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Disambiguation of "Liu, R. H."

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Optimal Selling Rules in a Regime-Switching Exponential Gaussian Diffusion Model.

, , , , and . SIAM J. Appl. Math., 69 (3): 810-829 (2008)

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-R H Hopf

Sebastian H R Müller

R H W Hoppe

Michael H R Eichbaum

Liu Liu

 

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Upper and Lower Solutions for Regime-Switching Diffusions with Applications in Financial Mathematics., and . SIAM J. Appl. Math., 71 (4): 1354-1373 (2011)Scanning the human proteome for calmodulin-binding proteins (vol 102, pg 5969, 2005), , , , and . Proceedings of the National Academy of Sciences of the United States of America, 102 (27): 9734--9734 (July 2005)Magnetism and superconductivity in single crystals $Eu_1-xSr_xFe_2-yCo_yAs_2$, , , , , , , , , and 2 other author(s). (2009)cite arxiv:0907.5547 Comment: 5 pages, 4 figures.Pricing American options under multi-state regime switching with an efficient L- stable method., , and . Int. J. Comput. Math., 92 (12): 2530-2550 (2015)Optimality of an (s, S) Policy with Compound Poisson and Diffusion Demands: A Quasi-variational Inequalities Approach., , and . SIAM J. Control and Optimization, 44 (5): 1650-1676 (2005)Asymptotically optimal controls of hybrid linear quadratic regulators in discrete time., , and . Autom., 38 (3): 409-419 (2002)Recursive Algorithms for Stock Liquidation: A Stochastic Optimization Approach., , and . SIAM J. Optimization, 13 (1): 240-263 (2002)Analytical approximation method of option pricing under geometric mean-reverting process.. Int. J. Comput. Math., 86 (6): 1082-1092 (2009)A Near-Optimal Selling Rule for a Two-Time-Scale Market Model., , and . Multiscale Modeling & Simulation, 4 (1): 172-193 (2005)Singularly perturbed Markov decision processes in discrete time., , and . CDC, page 2119-2124. IEEE, (2001)