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Duc Thinh Vu
Affiliation : Centre National de la Recherche Scientifique · Centre de Recherche en Mathématiques de la Décision · Université Paris Dauphine-PSL
- 2Publications (affiliation in Tunisia)
- 5Total publications
- 6Citations
- 2h-index
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Create my free profile Add my publicationsResearch areas
- Stochastic processes and financial applications
- Financial Markets and Investment Strategies
- Risk and Portfolio Optimization
- Stock Market Forecasting Methods
- Neural Networks and Applications
Publications (2)
- Dynamic programming principle and computable prices in financial market models with transaction costs
- COHERENT RISK MEASURE ON L0: NA CONDITION, PRICING AND DUAL REPRESENTATION
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