Narrow search
Showing 1 - 4 of 4
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
Approximate indifference pricing in exponential Lévy models
Ménassé, Clément; Tankov, Peter - In: Applied mathematical finance 23 (2016) 3/4, pp. 197-235
Persistent link: https://www.econbiz.de/10011704228