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Hsuan‐Ku Liu

Observed names: Hsuan-Ku Liu, Hsuan-Ku liu, Liu, Hsuan-Ku, Liu, Ming Long
ORCID: 0000-0001-9117-5794
Observed ORCID: 0000-0001-9117-5794
OpenAlex ID: A5048062646
On The Solution Of Fully Fuzzy Linear Systems
2010 · Hsuan-Ku Liu · Zenodo (CERN European Organization for Nuclear Research) · 26
Application of a differential transformation method to strongly nonlinear damped q -difference equations
2011 · Hsuan-Ku Liu · Computers & Mathematics with Applications · 22
Comparison Results Of Two-Point Fuzzy Boundary Value Problems
2011 · Hsuan-Ku Liu · Zenodo (CERN European Organization for Nuclear Research) · 20
A closed-form approximation for the fractional Black–Scholes model with transaction costs
2013 · Hsuan-Ku Liu, Jui-Jane Chang · Computers & Mathematics with Applications · 19
Application of homotopy perturbation methods for solving systems of linear equations
2010 · Hsuan-Ku Liu · Applied Mathematics and Computation · 19
A new modification of the variational iteration method for van der Pol equations
2013 · Yuan-Ju Huang, Hsuan-Ku Liu · Applied Mathematical Modelling · 18
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Investors’ preference order of fuzzy numbers
2008 · Hsuan-Ku Liu, Berlin Wu, et al. · Computers & Mathematics with Applications · 10
The method of finding solutions of partial dynamic equations on time scales
2013 · Hsuan-Ku Liu · Advances in Difference Equations · 9
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Properties of American Volatility Options in the Mean-Reverting 3/2 Volatility Model
2015 · Hsuan-Ku Liu · SIAM Journal on Financial Mathematics · 7
Application of the Variational Iteration Method to Strongly Nonlinear q‐Difference Equations
2012 · Hsuan-Ku Liu · Journal of Applied Mathematics · 7
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Solving a Two Variables Free Boundary Problem Arising in a Perpetual American Exchange Option Pricing Model
2009 · Ming-Long Liu, Hsuan-Ku Liu · Taiwanese Journal of Mathematics · 4
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On the Pricing Formula for the Perpetual American Volatility Option Under the Mean-reverting Processes
2020 · Hsuan-Ku Liu, Tse-Yu Lin, et al. · Taiwanese Journal of Mathematics · 2
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The formula for the multiplicity of two generalized polynomials on time scales
2011 · Hsuan-Ku Liu · Applied Mathematics Letters · 2
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On the Optimization Methods for Fully Fuzzy Regression Models
2010 · Yu-Yun Hsu, Hsuan‐Ku Liu, et al. · International journal of intelligence technologies and applied statistics · 2
The Convexity of the Free Boundary for the American put option
2013 · Liu, Hsuan-Ku · RePEc: Research Papers in Economics · 1
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Developing a Series Solution Method of -Difference Equations
2013 · Hsuan-Ku Liu · Journal of Applied Mathematics · 1
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Pricing and hedging American options in incomplete markets
2009 · Hsuan‐Ku Liu, Ming Long Liu · Journal of Modelling in Management · 1
Pricing formulas for American perpetual knock-out and callable volatility options
2025 · Hsuan-Ku Liu, Li-Hsien Sun · Communications in Statistics - Simulation and Computation
Formulas for pricing American VIX options under the generalized mixture volatility models
2023 · Hsuan-Ku Liu, Yu-Kai Wang, et al. · Communications in Statistics - Simulation and Computation
Perpetual callable American volatility options in a mean-reverting volatility model
2021 · Liu, Hsuan-Ku · RePEc: Research Papers in Economics
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A Fast Numerical Method for Solving Large Sparse Linear Systems
2014 · Hsuan‐Ku Liu, Tien-Tsai Chang, et al. · International journal of intelligence technologies and applied statistics
Valuation of Digital Options In a LIBOR Market Model Under the Merton Jump Diffusion Processes
2014 · Hsuan‐Ku Liu, and Information Education, et al.
Pricing the American Options from the Viewpoints of Traders
2013 · Ming Long Liu, Hsuan-Ku Liu · Springer eBooks
A Fuzzy Evaluation Model on Teachers Internationalization Capital
2013 · Chun-Ti Su, Hsuan‐Ku Liu, et al. · International journal of intelligence technologies and applied statistics
The pricing formula for cancellable European options
2013 · Liu, Hsuan-Ku · RePEc: Research Papers in Economics
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Works count: 31
Citation count: 170
H-index: 8
I10-index: 7
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