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type_genre:"Sammlung"
~language:"dan"
~language:"eng"
~person:"Pham, Huyên"
~subject:"Börsenkurs"
~subject:"Theory"
~type_genre:"Amtsdruckschrift"
~type_genre:"Handbook"
~type_genre:"Handbuch"
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Pham, Huyên
Gouriéroux, Christian
37
Robert, Christian P.
36
Sheth, Jagdish N.
22
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17
Guégan, Dominique
16
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13
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10
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9
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9
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9
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8
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8
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8
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8
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8
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8
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8
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8
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8
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8
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7
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7
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7
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7
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7
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6
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ECONIS (ZBW)
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1
Sublinear price functionals under portfolio constraints
Koehl, Pierre-François
;
Pham, Huyên
-
1997
Persistent link: https://www.econbiz.de/10000980276
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2
Arbitrage and super-replication cost with convex constraints
Carassus, Laurence
;
Pham, Huyên
;
Touzi, Nizar
-
1997
Persistent link: https://www.econbiz.de/10000980462
Saved in:
3
Large deviations in estimation of an Ornstein-Uhlenbeck model
Florens-Landais, D.
;
Pham, Huyên
-
1996
Persistent link: https://www.econbiz.de/10000950707
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4
Option pricing under transaction costs : a martingale approach
Koehl, Pierre-François
;
Pham, Huyên
;
Touzi, Nizar
-
1996
Persistent link: https://www.econbiz.de/10000950709
Saved in:
5
Optimal stopping, free boundary and American option in a jump diffusion model
Pham, Huyên
-
1995
Persistent link: https://www.econbiz.de/10000912011
Saved in:
6
Quadratic hedging and numeraire
Gouriéroux, Christian
;
Laurent, Jean-Paul
;
Pham, Huyên
-
1995
Persistent link: https://www.econbiz.de/10000924110
Saved in:
7
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:
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