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Optimal consumption policies in illiquid markets
Cretarola, Alessandra; Gozzi, Fausto; Pham, Huyên; … - In: Finance and stochastics 15 (2011) 1, pp. 85-115
Persistent link: https://www.econbiz.de/10008824131
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Optimal stopping, free boundary and American option in a jump diffusion model
Pham, Huyên - 1995
Persistent link: https://www.econbiz.de/10000912011
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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
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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
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Some applications and methods of large deviations in finance and insurance
Pham, Huyên - In: Paris Princeton lectures on mathematical finance 3 (2004), pp. 191-244
Persistent link: https://www.econbiz.de/10009357087
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A large deviations approach to optimal long term investment
Pham, Huyên - In: Finance and stochastics 7 (2003) 2, pp. 169-195
Persistent link: https://www.econbiz.de/10001762732
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Explicit solution to an irreversible investement model with a stochastic production capacity
Pham, Huyên - In: From stochastic calculus to mathematical finance : the …, (pp. 547-565). 2006
Persistent link: https://www.econbiz.de/10003287171
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Continuous-time stochastic control and optimization with financial applications
Pham, Huyên - 2009
Persistent link: https://www.econbiz.de/10012878385
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Intertemporal equilibrium risk premia in a stochastic volatility model
Pham, Huyên; Touzi, Nizar - 1993
Persistent link: https://www.econbiz.de/10000878550
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Sublinear price functionals under portfolio constraints
Koehl, Pierre-François; Pham, Huyên - 1997
Persistent link: https://www.econbiz.de/10000980276