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Mean-variance hedging for partially observed drift processes
Pham, Huyên - In: International journal of theoretical and applied finance 4 (2001) 2, pp. 263-284
Persistent link: https://www.econbiz.de/10001578695
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Max-min optimization problem for variable annuities pricing
Blanchet-Scalliet, Christophette; Chevalier, Etienne; … - In: International journal of theoretical and applied finance 18 (2015) 8, pp. 1-35
Persistent link: https://www.econbiz.de/10011419373
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Switching to nonaffine stochastic volatility : a closed-form expansion for the inverse gamma model
Langrené, Nicolas; Lee, Geoffrey; Zhu, Zili - In: International journal of theoretical and applied finance 19 (2016) 5, pp. 1-37
Persistent link: https://www.econbiz.de/10011525109
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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
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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