Huy N. Chau

Orcid: 0000-0002-3701-2430

According to our database¹, Huy N. Chau authored at least 5 papers between 2015 and 2024.

Collaborative distances:

Dijkstra number² of five.
Erdős number³ of five.

Timeline

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Bibliography

2024

On Robust Fundamental Theorems of Asset Pricing in Discrete Time.

[BibT_eX]

[DOI]

Huy N. Chau

SIAM J. Financial Math., 2024

2019

Stochastic Gradient Hamiltonian Monte Carlo for Non-Convex Learning in the Big Data Regime.

[BibT_eX]

[DOI]

Huy N. Chau

Miklós Rásonyi

CoRR, 2019

2017

Skorohod's Representation Theorem and Optimal Strategies for Markets with Frictions.

[BibT_eX]

[DOI]

Huy N. Chau

Miklós Rásonyi

SIAM J. Control. Optim., 2017

Optimal investment with intermediate consumption under no unbounded profit with bounded risk.

[BibT_eX]

[DOI]

J. Appl. Probab., 2017

2015

Market Models with Optimal Arbitrage.

[BibT_eX]

[DOI]

Huy N. Chau

Peter Tankov

SIAM J. Financial Math., 2015

Huy N. Chau

Timeline

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Links

On csauthors.net:

Bibliography

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