Ngoc-Minh Dang

Publication Activity (10 Years)

Years Active: 2007-2018
Publications (10 Years): 1

Top Topics

Stochastic Programming Problems

Convertible Bonds

Stochastic Control

Top Venues

Finance Stochastics

Syst. Control. Lett.

SIAM J. Control. Optim.

Publications

Nicolas Baradel, Bruno Bouchard, Ngoc-Minh Dang
Optimal Control Under Uncertainty and Bayesian Parameters Adjustments. SIAM J. Control. Optim. 56 (2) (2018)
Bruno Bouchard, Ngoc-Minh Dang
Generalized stochastic target problems for pricing and partial hedging under loss constraints - application in optimal book liquidation. Finance Stochastics 17 (1) (2013)
Bruno Bouchard, Ngoc-Minh Dang
Optimal control versus stochastic target problems: An equivalence result. Syst. Control. Lett. 61 (2) (2012)
Bruno Bouchard, Ngoc-Minh Dang, Charles-Albert Lehalle
Optimal Control of Trading Algorithms: A General Impulse Control Approach. SIAM J. Financial Math. 2 (1) (2011)
Julien Subercaze, Pierre Maret, Ngoc-Minh Dang, Ken Sasaki
Context-aware applications using personal sensors. BODYNETS (2007)