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Opinion dynamics in communities with major influencers and implicit social influence via mean-field approximation
Coculescu, Delia
;
Motte, Médéric
;
Pham, Huyên
- In:
Mathematics and financial economics
18
(
2024
)
2/3
,
pp. 333-377
Persistent link: https://www.econbiz.de/10015189206
Saved in:
2
Semi-Markov model for market microstructure
Fodra, Pietro
;
Pham, Huyên
- In:
Applied mathematical finance
22
(
2015
)
3/4
,
pp. 261-265
Persistent link: https://www.econbiz.de/10011436207
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3
Regime-switching stochastic volatility model : estimation and calibration to VIX options
Goutte, Stéphane
;
Ismail, Amine
;
Pham, Huyên
- In:
Applied mathematical finance
24
(
2017
)
1/2
,
pp. 38-75
Persistent link: https://www.econbiz.de/10011746993
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4
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
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5
A McKean-Vlasov approach to distributed electricity generation development
Aïd, René
;
Basei, Matteo
;
Pham, Huyên
- In:
Mathematical methods of operations research : ZOR
91
(
2020
)
2
,
pp. 269-310
Persistent link: https://www.econbiz.de/10012229535
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6
Algorithmic trading in a microstructural limit order book model
Abergel, Frédéric
;
Huré, Côme
;
Pham, Huyên
- In:
Quantitative finance
20
(
2020
)
8
,
pp. 1263-1283
Persistent link: https://www.econbiz.de/10012262662
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7
Bayesian learning for the Markowitz portfolio selection problem
De Franco, Carmine
;
Nicolle, Johann
;
Pham, Huyên
- In:
International journal of theoretical and applied finance
22
(
2019
)
7
,
pp. 1-40
Persistent link: https://www.econbiz.de/10012153463
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8
Portfolio diversification and model uncertainty : a robust dynamic mean-variance approach
Pham, Huyên
;
Wei, Xiaoli
;
Zhou, Chao
- In:
Mathematical finance : an international journal of …
32
(
2022
)
1
,
pp. 349-404
Persistent link: https://www.econbiz.de/10012815967
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9
Optimal consumption with reference to past spending maximum
Deng, Shuoqing
;
Li, Xun
;
Pham, Huyên
;
Yu, Xiang
- In:
Finance and stochastics
26
(
2022
)
2
,
pp. 217-266
Persistent link: https://www.econbiz.de/10013197576
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10
Policy gradient learning methods for stochastic control with exit time and applications to share repurchase pricing
Hamdouche, Mohamed
;
Henry-Labordere, Pierre
;
Pham, Huyên
- In:
Applied mathematical finance
29
(
2022
)
6
,
pp. 439-456
Persistent link: https://www.econbiz.de/10014390280
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