Yu-Hong Liu

Associate Professor

  • 75 Citations
  • 4 h-Index
20032020

Research output per year

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Research Output

  • 75 Citations
  • 4 h-Index
  • 20 Article
  • 1 Chapter
  • 1 Conference contribution
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Article
2020

Price Discovery and Trading Activity in Taiwan Stock and Futures Markets

Hung, J. C., Liu, Y. H., Jiang, I. M. & Liang, S., 2020 Apr 8, In : Emerging Markets Finance and Trade. 56, 5, p. 963-976 14 p.

Research output: Contribution to journalArticle

1 Citation (Scopus)
2019

Influence of Managers' Subjective Judgments on Project Abandonment Decision Making

Liu, Y., Jiang, I. M. & Tsai, M. I., 2019 Mar 1, In : International Journal of Information Technology and Decision Making. 18, 2, p. 419-443 25 p.

Research output: Contribution to journalArticle

1 Citation (Scopus)

Optimal proportion decision-making for two stages investment

Liu, Y. H. & Jiang, I. M., 2019 Apr, In : North American Journal of Economics and Finance. 48, p. 776-785 10 p.

Research output: Contribution to journalArticle

2 Citations (Scopus)
2018

Compound option pricing under a double exponential Jump-diffusion model

Liu, Y. H., Jiang, I. M. & Hsu, W. T., 2018 Jan, In : North American Journal of Economics and Finance. 43, p. 30-53 24 p.

Research output: Contribution to journalArticle

1 Citation (Scopus)

Valuation of n-fold compound barrier options with stochastic interest rates

Liu, Y. H., Jiang, I. M. & Chen, L. C., 2018 Sep, In : Asia Pacific Management Review. 23, 3, p. 169-185 17 p.

Research output: Contribution to journalArticle

2 Citations (Scopus)
2015

Options pricing with time changed Lévy processes under imprecise information

Feng, Z. Y., Cheng, J. T. S., Liu, Y-H. & Jiang, I. M., 2015 Jan 1, In : Fuzzy Optimization and Decision Making. 14, 1, p. 97-119 23 p.

Research output: Contribution to journalArticle

4 Citations (Scopus)

Technological innovation, product life cycle and market power: A real options approach

Cheng, J. T. S., Jiang, I. M. & Liu, Y-H., 2015 Jan 16, In : International Journal of Information Technology and Decision Making. 14, 1, p. 93-113 21 p.

Research output: Contribution to journalArticle

5 Citations (Scopus)
2014

Pricing contingent claims using the Heath-Jarrow-morton term structure model and time-changed lévy processes

Liu, Y-H., Jiang, I. M. & Fong, Z. Y., 2014 Jan 1, In : Asia Pacific Management Review. 19, 3, p. 273-298 26 p.

Research output: Contribution to journalArticle

1 Citation (Scopus)
2013

Valuation of double trigger catastrophe options with counterparty risk

Jiang, I. M., Yang, S. Y., Liu, Y. H. & Wang, A. T., 2013 Aug 1, In : North American Journal of Economics and Finance. 25, p. 226-242 17 p.

Research output: Contribution to journalArticle

12 Citations (Scopus)
2012

Influence of investor subjective judgments in investment decision-making

Liu, Y. H. & Jiang, I. M., 2012 Oct 1, In : International Review of Economics and Finance. 24, p. 129-142 14 p.

Research output: Contribution to journalArticle

4 Citations (Scopus)

Pricing and hedging strategy for options with default and liquidity risk

Jiang, I. M., Liu, Y-H., Feng, Z. Y. & Lai, M-K., 2012 Jun 1, In : Asia Pacific Management Review. 17, 2, p. 127-144 18 p.

Research output: Contribution to journalArticle

1 Citation (Scopus)
2011

Valuation of R&D Projects

Liu, Y-H., 2011 Dec 14, In : Asia Pacific Management Review. 16, 3, p. 289-304 16 p.

Research output: Contribution to journalArticle

2 Citations (Scopus)
2010

Testing the Ohlson model-fractional cointegration approach

Lee, S. C., Jiang, I. M. & Liu, Y-H., 2010 Nov 1, In : International Research Journal of Finance and Economics. 55, p. 36-44 9 p.

Research output: Contribution to journalArticle

1 Citation (Scopus)

Valuation of compound option when the underlying asset is non-tradable

Liu, Y. H., 2010 May 1, In : International Journal of Theoretical and Applied Finance. 13, 3, p. 441-458 18 p.

Research output: Contribution to journalArticle

1 Citation (Scopus)

Vulnerable option pricing under heterogeneity and its applications in Taiwan warrant market

Liu, Y. H. & Jiang, I. M., 2010 Sep 1, In : International Journal of Fuzzy Systems. 12, 3, p. 243-251 9 p.

Research output: Contribution to journalArticle

2009

Barrier option pricing: A hybrid method approach

Wang, A. M. L., Liu, Y. H. & Hsiao, Y. L., 2009 Apr 1, In : Quantitative Finance. 9, 3, p. 341-352 12 p.

Research output: Contribution to journalArticle

3 Citations (Scopus)

Pricing fuzzy vulnerable options and risk management

Liu, Y-H., 2009 Dec 1, In : Expert Systems With Applications. 36, 10, p. 12188-12199 12 p.

Research output: Contribution to journalArticle

4 Citations (Scopus)
2008

Pricing catastrophe derivatives using a recursive evaluation approach

Liu, Y-H., Hung, M. W., Jiang, I. M. & Kuei, C. H., 2008, In : Asia-Pacific Journal of Financial Studies. 37, 4, p. 569-598 30 p.

Research output: Contribution to journalArticle

2005

Pricing vulnerable options in incomplete markets

Hung, M. W. & Liu, Y. H., 2005 Feb 1, In : Journal of Futures Markets. 25, 2, p. 135-170 36 p.

Research output: Contribution to journalArticle

29 Citations (Scopus)