Y. Huang

Finance · with Forsyth · 2012

A researcher in the Science corpus: 1 paper; trusts 15 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Y. Huang trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Min Dai
  2. Huyen Pham
  3. M. Milevsky
  4. Daniel Bauer
  5. Z. Chen
  6. Peter A. Forsyth
  7. Thomas S. Salisbury
  8. Yifei Zhong
  9. Kenneth R. Vetzal
  10. Harold J. Kushner

Papers from Y. Huang's perspective

Ordered by how strongly the researchers Y. Huang trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Financial valuation of guaranteed minimum withdrawal benefits
  2. A Universal Pricing Framework for Guaranteed Minimum Benefits in Variable Annuities
  3. GUARANTEED MINIMUM WITHDRAWAL BENEFIT IN VARIABLE ANNUITIES
  4. The effect of modelling parameters on the value of GMWB guarantees
  5. Numerical Methods for Stochastic Control Problems in Continuous Time
  6. QUADRATIC CONVERGENCE OF A PENALTY METHOD FOR VALUING AMERICAN OPTIONS
  7. On some recent aspects of stochastic control and their applications
  8. Existence and uniqueness of viscosity solutions for QVI associated with impulse control of jump-diffusions
  9. Penalty Methods for Continuous-Time Portfolio Selection withProportional Transaction Costs
  10. The Titanic Option: Valuation of the Guaranteed Minimum Death Benefit in Variable Annuities and Mutual Funds

Their papers