Thanh Nam Vu
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Person:964745
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 |
|---|---|---|
| A stochastic target approach for P\&L matching problems Mathematics of Operations Research | 2014-10-21 | Paper |
| The obstacle version of the geometric dynamic programming principle: application to the pricing of American options under constraints Applied Mathematics and Optimization | 2010-04-20 | Paper |
Research outcomes over time
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