Thai Huu Nguyen

Identifiers

• name variant Thai Huu Nguyen 0.60 · backfill

Papers (1)

1. Approximate hedging problem with transaction costs in stochastic volatility markets q-fin.MF · 2015 · author #1

Mentions

• 1505.02546 #1 · backfill · confidence 0.70 Thai Huu Nguyen

Frequent Coauthors

• Serguei Pergamenshchikov 1 shared papers