Huyên PHAM


Huyên PHAM
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Rate Of Convergence For Particle Approximation Of Pdes In Wasserstein Space

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Germain Maximilien,Pham Huyên,Warin Xavier

Journal of Applied Probability, 2022

DeepSets and Their Derivative Networks for Solving Symmetric PDEs

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Germain Maximilien,Laurière Mathieu,Pham Huyên,Warin Xavier

Journal of Scientific Computing, 2022

Optimal consumption with reference to past spending maximum

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Deng Shuoqing,Li Xun,Pham Huyên,Yu Xavier

Finance and Stochastics, 2022

Deep Neural Networks Algorithms for Stochastic Control Problems on Finite Horizon: Numerical Applications

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Bachouch Achref,Huré Côme,Langrené Nicolas,Pham Huyên

Methodology and Computing in Applied Probability, 2022

Approximation Error Analysis Of Some Deep Backward Schemes For Nonlinear PDEs

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Germain Maximilien,Pham Huyên,Warin Xavier

SIAM Journal on Scientific Computing, 2022

Portfolio diversification and model uncertainty: A robust dynamic mean-variance approach

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Pham H,Wei X,Zhou C

Mathematical Finance, 2022

Neural networks-based backward scheme for fully nonlinear PDEs

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Pham H,Warin X,Germain M

Partial Differential Equations and Applications, 2021

Deep neural networks algorithms for stochastic control problems on finite horizon: Convergence analysis

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Huré C,Pham H,Bachouch A,Langrené N

SIAM Journal on Numerical Analysis, 2021

Algorithmic trading in a microstructural limit order book model

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Abergel F,Huré C,Pham H

Quantitative Finance, 2020

A McKean–Vlasov approach to distributed electricity generation development

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Aïd R,Basei M,Pham H

Mathematical Methods of Operations Research, 2020