Yao Tung Huang

Available identifiers

zbMath Open huang.yao-tungMaRDI QIDQ1994587

List of research outcomes

Publication	Date of Publication	Type
Regression-based Monte Carlo methods for stochastic control models: variable annuities with lifelong guarantees	2021-07-16	Paper
Analysis of optimal dynamic withdrawal policies in withdrawal guarantee products	2018-11-01	Paper
Optimal Initiation of Guaranteed Lifelong Withdrawal Benefit with Dynamic Withdrawals	2018-03-12	Paper
Weak Convergence of Path-Dependent SDEs in Basket Credit Default Swap Pricing with Contagion Risk	2017-01-11	Paper
Weak Convergence of Path-Dependent SDEs in Basket CDS Pricing with Contagion Risk	2015-05-30	Paper

Research outcomes over time

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