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Huang, Yu-Jui Assistant Professor

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Research

research overview

  • Yu-Jui Huang's research is focused on Mathematical Finance and Applied Probability. It involves theories and techniques from stochastic analysis, stochastic control, optimal stopping, and viscosity solutions to fully nonlinear PDEs. Current projects involve quantifying intergenerational equity, modeling healthcare and mortality, and analyzing people's time-inconsistent behavior.

keywords

  • Mathematical Finance, Mathematical Economics, Stochastic Control, Optimal Stopping, Applied Probability

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