Narrow search
Showing 1 - 7 of 7
Cover Image
Optimal stopping, free boundary and American option in a jump diffusion model
Pham, Huyên - 1995
Persistent link: https://www.econbiz.de/10000912011
Cover Image
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
Cover Image
Sublinear price functionals under portfolio constraints
Koehl, Pierre-François; Pham, Huyên - 1997
Persistent link: https://www.econbiz.de/10000980276
Cover Image
Arbitrage and super-replication cost with convex constraints
Carassus, Laurence; Pham, Huyên; Touzi, Nizar - 1997
Persistent link: https://www.econbiz.de/10000980462
Cover Image
Quadratic hedging and numeraire
Gouriéroux, Christian; Laurent, Jean-Paul; Pham, Huyên - 1995
Persistent link: https://www.econbiz.de/10000924110
Cover Image
Large deviations in estimation of an Ornstein-Uhlenbeck model
Florens-Landais, D.; Pham, Huyên - 1996
Persistent link: https://www.econbiz.de/10000950707
Cover Image
Option pricing under transaction costs : a martingale approach
Koehl, Pierre-François; Pham, Huyên; Touzi, Nizar - 1996
Persistent link: https://www.econbiz.de/10000950709