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Yiqing Huang
Yiqing Huang
Lab Instructor of Computer Engineering, University of Waterloo
Verified email at uwaterloo.ca
Title
Cited by
Cited by
Year
Methods for pricing American options under regime switching
Y Huang, PA Forsyth, G Labahn
SIAM Journal on Scientific Computing 33 (5), 2144-2168, 2011
602011
Combined Fixed Point and Policy Iteration for Hamilton--Jacobi--Bellman Equations in Finance
Y Huang, PA Forsyth, G Labahn
SIAM Journal on Numerical Analysis 50 (4), 1861-1882, 2012
472012
Analysis of a penalty method for pricing a guaranteed minimum withdrawal benefit (GMWB)
Y Huang, PA Forsyth
IMA Journal of Numerical Analysis 32 (1), 320-351, 2012
462012
Iterative methods for the solution of a singular control formulation of a GMWB pricing problem
Y Huang, PA Forsyth, G Labahn
Numerische Mathematik, 1-35, 2012
212012
Inexact arithmetic considerations for direct control and penalty methods: American options under jump diffusion
Y Huang, PA Forsyth, G Labahn
Applied Numerical Mathematics 72, 33-51, 2011
212011
Learning Bayesian networks by learning decomposable Markov networks first
Y Huang, Y Xiang
Electrical and Computer Engineering, 1999 IEEE Canadian Conference on 3 …, 1999
81999
Numerical Methods for Pricing a Guaranteed Minimum Withdrawal Benefit (GMWB) as a Singular Control Problem
Y Huang
University of Waterloo, 2011
22011
Learning Bayesian Networks Guided by Decomposable Markov Networks
Y Huang
University of Regina, 1999
21999
Valuing guarantees on spending funded by endowments
Y Huang, PA Forsyth, KR Vetzal
University of Waterloo, 2006
12006
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