Huyen Pham (PMA

Identifiers

• name variant Huyen Pham (PMA 0.60 · backfill

Papers (3)

1. Stochastic control under progressive enlargement of filtrations and applications to multiple defaults risk management math.PR · 2010 · author #1
2. Optimal investment on finite horizon with random discrete order flow in illiquid markets q-fin.PM · 2009 · author #2
3. Optimal portfolio liquidation with execution cost and risk math.PR · 2009 · author #3

Mentions

• 1001.0206 #1 · backfill · confidence 0.70 Huyen Pham (PMA
• 0907.2203 #2 · backfill · confidence 0.70 Huyen Pham (PMA
• 0906.2565 #3 · backfill · confidence 0.70 Huyen Pham (PMA

Frequent Coauthors

• CREST) 3 shared papers
• Idris Kharroubi (PMA 1 shared papers
• Mihai Sirbu 1 shared papers
• Paul Gassiat (PMA) 1 shared papers