Yaojun Liu
Yaojun Liu
I am a Ph.D .candidate in the Department of Economics at Virginia Tech.
I am on the economics job market and will attend the ASSA 2022 Virtual Annual Meeting.
Microeconomic Theory, Decision Theory, Behavioral Economics, Game Theory, Financial Economics, Financial Engineering, Asset Pricing, and Risk Management
Email: yjliu905 [at] vt [dot] edu
The Alternative Dependent Focal Luce Model (PDF)
1. Asymmetric Dynamic Patent Race with Deadline
2. Seller’s Profit Maximization Problem in the Focal Luce Model
(This paper is an application of my job market paper: The Alternative Dependent Focal Luce Model)
3. Pricing and Hedging Options-A Numerical PDE Approach with Smoothing