Yu-Jui Huang

On the Multi-Dimensional Controller-and-Stopper Games

Erhan Bayraktar, Yu-Jui Huang, E. Bayraktar, 2010, SIAM J. Control. Optim..

Outperforming the Market Portfolio with a Given Probability

Erhan Bayraktar, Qingshuo Song, Yu-Jui Huang, 2010, 1006.3224.

On the Stochastic Solution to a Cauchy Problem Associated with Nonnegative Price Processes

Chao Zhu, Yu-Jui Huang, Q. Song, 2013 .

Generalized Duality for Model-Free Superhedging given Marginals.

Yu-Jui Huang, Arash Fahim, S. Khalili, 2019, 1909.06036.

Model-Independent Superhedging Under Portfolio Constraints

Yu-Jui Huang, Arash Fahim, 2014 .

Time-Consistent Stopping Under Decreasing Impatience

Yu-Jui Huang, Adrien Nguyen Huu, 2015 .

Optimal equilibria for time‐inconsistent stopping problems in continuous time

Yu-Jui Huang, Zhou Zhou, Yu‐Jui Huang, 2017, Mathematical Finance.