Ta Thi Kieu An

Available identifiers

zbMath Open an.ta-thi-kieuMaRDI QIDQ1009399

List of research outcomes

Publication	Date of Publication	Type
Risk indifference pricing of functional claims of the yield surface in the presence of partial information	2016-03-04	Paper
A maximum principle for stochastic differential games with g-expectations and partial information	2012-11-09	Paper
A SPDE maximum principle for stochastic differential games under partial information with application to optimal portfolios on fixed income markets	2010-08-19	Paper
Combined Optimal Stopping and Singular Stochastic Control	2010-07-20	Paper
Maximum principle for stochastic differential games with partial information	2009-04-24	Paper
A maximum principle approach to risk indifference pricing with partial information	2009-04-01	Paper

Research outcomes over time

This page was built for person: Ta Thi Kieu An