//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~accessRights:"restricted"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
A model of optimal consumption...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
12
Theory
12
Stochastic process
8
Stochastischer Prozess
8
Portfolio selection
6
Option pricing theory
5
Optionspreistheorie
5
Portfolio-Management
5
Incomplete market
4
Volatility
4
Volatilität
4
Decision under uncertainty
3
Dynamic programming
3
Electric power industry
3
Elektrizitätswirtschaft
3
Entscheidung unter Unsicherheit
3
Erneuerbare Energie
3
Hedging
3
Markov chain
3
Markov-Kette
3
Renewable energy
3
Risiko
3
Risk
3
Utility maximization
3
quadratic hedging
3
Bayesian learning
2
Börsenkurs
2
Climate change
2
Delay equations
2
Energiemarkt
2
Energy market
2
Forecasting model
2
Investitionsentscheidung
2
Investment decision
2
Irreversible investments
2
Klimawandel
2
Kunita-Watanabe projection
2
L2-projection
2
Learning process
2
Lernprozess
2
more ...
less ...
Online availability
All
Undetermined
Free
70
Type of publication
All
Article
55
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
22
Aufsatz in Zeitschrift
22
Aufsatz im Buch
5
Book section
5
Conference paper
2
Konferenzbeitrag
2
Aufsatzsammlung
1
more ...
less ...
Language
All
English
31
Undetermined
25
Author
All
Pham, Huyên
29
Tankov, Peter
17
Pham, Hoang
5
Aïd, René
4
Cosso, Andrea
2
De Franco, Carmine
2
Federico, Salvatore
2
Florens, Danielle
2
Ismail, Amine
2
Jiao, Ying
2
TANKOV, PETER
2
Villeneuve, Bertrand
2
Wei, Xiaoli
2
Zhou, Chao
2
Abergel, Frédéric
1
Aid, René
1
Alonzo, Bastien
1
BRODÉN, MATS
1
Basei, Matteo
1
Bouchard, Bruno
1
Bruder, Benjamin
1
Changchit, Chuleeporn
1
Chau, Huy N.
1
Choukroun, Sébastien
1
Cretarola, Alessandra
1
Cutshall, Robert
1
De Angelis, Tiziano
1
Deng, Shuoqing
1
Drobinski, Philippe
1
Flora, Maria
1
Fodra, Pietro
1
Féron, Olivier
1
GASSIAT, PAUL
1
Gassiat, Paul
1
Goutte, Stéphane
1
Gozzi, Fausto
1
Grbac, Zorana
1
Gruet, Pierre
1
Guilbaud, Fabien
1
Guo, Xin
1
more ...
less ...
Published in...
All
Stochastic Processes and their Applications
10
Applied mathematical finance
4
Finance and Stochastics
4
International Journal of Theoretical and Applied Finance (IJTAF)
3
Mathematical Finance
3
Mathematics and financial economics
3
Finance and stochastics
2
Reliability and quality management in stochastic systems
2
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
1
Annals of operations research
1
Asia-Pacific Financial Markets
1
Computational Statistics
1
Digital finance : smart data analytics, investment innovation, and financial technology
1
Energy economics
1
Insurance: Mathematics and Economics
1
International journal of forecasting
1
International journal of production research
1
International journal of theoretical and applied finance
1
Journal of Economic Dynamics and Control
1
Journal of Multivariate Analysis
1
Journal of economic dynamics & control
1
Journal of internet commerce
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Mathematical Methods of Operations Research
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Mathematical methods of operations research : ZOR
1
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
1
Quantitative Finance
1
Quantitative finance
1
Recent advances in optimization theory and applications
1
Statistics & Probability Letters
1
Technovation : the international journal of technological innovation, entrepreneurship and technology management
1
more ...
less ...
Source
All
ECONIS (ZBW)
28
RePEc
25
Other ZBW resources
3
Showing
1
-
10
of
56
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Semi-Markov model for market microstructure
Fodra, Pietro
;
Pham, Huyên
- In:
Applied mathematical finance
22
(
2015
)
3/4
,
pp. 261-265
Persistent link: https://www.econbiz.de/10011436207
Saved in:
2
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
Saved in:
3
Optimal consumption with reference to past spending maximum
Deng, Shuoqing
;
Li, Xun
;
Pham, Huyên
;
Yu, Xiang
- In:
Finance and stochastics
26
(
2022
)
2
,
pp. 217-266
Persistent link: https://www.econbiz.de/10013197576
Saved in:
4
Portfolio diversification and model uncertainty : a robust dynamic mean-variance approach
Pham, Huyên
;
Wei, Xiaoli
;
Zhou, Chao
- In:
Mathematical finance : an international journal of …
32
(
2022
)
1
,
pp. 349-404
Persistent link: https://www.econbiz.de/10012815967
Saved in:
5
A McKean-Vlasov approach to distributed electricity generation development
Aïd, René
;
Basei, Matteo
;
Pham, Huyên
- In:
Mathematical methods of operations research : ZOR
91
(
2020
)
2
,
pp. 269-310
Persistent link: https://www.econbiz.de/10012229535
Saved in:
6
Algorithmic trading in a microstructural limit order book model
Abergel, Frédéric
;
Huré, Côme
;
Pham, Huyên
- In:
Quantitative finance
20
(
2020
)
8
,
pp. 1263-1283
Persistent link: https://www.econbiz.de/10012262662
Saved in:
7
Bayesian learning for the Markowitz portfolio selection problem
De Franco, Carmine
;
Nicolle, Johann
;
Pham, Huyên
- In:
International journal of theoretical and applied finance
22
(
2019
)
7
,
pp. 1-40
Persistent link: https://www.econbiz.de/10012153463
Saved in:
8
Regime-switching stochastic volatility model : estimation and calibration to VIX options
Goutte, Stéphane
;
Ismail, Amine
;
Pham, Huyên
- In:
Applied mathematical finance
24
(
2017
)
1/2
,
pp. 38-75
Persistent link: https://www.econbiz.de/10011746993
Saved in:
9
Differential learning methods for solving fully nonlinear PDEs
Lefebvre, William
;
Loeper, Grégoire
;
Pham, Huyên
- In:
Digital finance : smart data analytics, investment …
5
(
2023
)
1
,
pp. 183-229
Persistent link: https://www.econbiz.de/10014251572
Saved in:
10
Policy gradient learning methods for stochastic control with exit time and applications to share repurchase pricing
Hamdouche, Mohamed
;
Henry-Labordere, Pierre
;
Pham, Huyên
- In:
Applied mathematical finance
29
(
2022
)
6
,
pp. 439-456
Persistent link: https://www.econbiz.de/10014390280
Saved in:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->