Employments
Education
Preprints
 Y.J. Huang & A. NguyenHuu (2015), Timeconsistent Stopping under Decreasing Impatience, submitted. [arXiv] [Slides]
 X. Chen, Y.J. Huang, Q. Song & C. Zhu (2013), On the Stochastic Solution to a Cauchy Problem Associated with Nonnegative Price Processes, submitted. [arXiv] [Slides]
Publications
 A. Fahim & Y.J. Huang (2014), Modelindependent Superhedging under Portfolio Constraints, to appear in Finance and Stochastics. [arXiv] [Slides]
 E. Bayraktar, Y.J. Huang & Z. Zhou (2015), On Hedging American Options under Model Uncertainty, SIAM Journal on Financial Mathematics, Vol. 6, No.1, pp. 425–447. [arXiv]
 E. Bayraktar & Y.J. Huang (2013), Robust Maximization
of Asymptotic Growth
under Covariance Uncertainty, Annals of Applied Probability, Vol. 23, No. 5, pp. 1817–1840. [arXiv] [Audio & Slides] [Poster]
 E. Bayraktar & Y.J. Huang (2013), On the Multidimensional
ControllerandStopper Games, SIAM Journal on Control and Optimization, Vol. 51, No. 2, pp. 1263–1297.
[arXiv] [Slides]

E. Bayraktar, Y.J. Huang & Q. Song (2012), Outperforming the
Market Portfolio with a
Given Probability, Annals
of Applied
Probability, Vol. 22, No. 4, pp. 1465–1494. [arXiv] [Slides]
Presentations
 Nomura Seminar in Mathematical Finance, University of Oxford, June 4, 2015.
 ORFE Colloquium, Princeton University, January 30, 2015.
 Mathematics Colloquium, Florida State University, January 16, 2015.
 Financial Mathematics Seminar, Florida State University, January 15, 2015.
 Seminar on Probability and Statistics with Applications, National Chiao Tung University, Hsinchu, Taiwan, January 5, 2015.
 OneDay Course in Financial Mathematics, National Tsing Hua University, Hsinchu, Taiwan, December 17, 2014.
 8th
World Congress of the Bachelier Finance Society, Brussels, June 5, 2014.
 Mathematical Finance Seminar, the Hebrew University of Jerusalem, May 26, 2014.
 Joint Financial Mathematics and Risk Stochastics Seminar, London School of Economics, March 3, 2014.
 Mathematics Colloquium, Dublin City University, October 24, 2013.
 AMS Sectional Meeting (Special Session on PDE, Stochastic
Analysis, and Applications to Mathematical Finance), Temple University,
Philadelphia, October 13, 2013.
 Probability Seminar, Academia Sinica, Taipei, Taiwan, June 27, 2013.
 Mathematical Finance Seminar, University of Texas at Austin, April 12, 2013.
 AMS Sectional Meeting (Special Session on Financial Mathematics), Boston College, Chestnut Hill, April 7, 2013.
 Probability and Statistics Seminar, Wayne State University, Detroit, March 20, 2013.
 SIAM
Conference on Financial Mathematics and Engineering, Minneapolis, July
9 & 10, 2012 (invited speaker).
 Probability,
Control and Finance, a conference in honor of Ioannis Karatzas,
Columbia University, June 5, 2012.
 Financial/Actuarial
Mathematics Seminar, University of Michigan, September 29, 2011.
 7th
International Congress on Industrial and Applied Mathematics (ICIAM),
July 21, 2011, Vancouver (Invited speaker).
 Workshop
on Stochastic Analysis in Finance and Insurance, University of
Michigan, May 18, 2011.
 Mathematical
Finance and Partial Differential Equations Conference 2010, Rutgers
University, December 10, 2010.
 Financial/Actuarial
Mathematics Seminar, University of Michigan, September 16, 2010.
 6th
World Congress of the Bachelier Finance Society, Toronto, June 23, 2010.
Teaching
 Probability I (Semester II, 20142015 and 20132014)
 Data Analysis and Statistics (Semester I, 20142015)..
 Statistics I (Semester I, 20132014).
Miscellaneous
