Publications

Peer-reviewed publications and current applied research in financial mathematics, stochastic control, and computational finance.

Journal Articles

Yao Tung Huang (Don HUANG), Pingping Zeng, Yue Kuen Kwok (2017). Optimal Initiation of Guaranteed Lifelong Withdrawal Benefit with Dynamic Withdrawals. SIAM J. Financial Math..

Yao Tung Huang (Don HUANG), Qingshuo Song, Harry Zheng (2017). Weak Convergence of Path-Dependent SDEs and Functionals in Pricing Basket CDS with Counterparty Risk and Contagion Risk. SIAM J. Financial Math..

Yao Tung Huang (Don HUANG), Yue Kuen Kwok (2016). Regression-Based Monte Carlo Methods for Stochastic Control Models: Variable Annuities with Lifelong Guarantees. Quantitative Finance.

Yao Tung Huang (Don HUANG), Yue Kuen Kwok (2014). Analysis of Optimal Dynamic Withdrawal Policies in Withdrawal Guarantee Products. J. Econ. Dyn. Control.

Working Papers

Current applied research from AQUMON. Abstracts and external links are included only when verified.

Yao Tung Huang (Don HUANG) (2026). A Two-Layer Attribution Framework for Portfolios Built from Mixed-Asset Products. Working paper.

Yao Tung Huang (Don HUANG) (2025). Drift Minimization under Lot-Size Constraints: A Practical Integer-Share Rebalancing Problem in Robo-Advisory. Working paper.

Yao Tung Huang (Don HUANG) (2024). Defining and Measuring Portfolio Health: A Drift-Based Metric Relative to Model Portfolios. Working paper.