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Pham, Huyên
15
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2
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1
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OLC EcoSci
ECONIS (ZBW)
75
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1
Portfolio insurance under a risk-measure constraint
De Franco, Carmine
;
Tankov, Peter
- In:
Insurance / Mathematics & economics
49
(
2011
)
3
,
pp. 361-371
Persistent link: https://www.econbiz.de/10009807363
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2
On quadratic hedging in continuous time
Pham, Huyên
- In:
Mathematical methods of operations research
51
(
2000
)
2
,
pp. 315-340
Persistent link: https://www.econbiz.de/10006624564
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3
Local Risk-Minimization Under Transaction Costs
Lamberton, Damien
;
Pham, Huyên
;
Schweizer, Martin
- In:
Mathematics of operations research
23
(
1998
)
3
,
pp. 585-612
Persistent link: https://www.econbiz.de/10006419788
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4
The fundamental theorem of asset pricing with cone constraints
Pham, Huyên
;
Touzi, Nizar
- In:
Journal of mathematical economics
31
(
1999
)
2
,
pp. 265-280
Persistent link: https://www.econbiz.de/10006052953
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5
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
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6
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
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7
ARTICLES - 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. 315-330
Persistent link: https://www.econbiz.de/10008216988
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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/10008218081
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9
A closed-form solution to the problem of super-replication under transaction costs
Cvitanic, Jaksa
;
Pham, Huyên
;
Touzi, Nizar
- In:
Finance and stochastics
3
(
1999
)
1
,
pp. 35-54
Persistent link: https://www.econbiz.de/10008218083
Saved in:
10
Mean-variance hedging for continuous processes: New proofs and examples
Pham, Huyên
;
Rheinländer, Thorsten
;
Schweizer, Martin
- In:
Finance and stochastics
2
(
1998
)
2
,
pp. 173-198
Persistent link: https://www.econbiz.de/10008218815
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