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== Ph.D. Students
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Jessica (Ou) Dang (Sep 2016 - present) \n
- [https://doi.org/10.1080/10920277.2019.1636399 Efficient Nested Simulation for Conditional Tail Expectation of Variable Annuities]

Katrina (Jiazhen) Chen (Sep 2020 - present) \n

Tony (Xintong) Li (Sep 2020 - present) \n

Hsiao-Cheng Dung (Sep 2020 - present) \n

Ren Jie (Jan 2021 - present) \n
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== Master's Students
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Tony (Xintong) Li (2020): Approximating Nested Simulation Models with Machine Learning Methods

Katrina (Jiazhen) Chen (2019): Online Risk Monitoring Using Logistic Regression

Fan Xia (2018): [students/Xia_Fan /Simulation Modeling and Analytics of Human Decision Process and Segmentation of Population through Simulated Behavioral Data/]\n

Yifei Song (2017): [students/Song_Yifei.pdf /The Optimal Strategy in a Semi-static Model for Pricing Guaranteed Minimum Benefit Riders under Different Withdrawal Rate Assumptions/] \n

Zhenni Tan (2017): [students/Tan_Zhenni.pdf /The Impact of Clustering Method for Pricing a Large Portfolio of VA Policies/] \n

Jiayi Zheng (2017): [students/Zheng_Jiayi.pdf /Efficient Greek Estimation for Variable Annuities using Monte Carlo Simulation/] \n
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== Undergraduate Research Students
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Iris (Mingyi) Jiang (2020): Update & maintain the vamc R package. Convergence proof for kernel estimators for American option pricing. \n

Cheryl (Ziyu) Chi (2020): Survey of robust portfolio optimization. \n 

Jasper Zhu (2019): Comparison study on efficient nested simulation methods and their application in American option pricing.\n

Hanson (Hengxin) Li (2018): Pricing and hedging of large portfolios of variable annuities. An R package vamc was developed.\n

Tony (Jiaxin) Liu (2016): Topics on portfolio optimization, CAPM, and diversification.\n
~~~

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