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Results:
1-7
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Results: 7
Authors:
Pham, Huyên
Citation: Pham, Huyên, Minimizing Shortfall Risk and Applications to Finance and Insurance Problems, Annals of applied probability , 12(1), 2002, pp. 143-172
Authors:
Jiao, Ying
Kharroubi, Idris
Pham, Huyên
Citation: Jiao, Ying et al., Optimal investment under multiple defaults risk: A BSDE-decomposition approach, Annals of applied probability , 23(2), 2013, pp. 455-491
Authors:
Bandini, Elena
Cosso, Andrea
Fuhrman, Marco
Pham, Huyên
Citation: Bandini, Elena et al., Backward SDEs for optimal control of partially observed path-dependent stochastic systems: A control randomization approach, Annals of applied probability , 28(3), 2018, pp. 1634-1678
Authors:
Kharroubi, Idris
Pham, Huyên
Citation: Kharroubi, Idris et Pham, Huyên, Feynman.Kac representation for Hamilton.Jacobi.Bellman IPDE, Annals of probability (Online) , 43(5), 2015, pp. 1823-1865
Authors:
Kharroubi, Idris
Pham, Huyên
Citation: Kharroubi, Idris et Pham, Huyên, Feynman.Kac representation for Hamilton.Jacobi.Bellman IPDE, Annals of probability , 43(4), 2015, pp. 1823-1865
Authors:
Fuhrman, Marco
Pham, Huyên
Citation: Fuhrman, Marco et Pham, Huyên, Randomized and backward SDE representation for optimal control of non-Markovian SDEs, Annals of applied probability , 25(4), 2015, pp. 2134-2167
Authors:
Kharroubi, Idris
Langrené, Nicolas
Pham, Huyên
Citation: Kharroubi, Idris et al., Discrete time approximation of fully nonlinear HJB equations via BSDEs with nonpositive jumps, Annals of applied probability , 25(4), 2015, pp. 2301-2338
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1-7
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