Huyen Pham (LPMA

Identifiers

• name variant Huyen Pham (LPMA 0.60 · backfill

Papers (6)

1. Long time asymptotics for fully nonlinear Bellman equations: a Backward SDE approach math.PR · 2014 · author #3
2. Robust feedback switching control: dynamic programming and viscosity solutions math.PR · 2014 · author #3
3. Feynman-Kac representation of fully nonlinear PDEs and applications math.PR · 2014 · author #1
4. Long time asymptotics for optimal investment q-fin.PM · 2014 · author #1
5. Characterization of the optimal boundaries in reversible investment problems math.PR · 2012 · author #2
6. Optimal High Frequency Trading with limit and market orders q-fin.TR · 2011 · author #2

Mentions

• 1106.5040 #2 · backfill · confidence 0.70 Huyen Pham (LPMA

Frequent Coauthors

• CREST) 6 shared papers
• Andrea Cosso (LPMA) 2 shared papers
• Erhan Bayraktar 1 shared papers
• Fabien Guilbaud (LPMA) 1 shared papers
• Marco Fuhrman 1 shared papers
• Salvatore Federico 1 shared papers