The following pages link to Huyên Pham (Q242758):
Displaying 50 items.
- An optimal trading problem in intraday electricity markets (Q253117) (← links)
- Long time asymptotics for fully nonlinear Bellman equations: a backward SDE approach (Q271868) (← links)
- Optimal switching for the pairs trading rule: a viscosity solutions approach (Q275316) (← links)
- Representation of non-Markovian optimal stopping problems by constrained BSDEs with a single jump (Q287772) (← links)
- Time discretization and quantization methods for optimal multiple switching problem (Q424519) (← links)
- Optimal consumption policies in illiquid markets (Q483699) (← links)
- Optimal investment with counterparty risk: a default-density model approach (Q484210) (← links)
- Discrete time McKean-Vlasov control problem: a dynamic programming approach (Q520347) (← links)
- Optimal quantization methods for nonlinear filtering with discrete-time observations (Q817977) (← links)
- A mixed singular/switching control problem for a dividend policy with reversible technology investment (Q930682) (← links)
- Backward SDEs with constrained jumps and quasi-variational inequalities (Q964784) (← links)
- On some recent aspects of stochastic control and their applications (Q980747) (← links)
- Stochastic control under progressive enlargement of filtrations and applications to multiple defaults risk management (Q988683) (← links)
- Impulse control problem on finite horizon with execution delay (Q1016624) (← links)
- Continuous-time stochastic control and optimization with financial applications (Q1018984) (← links)
- A closed-form solution to the problem of super-replication under transaction costs (Q1297907) (← links)
- Dynamic programming and mean-variance hedging (Q1297911) (← links)
- The fundamental theorem of asset pricing with cone constraints (Q1300412) (← links)
- Large deviation principle in nonparametric estimation of marked point processes (Q1304065) (← links)
- Mean-variance hedging for continuous processes: New proofs and examples (Q1381310) (← links)
- A large deviations approach to optimal long term investment (Q1424711) (← links)
- Sublinear price functionals under portfolio constraints (Q1567183) (← links)
- On quadratic hedging in continuous time (Q1574540) (← links)
- Explicit investment rules with time-to-build and uncertainty (Q1623999) (← links)
- Backward SDEs for optimal control of partially observed path-dependent stochastic systems: A control randomization approach (Q1661565) (← links)
- BSDEs with diffusion constraint and viscous Hamilton-Jacobi equations with unbounded data (Q1700380) (← links)
- Randomized filtering and Bellman equation in Wasserstein space for partial observation control problem (Q1713474) (← links)
- Wealth-path dependent utility maximization in incomplete markets (Q1776021) (← links)
- Large deviation probabilities in estimation of Poisson random measures (Q1805780) (← links)
- Smooth solutions to optimal investment models with stochastic volatilities and portfolio constraints (Q1861159) (← links)
- Minimizing shortfall risk and applications to finance and insurance problems (Q1872413) (← links)
- Dual formulation of the utility maximization problem under transaction costs (Q1872433) (← links)
- Optimal portfolio in partially observed stochastic volatility models. (Q1872462) (← links)
- Stochastic optimization under constraints. (Q1888753) (← links)
- Optimal investment under multiple defaults risk: a BSDE-decomposition approach (Q1948694) (← links)
- Neural networks-based backward scheme for fully nonlinear PDEs (Q2022970) (← links)
- Mean-field Markov decision processes with common noise and open-loop controls (Q2135276) (← links)
- A Mckean-Vlasov approach to distributed electricity generation development (Q2189475) (← links)
- Linear-quadratic control for a class of stochastic Volterra equations: solvability and approximation (Q2240882) (← links)
- A numerical algorithm for fully nonlinear HJB equations: an approach by control randomization (Q2248052) (← links)
- A coupled system of integrodifferential equations arising in liquidity risk model (Q2272162) (← links)
- Zero-sum stochastic differential games of generalized McKean-Vlasov type (Q2274021) (← links)
- Linear quadratic optimal control of conditional McKean-Vlasov equation with random coefficients and applications (Q2296086) (← links)
- Linear-quadratic McKean-Vlasov stochastic differential games (Q2337438) (← links)
- Feynman-Kac representation for Hamilton-Jacobi-Bellman IPDE (Q2354152) (← links)
- Randomized and backward SDE representation for optimal control of non-Markovian SDEs (Q2354894) (← links)
- Discrete time approximation of fully nonlinear HJB equations via BSDEs with nonpositive jumps (Q2354898) (← links)
- Feynman-Kac representation of fully nonlinear PDEs and applications (Q2355853) (← links)
- Stochastic optimisation and control applied to finance (Q2382317) (← links)
- A weak martingale approach to linear-quadratic Mckean-Vlasov stochastic control problems (Q2420787) (← links)
