Narrow search
Showing 1 - 5 of 5
Cover Image
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
Cover Image
Optimal investment on finite horizon with random discrete order flow in illiquid markets
Gassiat, Paul; Pham, Huyên; Sı̂rbu, Mihai - In: International journal of theoretical and applied finance 14 (2011) 1, pp. 17-40
Persistent link: https://www.econbiz.de/10008908395
Cover Image
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
Cover Image
Multi-factor jump-diffusion models of electricity prices
Meyer-Brandis, Thilo; Tankov, Peter - In: International journal of theoretical and applied finance 11 (2008) 5, pp. 503-528
Persistent link: https://www.econbiz.de/10003759939
Cover Image
Tracking errors from discrete hedging in exponential Lévy models
Brodén, Mats; Tankov, Peter - In: International journal of theoretical and applied finance 14 (2011) 6, pp. 803-837
Persistent link: https://www.econbiz.de/10009381005