A model of optimal portfolio selection under liquidity risk and price impact. - Vathana Ly Vath; Mohamed Mnif; Huyên Pham (Finance Stochastics, 2007)

Explicit Solution to an Optimal Switching Problem in the Two-Regime Case. - Vathana Ly Vath; Huyên Pham (SIAM J. Control. Optim., 2007)

Optimal Switching over Multiple Regimes. - Huyên Pham; Vathana Ly Vath; Xun Yu Zhou (SIAM J. Control. Optim., 2009)

An Optimal Dividend and Investment Control Problem under Debt Constraints. - Etienne Chevalier; Vathana Ly Vath; Simone Scotti (SIAM J. Financial Math., 2013)

Optimal Market Dealing Under Constraints. - Etienne Chevalier; M'hamed Gaïgi; Vathana Ly Vath; Mohamed Mnif (J. Optim. Theory Appl., 2017)

Optimal Dividend and Capital Structure with Debt Covenants. - Etienne Chevalier; Vathana Ly Vath; Alexandre Roch (J. Optim. Theory Appl., 2020)

Optimal harvesting under marine reserves and uncertain environment. - M'hamed Gaïgi; Vathana Ly Vath; Simone Scotti (Eur. J. Oper. Res., 2022)