Duy Pham

Available identifiers

zbMath Open pham.duy-khanhMaRDI QIDQ2853379

List of research outcomes

Publication	Date of Publication	Type
Convergence rate of a gradient projection method for solving variational inequalities	2022-07-15	Paper
On the Approximation of the SABR with Mean Reversion Model: A Probabilistic Approach	2018-09-12	Paper
On the Approximation of the SABR Model: A Probabilistic Approach	2017-10-05	Paper
Implications for hedging of the choice of driving process for one-factor Markov-functional models	2013-10-21	Paper

Research outcomes over time

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