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Quyen Ho
Publication Activity (10 Years)
Years Active: 2015-2017
Publications (10 Years): 2
Top Topics
Convex Optimization
Optimality Conditions
Financial Risk
Karush Kuhn Tucker
Top Venues
MCO (2)
Optim. Lett.
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Publications
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Quyen Ho
Necessary and sufficient KKT optimality conditions in non-convex optimization.
Optim. Lett.
11 (1) (2017)
Thanh Duong
,
Quyen Ho
,
An Tran
,
Minh Tran
Optimal Discrete Hedging in Garman-Kohlhagen Model with Liquidity Risk.
MCO (2)
(2015)