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Mean-variance hedging and numeraire
Gouriéroux, Christian; Laurent, Jean-Paul; Pham, Huyên - 1996
Persistent link: https://www.econbiz.de/10000950071
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Large deviations in estimation of an Ornstein-Uhlenbeck model
Florens-Landais, D.; Pham, Huyên - 1996
Persistent link: https://www.econbiz.de/10000950707
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Option pricing under transaction costs : a martingale approach
Koehl, Pierre-François; Pham, Huyên; Touzi, Nizar - 1996
Persistent link: https://www.econbiz.de/10000950709
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Local risk-minimization under transaction costs
Lamberton, Damien; Pham, Huyên; Schweizer, Martin - 1998
Persistent link: https://www.econbiz.de/10000992328
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Sublinear price functionals under portfolio constraints
Koehl, Pierre-François; Pham, Huyên - 1997
Persistent link: https://www.econbiz.de/10000980276
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Arbitrage and super-replication cost with convex constraints
Carassus, Laurence; Pham, Huyên; Touzi, Nizar - 1997
Persistent link: https://www.econbiz.de/10000980462
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The fundamental theorem of asset pricing with cone constraints
Pham, Huyên; Touzi, Nizar - In: Journal of mathematical economics 31 (1999) 2, pp. 265-279
Persistent link: https://www.econbiz.de/10001415905
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No arbitrage in discrete time under portfolio constraints
Carassus, Laurence; Pham, Huyên; Touzi, Nizar - In: Mathematical finance : an international journal of … 11 (2001) 3, pp. 315-329
Persistent link: https://www.econbiz.de/10001651141
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Equilibrium price in intraday electricity markets
Aïd, René; Cosso, Andrea; Pham, Huyên - In: Mathematical finance : an international journal of … 32 (2022) 2, pp. 517-554
Persistent link: https://www.econbiz.de/10013164558
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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