| Methods for pricing American options under regime switching Y Huang, PA Forsyth, G Labahn SIAM Journal on Scientific Computing 33 (5), 2144-2168, 2011 | 81 | 2011 |
| Combined Fixed Point and Policy Iteration for Hamilton--Jacobi--Bellman Equations in Finance Y Huang, PA Forsyth, G Labahn SIAM Journal on Numerical Analysis 50 (4), 1861-1882, 2012 | 52 | 2012 |
| Analysis of a penalty method for pricing a guaranteed minimum withdrawal benefit (GMWB) Y Huang, PA Forsyth IMA Journal of Numerical Analysis 32 (1), 320-351, 2012 | 52 | 2012 |
| Iterative methods for the solution of a singular control formulation of a GMWB pricing problem Y Huang, PA Forsyth, G Labahn Numerische Mathematik, 1-35, 2012 | 30 | 2012 |
| Inexact arithmetic considerations for direct control and penalty methods: American options under jump diffusion Y Huang, PA Forsyth, G Labahn Applied Numerical Mathematics 72, 33-51, 2011 | 21 | 2011 |
| Learning Bayesian networks by learning decomposable Markov networks first Y Huang, Y Xiang Electrical and Computer Engineering, 1999 IEEE Canadian Conference on 3 …, 1999 | 8 | 1999 |
| Numerical Methods for Pricing a Guaranteed Minimum Withdrawal Benefit (GMWB) as a Singular Control Problem Y Huang University of Waterloo, 2011 | 2 | 2011 |
| Valuing guarantees on spending funded by endowments Y Huang, PA Forsyth, KR Vetzal University of Waterloo, 2006 | 2 | 2006 |
| Learning Bayesian Networks Guided by Decomposable Markov Networks Y Huang University of Regina, 1999 | 2 | 1999 |
Peter ForsythDistinguished Professor Emeritus, Cheriton School of Computer Science, University of WaterlooEmail verificata su uwaterloo.ca
