Huy N. Chau

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

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2024

On Robust Fundamental Theorems of Asset Pricing in Discrete Time.

Huy N. Chau

SIAM J. Financial Math., 2024

2019

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

Huy N. Chau, Miklós Rásonyi

CoRR, 2019

2017

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

Huy N. Chau, Miklós Rásonyi

SIAM J. Control. Optim., 2017

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

Huy N. Chau, Andrea Cosso, Claudio Fontana, Oleksii Mostovyi

J. Appl. Probab., 2017

2015

Market Models with Optimal Arbitrage.

Huy N. Chau, Peter Tankov

SIAM J. Financial Math., 2015