimal stopping problem with regime switching (Journal of Applied Probability)
  9. A quasi-radial basis functions method for American options pricing
  10. A numerical study of some radial basis function based solution methods for elliptic PDEs

Their papers