Hongtao Yang

Hongtao Yang is an Associate Professor in the Department of Mathematical Sciences at the University of Nevada, Las Vegas (UNLV). His research focuses on numerical analysis and its applications, particularly in computational finance and numerical methods for partial differential equations. He is affiliated with the Center for Applied Math & Statistics at SEB Program Group.

His expertise includes pricing financial derivatives, calibrating interest rate models, and developing numerical methods for complex financial and engineering problems. Key areas of application include option pricing under stochastic volatility models, supply chain optimization with environmental considerations, and tax policy modeling using stochastic differential equations.

Recent work emphasizes regime-switching models in finance, low-carbon supply chain collaboration strategies, and advanced numerical techniques like finite volume and discontinuous Galerkin methods. His research bridges theoretical numerical analysis with practical applications in economics, environmental policy, and computational finance.

Dr. Yang's articles highlight contributions to American option valuation, carbon emissions reduction strategies, and stochastic control in financial systems. He has developed innovative numerical algorithms addressing free boundary problems and multi-objective optimization challenges.