Huang Yao Tung

Huang Yao Tung

Hong Kong University of Science & Technology - Sai Kung District / Hong Kong
Natural Sciences / Mathematical Sciences
AD Scientific Index ID: 6086422
香港科技大學
person_outline Huang Yao Tung's MOST POPULAR ARTICLES
1-) Regression-based Monte Carlo methods for stochastic control models: Variable annuities with lifelong guaranteesYT Huang, YK KwokQuantitative Finance 16 (6), 905-928, 2016492016
2-) Optimal initiation of guaranteed lifelong withdrawal benefit with dynamic withdrawalsYT Huang, P Zeng, YK KwokSIAM Journal on Financial Mathematics 8 (1), 804-840, 2017312017
3-) Analysis of optimal dynamic withdrawal policies in withdrawal guarantee productsYT Huang, YK KwokJournal of Economic Dynamics and Control 45, 19-43, 2014272014
4-) Weak convergence of path-dependent SDEs in basket credit default swap pricing with contagion riskYT Huang, Q Song, H ZhengSIAM Journal on Financial Mathematics 8 (1), 1-27, 201762017
5-) Nonlinear pricing in yellow pagesY Huang62010