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~person:"Pham, Huyên"
~subject:"Derivat"
~subject:"Derivative"
~subject:"Theorie"
~type_genre:"Article in journal"
~type_genre:"Forschungsbericht"
~type_genre:"Graue Literatur"
~type_genre:"Non-commercial literature"
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Pham, Huyên
Broll, Udo
126
Lien, Da-hsiang Donald
66
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59
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44
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22
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11
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11
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10
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10
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9
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9
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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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7
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7
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2
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1
Mean-variance hedging for continuous processes : new proofs and examples
Pham, Huyên
;
Rheinländer, Thorsten
;
Schweizer, Martin
-
1997
Persistent link: https://www.econbiz.de/10009632600
Saved in:
2
Mean-variance hedging for partially observed drift processes
Pham, Huyên
- In:
International journal of theoretical and applied finance
4
(
2001
)
2
,
pp. 263-284
Persistent link: https://www.econbiz.de/10001578695
Saved in:
3
A closed-form solution to the problem of super-replication under transaction costs
Cvitanić, Jakša
;
Pham, Huyên
;
Touzi, Nizar
- In:
Finance and stochastics
3
(
1999
)
1
,
pp. 35-54
Persistent link: https://www.econbiz.de/10001367451
Saved in:
4
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/10001367656
Saved in:
5
Mean-variance hedging and numéraire
Gouriéroux, Christian
- In:
Mathematical finance : an international journal of …
8
(
1998
)
3
,
pp. 179-200
Persistent link: https://www.econbiz.de/10001245923
Saved in:
6
Mean-variance hedging for continuous processes : new proofs and examples
Pham, Huyên
- In:
Finance and stochastics
2
(
1998
)
2
,
pp. 173-198
Persistent link: https://www.econbiz.de/10001235406
Saved in:
7
Local risk-minimization under transaction costs
Lamberton, Damien
;
Pham, Huyên
;
Schweizer, Martin
-
1998
Persistent link: https://www.econbiz.de/10000992328
Saved in:
8
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:
9
Quadratic hedging and numeraire
Gouriéroux, Christian
;
Laurent, Jean-Paul
;
Pham, Huyên
-
1995
Persistent link: https://www.econbiz.de/10000924110
Saved in:
10
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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