Huy N. Chau

Available identifiers

zbMath Open chau.huy-nMaRDI QIDQ1670396

List of research outcomes

Publication	Date of Publication	Type
Super‐replication with transaction costs under model uncertainty for continuous processes	2023-09-28	Paper
Stochastic gradient Hamiltonian Monte Carlo for non-convex learning	2022-05-16	Paper
Behavioral Investors in Conic Market Models	2020-09-16	Paper
The value of informational arbitrage	2020-03-25	Paper
On fixed gain recursive estimators with discontinuity in the parameters	2019-07-11	Paper
Robust utility maximisation in markets with transaction costs	2019-06-27	Paper
Optimal investment with intermediate consumption under no unbounded profit with bounded risk	2018-09-26	Paper
Arbitrage and utility maximization in market models with an insider	2018-09-05	Paper
On optimal investment with processes of long or negative memory	2018-04-13	Paper
Skorohod's Representation Theorem and Optimal Strategies for Markets with Frictions	2017-11-24	Paper
Market Models with Optimal Arbitrage	2015-05-15	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

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