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Optimal stopping, free boundary and American option in a jump diffusion model
Pham, Huyên - 1995
Persistent link: https://www.econbiz.de/10000912011
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Optimal hedging in continuous time with futures and forward contracts in a stochastic interest rate environment
Pham, Huyên - 1993
Persistent link: https://www.econbiz.de/10000878560
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China's trade patterns and international comparative advantage
Zhang, Xiaoguang - 2000
Persistent link: https://www.econbiz.de/10001364439
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Research on the mode and countermeasure of closed supply chain management about green agriculture products logistics system
Zhang, Xiaolin; Zhang, Xiaodong - 2013
Persistent link: https://www.econbiz.de/10010188096
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Temperature and low-stakes cognitive performance
Zhang, Xin; Chen, Xi; Zhang, Xiaobo - In: Journal of the Association of Environmental and … 11 (2024) 1, pp. 75-96
Persistent link: https://www.econbiz.de/10014428198
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Quadratic hedging and numeraire
Gouriéroux, Christian; Laurent, Jean-Paul; Pham, Huyên - 1995
Persistent link: https://www.econbiz.de/10000924110
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Mean-variance hedging and numéraire
Gouriéroux, Christian - In: Mathematical finance : an international journal of … 8 (1998) 3, pp. 179-200
Persistent link: https://www.econbiz.de/10001245923
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Local risk-minimization under transaction costs
Lamberton, Damien; Pham, Huyên; Schweizer, Martin - 1998
Persistent link: https://www.econbiz.de/10000992328
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Sublinear price functionals under portfolio constraints
Koehl, Pierre-François; Pham, Huyên - In: Journal of mathematical economics 33 (2000) 3, pp. 339-351
Persistent link: https://www.econbiz.de/10001486490
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No arbitrage in discrete time under portfolio constraints
Carassus, Laurence; Pham, Huyên; Touzi, Nizar - In: Mathematical finance : an international journal of … 11 (2001) 3, pp. 315-329
Persistent link: https://www.econbiz.de/10001651141