Weak Convergence of Path-Dependent SDEs in Basket Credit Default Swap Pricing with Contagion Risk. - Yao Tung Huang; Qingshuo Song; Harry Zheng (SIAM J. Financial Math., 2017)

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