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Shuo Huang

I am currently a third year Ph.D. student at the Department of Statistics, under the supervision of Dr. Gechun Liang.

My research areas are mainly focused on mathematical finance and stochastic analysis. In particular, I am currently interested in numerical viscosity solutions, stochastic control and optimal stopping.

Working Paper:

  • An approximation scheme for semilinear parabolic PDEs with convex and coercive Hamiltonians, (with Gechun Liang and Thaleia Zariphopoulou), arXiv:1801.00583.
  • An approximation scheme for variational inequalities with convex and coercive Hamiltonians.

Conferences Attended/ Plan to Attend: