Items where Author is "Pham, Huyên"

Item Type No Grouping

Article

BSDEs with diffusion constraint and viscous Hamilton-Jacobi equations with unbounded data. (2017) Cosso, Andrea; Pham, Huyên; Xing, Hao

A probabilistic numerical method for optimal multiple switching problems in high dimension. (2014) Aïd, René; Campi, Luciano; Langrené, Nicolas; Pham, Huyên