Zongyuan Huang

Available identifiers

Publication	Date of Publication	Type
A maximum principle for progressive optimal control of mean-field forward-backward stochastic system involving random jumps and impulse controls	2024-08-06	Paper
Second-order necessary condition for partially observed stochastic system with random jumps	2024-05-17	Paper
A maximum principle for progressive optimal control of mean-filed forward-backward stochastic system involving random jumps and impulse controls	2023-05-28	Paper
Quadratic reflected BSDEs and related obstacle problems for PDEs	2022-06-27	Paper
Optimal portfolio of corporate investment and consumption problem under market closure: inflation case	2014-11-24	Paper
Pricing and hedging problem of foreign currency option with higher borrowing rate	2014-01-27	Paper
An application of dynamic programming principle in corporate international optimal investment and consumption choice problem	2011-02-09	Paper
Reflected forward-backward stochastic differential equations with continuous monotone coefficients	2010-09-24	Paper
Viscosity solutions of multidimensional quasilinear parabolic PDEs	2010-02-12	Paper

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