H. Pham
Author
Alternate names Huy G. Pham, H.G. Pham, H. Pham, Huyên Pham
Institutions École Polytechnique, Centre de Mathématiques Appliquées
Past institutions École Polytechnique, Centre de Mathématiques Appliquées, University of California, Berkeley, Laboratoire de Probabilités et Modèles Aléatoires, Laboratoire de Probabilités, Statistique et Modélisation +5 more
H-index: 11
I10-index: 11
Works count: 34
Citations count: 285
A large deviations approach to optimal long term investment
2003 · H. Pham · Finance and Stochastics
Randomized and backward SDE representation for optimal control of non-Markovian SDEs
2015 · Marco Fuhrman, H. Pham · The Annals of Applied Probability
A predictable decomposition in an infinite assets model with jumps. Application to hedging and optimal investment
2003 · H. Pham · Stochastics and stochastics reports