The following pages link to Huy N. Chau (Q1670396):
Displaying 13 items.
- Arbitrage and utility maximization in market models with an insider (Q1670397) (← links)
- On optimal investment with processes of long or negative memory (Q1743336) (← links)
- Robust utility maximisation in markets with transaction costs (Q1999599) (← links)
- Stochastic gradient Hamiltonian Monte Carlo for non-convex learning (Q2137760) (← links)
- The value of informational arbitrage (Q2308171) (← links)
- Skorohod's Representation Theorem and Optimal Strategies for Markets with Frictions (Q4594521) (← links)
- Optimal investment with intermediate consumption under no unbounded profit with bounded risk (Q4684884) (← links)
- On fixed gain recursive estimators with discontinuity in the parameters (Q4967798) (← links)
- Behavioral Investors in Conic Market Models (Q5120715) (← links)
- Market Models with Optimal Arbitrage (Q5250038) (← links)
- Super‐replication with transaction costs under model uncertainty for continuous processes (Q6054434) (← links)
- On robust fundamental theorems of asset pricing in discrete time (Q6585783) (← links)
- On the inversion-free Newton's method and its applications (Q6612368) (← links)
