Acamedia

• Financial Mathematics
• Probability Theory
• Stochastic Control
• Portfolio Management
• Machine Learning and AI

• Optimal Initiation of Guaranteed Lifelong Withdrawal Benefit with Dynamic Withdrawals

(Yao Tung HUANG, Pingping Zeng and Yue Kuen Kwok, 2017, SIAM Journal on Financial Mathematics, 8(1), 804-840.)

• Weak Convergence of Path-Dependent SDEs and Functionals in Pricing Basket CDS with Counterparty Risk and Contagion Risk

(Yao Tung HUANG, Qingshuo Song and Harry Zheng, 2017, SIAM J Financial Mathematics 8, 1-27.)

• Regression-Based Monte Carlo Methods for Stochastic Control Models: Variable Annuities with Lifelong Guarantees

(Yao Tung HUANG and Yue Kuen Kwok, 2016, Quantitative Finance, 16(6), 905-928. [SSRN];[PDF])

• Analysis of optimal dynamic withdrawal policies in withdrawal guarantee products

(Yao Tung HUANG and Yue Kuen Kwok, 2014, Journal of Economic Dynamics and Control 45, 19-43. [SSRN])