Concepedia

Huye n Pham

HN

1

Publications

31

Citations

1

H-Index

2001

Active since

Affiliations

Centre de Recherche en Économie et Statistique(Current)

Huye n Pham is an author at Centre de Recherche en Économie et Statistique specializing in portfolio optimization, mathematical programming, and business.

Top concepts

FinanceBusinessAsset PricingStochastic CalculusPortfolio OptimizationMathematical Programming

Publications per year

2001–2001

1

Publications

1

No Arbitrage in Discrete Time Under Portfolio Constraints

Laurence Carassus, Huye n Pham, Nizar Touzi · Mathematical Finance · 2001 · 31 citations · Full text

Mathematical Programming, Portfolio Optimization, Equivalent Martingale Measures +8

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