Huy\^en Pham (LPMA

Identifiers

• name variant Huy\^en Pham (LPMA 0.60 · backfill

Papers (7)

1. Robust Markowitz mean-variance portfolio selection under ambiguous covariance matrix * q-fin.PM · 2016 · author #2
2. Linear quadratic optimal control of conditional McKean-Vlasov equation with random coefficients and applications * math.PR · 2016 · author #1
3. Dynamic programming for optimal control of stochastic McKean-Vlasov dynamics math.PR · 2016 · author #1
4. Bellman equation and viscosity solutions for mean-field stochastic control problem math.PR · 2015 · author #1
5. BSDEs with diffusion constraint and viscous Hamilton-Jacobi equations with unbounded data math.PR · 2015 · author #2
6. Ergodicity of robust switching control and nonlinear system of quasi variational inequalities math.PR · 2015 · author #3
7. Optimal High Frequency Trading in a Pro-Rata Microstructure with Predictive Information q-fin.TR · 2012 · author #2

Mentions

• 1505.06868 #2 · backfill · confidence 0.70 Huy\^en Pham (LPMA
• 1501.04477 #3 · backfill · confidence 0.70 Huy\^en Pham (LPMA
• 1205.3051 #2 · backfill · confidence 0.70 Huy\^en Pham (LPMA

Frequent Coauthors

• CREST) 7 shared papers
• Xiaoli Wei (LPMA) 2 shared papers
• Amine Ismail (LPMA) 1 shared papers
• Andrea Cosso 1 shared papers
• Andrea Cosso (LPMA) 1 shared papers
• Erhan Bayraktar 1 shared papers
• Fabien Guilbaud (LPMA) 1 shared papers
• Hao Xing (LSE) 1 shared papers