Ngoc Minh Dang

Statistics

Publications

Citations

152

H-Index

Active since

2010

Affiliations

Centre de Recherche en Mathématiques de la Décision(Current)

Centre de Recherche en Économie et Statistique

Université Paris Dauphine-PSL

ENSAE Paris

Ngoc Minh Dang is an author at Centre de Recherche en Mathématiques de la Décision specializing in economics, financial economics, and stochastic optimization.

ORCID

Publications per year

2010–2012

Publications

Optimal Control of Trading Algorithms: A General Impulse Control Approach

Bruno Bouchard, Ngoc Minh Dang, Charles‐Albert Lehalle · SIAM Journal on Financial Mathematics · 2011 · 92 citations · Full text

Natural Sciences, Economics, Finance +13

Generalized stochastic target problems for pricing and partial hedging under loss constraints—application in optimal book liquidation

Bruno Bouchard, Ngoc Minh Dang · Finance and Stochastics · 2012 · 30 citations

Business, Finance, Risk Management +15

Rigorous Post-Trade Market Impact Measurement and the Price Formation Process

Charles‐Albert Lehalle, Ngoc Minh Dang · Trading · 2010 · 15 citations

Business, Business Economics, Economics +15

Optimal control versus stochastic target problems: An equivalence result

Bruno Bouchard, Ngoc Minh Dang · Systems & Control Letters · 2012 · 15 citations · Full text

Natural Sciences, Decision Sciences, Markov Decision Processes +11

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