Duy Pham
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Person:2853379
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Convergence rate of a gradient projection method for solving variational inequalities Journal of Nonlinear and Variational Analysis | 2022-07-15 | Paper |
| On the Approximation of the SABR with Mean Reversion Model: A Probabilistic Approach Applied Mathematical Finance | 2018-09-12 | Paper |
| On the approximation of the SABR model: a probabilistic approach Applied Mathematical Finance | 2017-10-05 | Paper |
| Implications for hedging of the choice of driving process for one-factor Markov-functional models International Journal of Theoretical and Applied Finance | 2013-10-21 | Paper |
Research outcomes over time
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