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Huyën PHAM
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 Related authors
 TANKOV, Peter
TOUZI, Nizar
BOUCHARD, Bruno
GOURIEROUX, Christian
LAURENT, Jean-Paul
FLORENS, Danielle
| | Working papers and articles: (8)
 Optimal consumption policies in illiquid markets 
Alessandra Cretarola & Fausto Gozzi & Huyën PHAM
& Peter TANKOV
(2008)
Wealth-path dependent utility maximization in incomplete markets
Bruno BOUCHARD
& Huyën PHAM
(2004)
Sublinear price functionals under portfolio constraints
Koehl, Pierre-F. & PHAM, Huyën
(2000)
Dynamic programming and mean-variance hedging
Huyën PHAM
& Jean Paul Laurent (1999)
Large deviation principle in nonparametric estimation of marked point processes
FLORENS, Danielle
& PHAM, Huyën
(1999)
The fundamental theorem of asset pricing with cone constraints
PHAM, Huyën
& TOUZI, Nizar
(1999)
A closed-form solution to the problem of super-replication under transaction costs
Huyën PHAM
& Nizar TOUZI
& Jaksa Cvitanic (1999)
Mean-variance hedging and numeraire
GOURIEROUX, Christian
& LAURENT, Jean-Paul
& PHAM, Huyën
(1996)
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