Continuous-time stochastic control and optimization with financial applications H Pham Springer Science & Business Media, 2009 | 1539 | 2009 |

Optimal stopping of controlled jump diffusion processes: a viscosity solution approach H Pham J. Math. Syst. Estimat. Control 8 (1), 1, 1998 | 349 | 1998 |

Optimal stopping, free boundary, and American option in a jump-diffusion model H Pham Applied mathematics and optimization 35, 145-164, 1997 | 303 | 1997 |

Mean‐variance hedging and numeraire C Gourieroux, JP Laurent, H Pham Mathematical finance 8 (3), 179-200, 1998 | 260 | 1998 |

Optimal high-frequency trading with limit and market orders F Guilbaud, H Pham Quantitative Finance 13 (1), 79-94, 2013 | 249 | 2013 |

Dynamic programming and mean-variance hedging JP Laurent, H Pham Finance and stochastics 3 (1), 83-110, 1999 | 212 | 1999 |

Optimal quantization methods and applications to numerical problems in finance G Pagès, H Pham, J Printems Handbook of computational and numerical methods in finance, 253-297, 2004 | 211 | 2004 |

Deep backward schemes for high-dimensional nonlinear PDEs C Huré, H Pham, X Warin Mathematics of Computation 89 (324), 1547-1579, 2020 | 208 | 2020 |

Dynamic programming for optimal control of stochastic McKean--Vlasov dynamics H Pham, X Wei SIAM Journal on Control and Optimization 55 (2), 1069-1101, 2017 | 199 | 2017 |

Mean-variance hedging for continuous processes: new proofs and examples H Pham, T Rheinländer, M Schweizer Finance and Stochastics 2 (2), 173-198, 1998 | 184 | 1998 |

A model of optimal portfolio selection under liquidity risk and price impact V Ly Vath, M Mnif, H Pham Finance and Stochastics 11, 51-90, 2007 | 174 | 2007 |

A closed-form solution to the problem of super-replication under transaction costs J Cvitanić, H Pham, N Touzi Finance and stochastics 3, 35-54, 1999 | 174 | 1999 |

Smooth solutions to optimal investment models with stochastic volatilities and portfolio constraints Pham Applied Mathematics & Optimization 46, 55-78, 2002 | 170 | 2002 |

Super-replication in stochastic volatility models under portfolio constraints J Cvitanić, H Pham, N Touzi Journal of Applied Probability 36 (2), 523-545, 1999 | 169 | 1999 |

Bellman equation and viscosity solutions for mean-field stochastic control problem H Pham, X Wei ESAIM: Control, Optimisation and Calculus of Variations 24 (1), 437-461, 2018 | 168 | 2018 |

On quadratic hedging in continuous time H Pham Mathematical Methods of Operations Research 51, 315-339, 2000 | 145 | 2000 |

On some recent aspects of stochastic control and their applications H Pham | 144 | 2005 |

Deep neural networks algorithms for stochastic control problems on finite horizon: convergence analysis C Huré, H Pham, A Bachouch, N Langrené SIAM Journal on Numerical Analysis 59 (1), 525-557, 2021 | 140 | 2021 |

Optimal portfolio in partially observed stochastic volatility models H Pham, MC Quenez Annals of Applied Probability, 210-238, 2001 | 132 | 2001 |

Explicit solution to an optimal switching problem in the two-regime case V Ly Vath, H Pham SIAM Journal on Control and Optimization 46 (2), 395-426, 2007 | 125 | 2007 |