Login / Signup
Yao Tung Huang
Publication Activity (10 Years)
Years Active: 2017-2017
Publications (10 Years): 2
Top Topics
Black Scholes
Endpoints
Risk Evaluation
Optimal Pricing
Top Venues
SIAM J. Financial Math.
</>
Publications
</>
Yao Tung Huang
,
Pingping Zeng
,
Yue Kuen Kwok
Optimal Initiation of Guaranteed Lifelong Withdrawal Benefit with Dynamic Withdrawals.
SIAM J. Financial Math.
8 (1) (2017)
Yao Tung Huang
,
Qingshuo Song
,
Harry Zheng
Weak Convergence of Path-Dependent SDEs in Basket Credit Default Swap Pricing with Contagion Risk.
SIAM J. Financial Math.
8 (1) (2017)