Huyên Pham

66 papers and 1.2k indexed citations i.

Huyên Pham has authored 66 papers that have received a total of 1.2k indexed citations. This includes 63 papers in Finance, 20 papers in Economics and Econometrics and 18 papers in Management Science and Operations Research. The topics of these papers are Stochastic processes and financial applications (62 papers), Financial Risk and Volatility Modeling (14 papers) and Financial Markets and Investment Strategies (13 papers). Huyên Pham is often cited by papers focused on Stochastic processes and financial applications (62 papers), Financial Risk and Volatility Modeling (14 papers) and Financial Markets and Investment Strategies (13 papers) and collaborates with scholars based in France, United States and Italy. Huyên Pham's co-authors include Idris Kharroubi, Andrea Cosso, Xavier Warin, Nicolas Langrené and Xiaoli Wei and has published in prestigious journals such as Mathematics of Computation, SIAM Journal on Numerical Analysis and Transactions of the American Mathematical Society