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Pham, Huyên
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Finance and stochastics
Série des documents de travail / Centre de Recherche en Économie et Statistique
8
Mathematical finance : an international journal of mathematics, statistics and financial theory
7
Stochastic Processes and their Applications
7
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
6
Working Papers / HAL
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Finance and Stochastics
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Mathematical Finance
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The journal of impact and ESG investing
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Applied mathematical finance
3
International journal of theoretical and applied finance
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Journal of mathematical economics
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The journal of computational finance
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Discussion papers of interdisciplinary research project 373
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Economics Papers from University Paris Dauphine
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Insurance / Mathematics & economics
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Mathematical finance : an international journal of mathematics, statistics and financial economics
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SFB 373 Discussion Paper
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SFB 373 Discussion Papers
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The journal of asset management : a major new, international quarterly journal for the financial community
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Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification : CEPREMAP
1
Computational Statistics
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Digital finance : smart data analytics, investment innovation, and financial technology
1
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
From stochastic calculus to mathematical finance : the Shiryaev Festschrift ; [Second Bachelier Colloquium on Stochastic Calculus and Probability, Metabief, France, January 9 - 15, 2005]
1
Insurance: Mathematics and Economics
1
International Journal of Theoretical and Applied Finance (IJTAF)
1
Journal of Economic Dynamics and Control
1
Journal of economic dynamics & control
1
Mathematical Methods of Operations Research
1
Mathematical methods of operations research
1
Mathematical methods of operations research : ZOR
1
Mathematical modeling and numerical methods in finance : special volume
1
Mathematics of operations research
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Numerical methods in finance : Bordeaux, June 2010
1
Paris Princeton lectures on mathematical finance
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A large deviations approach to optimal long term investment
Pham, Huyên
- In:
Finance and stochastics
7
(
2003
)
2
,
pp. 169-195
Persistent link: https://www.econbiz.de/10001762732
Saved in:
2
Mean-variance hedging for continuous processes : new proofs and examples
Pham, Huyên
- In:
Finance and stochastics
2
(
1998
)
2
,
pp. 173-198
Persistent link: https://www.econbiz.de/10001235406
Saved in:
3
Wealth-path dependent utility maximization in incomplete markets
Bouchard, Bruno
;
Pham, Huyên
- In:
Finance and stochastics
8
(
2004
)
4
,
pp. 579-603
Persistent link: https://www.econbiz.de/10002261514
Saved in:
4
Optimal consumption policies in illiquid markets
Cretarola, Alessandra
;
Gozzi, Fausto
;
Pham, Huyên
; …
- In:
Finance and stochastics
15
(
2011
)
1
,
pp. 85-115
Persistent link: https://www.econbiz.de/10008824131
Saved in:
5
A model of optimal portfolio selection under liquidity risk and price impact
Vath, Vathana Ly
;
Mnif, Mohamed
;
Pham, Huyên
- In:
Finance and stochastics
11
(
2007
)
1
,
pp. 51-90
Persistent link: https://www.econbiz.de/10003410636
Saved in:
6
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
Saved in:
7
A closed-form solution to the problem of super-replication under transaction costs
Cvitanić, Jakša
;
Pham, Huyên
;
Touzi, Nizar
- In:
Finance and stochastics
3
(
1999
)
1
,
pp. 35-54
Persistent link: https://www.econbiz.de/10001367451
Saved in:
8
Dynamic programming and mean-variance hedging
Laurent, Jean Paul
;
Pham, Huyên
- In:
Finance and stochastics
3
(
1999
)
1
,
pp. 83-110
Persistent link: https://www.econbiz.de/10001367656
Saved in:
9
Optimal investment with counterparty risk: a default-density model approach
Jiao, Ying
;
Pham, Huyên
- In:
Finance and stochastics
15
(
2011
)
4
,
pp. 725-754
Persistent link: https://www.econbiz.de/10009805450
Saved in:
10
A large deviations approach to optimal long term investment
Pham, Huyên
- In:
Finance and stochastics
7
(
2003
)
2
,
pp. 169-196
Persistent link: https://www.econbiz.de/10008215831
Saved in:
1
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