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Mean-variance hedging for part...
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Portfolio selection
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12
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7
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Pham, Huyên
47
Guilbaud, Fabien
6
Touzi, Nizar
6
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5
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3
Gouriéroux, Christian
3
Koehl, Pierre-François
3
Laurent, Jean-Paul
3
Nicolle, Johann
3
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3
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2
Carassus, Laurence
2
Fodra, Pietro
2
Hamdouche, Mohamed
2
Henry-Labordere, Pierre
2
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2
Pham, Huyen
2
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8
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7
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6
Mathematical finance : an international journal of mathematics, statistics and financial theory
4
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2
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1
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1
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1
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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ECONIS (ZBW)
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1
A large deviations approach to optimal long term investment
Pham, Huyên
- In:
Finance and stochastics
7
(
2003
)
2
,
pp. 169-195
Persistent link: https://www.econbiz.de/10001762732
Saved in:
2
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
Saved in:
3
Continuous-time stochastic control and optimization with financial applications
Pham, Huyên
-
2009
Persistent link: https://www.econbiz.de/10012878385
Saved in:
4
Optimal stopping, free boundary and American option in a jump diffusion model
Pham, Huyên
-
1995
Persistent link: https://www.econbiz.de/10000912011
Saved in:
5
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
Saved in:
6
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
Saved in:
7
Quadratic hedging and numeraire
Gouriéroux, Christian
;
Laurent, Jean-Paul
;
Pham, Huyên
-
1995
Persistent link: https://www.econbiz.de/10000924110
Saved in:
8
Sublinear price functionals under portfolio constraints
Koehl, Pierre-François
;
Pham, Huyên
-
1997
Persistent link: https://www.econbiz.de/10000980276
Saved in:
9
Arbitrage and super-replication cost with convex constraints
Carassus, Laurence
;
Pham, Huyên
;
Touzi, Nizar
-
1997
Persistent link: https://www.econbiz.de/10000980462
Saved in:
10
Mean-variance hedging and numeraire
Gouriéroux, Christian
;
Laurent, Jean-Paul
;
Pham, Huyên
-
1996
Persistent link: https://www.econbiz.de/10000950071
Saved in:
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