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From stochastic calculus to mathematical finance : the Shiryaev Festschrift ; [Second Bachelier Colloquium on Stochastic Calculus and Probability, Metabief, France, January 9 - 15, 2005]
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Journal of economic dynamics & control
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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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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2
Continuous-time stochastic control and optimization with financial applications
Pham, Huyên
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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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4
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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5
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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