List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Regression-based Monte Carlo methods for stochastic control models: variable annuities with lifelong guarantees Quantitative Finance | 2021-07-16 | Paper |
| Analysis of optimal dynamic withdrawal policies in withdrawal guarantee products Journal of Economic Dynamics and Control | 2018-11-01 | Paper |
| Optimal Initiation of Guaranteed Lifelong Withdrawal Benefit with Dynamic Withdrawals SIAM Journal on Financial Mathematics | 2018-03-12 | Paper |
| Weak convergence of path-dependent SDEs in basket credit default swap pricing with contagion risk SIAM Journal on Financial Mathematics | 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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