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~person:"Pham, Huyên"
~subject:"CAPM"
~subject:"Dynamische Optimierung"
~subject:"Portfolio-Management"
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Pham, Huyên
Post, Thierry
24
Escobar, Marcos
20
Kraft, Holger
16
Platen, Eckhard
16
Topaloglou, Nikolas
14
Leung, Tim
13
Föllmer, Hans
12
Wong, Wing Keung
12
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11
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10
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10
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10
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9
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9
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9
Evstigneev, Igor V.
9
Fouque, Jean-Pierre
9
Guidolin, Massimo
9
Liang, Zongxia
9
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9
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9
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9
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9
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9
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8
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8
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8
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8
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8
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8
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8
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7
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7
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7
Guan, Guohui
7
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7
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7
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7
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International journal of theoretical and applied finance
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Journal of economic dynamics & control
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Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Mathematical modeling and numerical methods in finance : special volume
1
Stochastic modelling and applied probability
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ECONIS (ZBW)
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1
Explicit investment rules with time-to-build and uncertainty
Aïd, René
;
Federico, Salvatore
;
Pham, Huyên
; …
- In:
Journal of economic dynamics & control
51
(
2015
),
pp. 240-256
Persistent link: https://www.econbiz.de/10011474400
Saved in:
2
Optimal investment on finite horizon with random discrete order flow in illiquid markets
Gassiat, Paul
;
Pham, Huyên
;
Sı̂rbu, Mihai
- In:
International journal of theoretical and applied finance
14
(
2011
)
1
,
pp. 17-40
Persistent link: https://www.econbiz.de/10008908395
Saved in:
3
Numerical approximation by quantization of control problems in finance under partial observations
Pham, Huyên
;
Corsi, Marco
;
Runggaldier, Wolfgang J.
-
2009
Persistent link: https://www.econbiz.de/10003827001
Saved in:
4
Continuous-time stochastic control and optimization with financial applications
Pham, Huyên
-
2009
Persistent link: https://www.econbiz.de/10012878385
Saved in:
5
A model of optimal consumption under liquidity risk with random trading times
Pham, Huyên
;
Tankov, Peter
- In:
Mathematical finance : an international journal of …
18
(
2008
)
4
,
pp. 613-627
Persistent link: https://www.econbiz.de/10003769020
Saved in:
6
Arbitrage and super-replication cost with convex constraints
Carassus, Laurence
;
Pham, Huyên
;
Touzi, Nizar
-
1997
Persistent link: https://www.econbiz.de/10000980462
Saved in:
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