Vathana Ly Vath

According to our database, Vathana Ly Vath authored at least 7 papers between 2007 and 2022.

Collaborative distances:

• Dijkstra number of six.
• Erdős number of four.

2022

Optimal harvesting under marine reserves and uncertain environment.

M'hamed Gaïgi, Vathana Ly Vath, Simone Scotti

Eur. J. Oper. Res., 2022

2020

Optimal Dividend and Capital Structure with Debt Covenants.

Etienne Chevalier, Vathana Ly Vath, Alexandre Roch

J. Optim. Theory Appl., 2020

2017

Optimal Market Dealing Under Constraints.

Etienne Chevalier, M'hamed Gaïgi, Vathana Ly Vath, Mohamed Mnif

J. Optim. Theory Appl., 2017

2013

An Optimal Dividend and Investment Control Problem under Debt Constraints.

Etienne Chevalier, Vathana Ly Vath, Simone Scotti

SIAM J. Financial Math., 2013

2009

Optimal Switching over Multiple Regimes.

Huyên Pham, Vathana Ly Vath, Xun Yu Zhou

SIAM J. Control. Optim., 2009

2007

Explicit Solution to an Optimal Switching Problem in the Two-Regime Case.

Vathana Ly Vath, Huyên Pham

SIAM J. Control. Optim., 2007

A model of optimal portfolio selection under liquidity risk and price impact.

Vathana Ly Vath, Mohamed Mnif, Huyên Pham

Finance Stochastics, 2007