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Explicit solution to an irreversible investement model with a stochastic production capacity
Pham, Huyên - In: From stochastic calculus to mathematical finance : the …, (pp. 547-565). 2006
Persistent link: https://www.econbiz.de/10003287171
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Continuous-time stochastic control and optimization with financial applications
Pham, Huyên - 2009
Persistent link: https://www.econbiz.de/10012878385
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A model of optimal consumption under liquidity risk with random trading times
Pham, Huyên; Tankov, Peter - In: Mathematical finance : an international journal of … 18 (2008) 4, pp. 613-627
Persistent link: https://www.econbiz.de/10003769020
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Numerical approximation by quantization of control problems in finance under partial observations
Pham, Huyên; Corsi, Marco; Runggaldier, Wolfgang J. - 2009
Persistent link: https://www.econbiz.de/10003827001
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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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Dynamic optimal control model for profit maximization of software product under the influence of promotional effort
Kapur, P. K.; Pham, Hoang; Kumar, Vijay; Anand, Adarsh - In: The journal of high technology management research 23 (2012) 2, pp. 122-129
Persistent link: https://www.econbiz.de/10009673654