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Shuo Huang

I am currently a fourth 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 variational inequalities with convex and coercive Hamiltonians, arXiv:1810.08842.
  • A monotone scheme for G-equations with application to the convergence rate of robust central limit theorem, (with Gechun Liang), arXiv:1904.07184 .

Conferences Attended/ Plan to Attend: