| Continuous-time stochastic control and optimization with financial applications H Pham Springer Science & Business Media, 2009 | 1092 | 2009 |
| Optimal stopping of controlled jump diffusion processes: a viscosity solution approach H Pham Journal of Mathematical Systems, Estimation and Control, 1998 | 302 | 1998 |
| Optimal stopping, free boundary, and American option in a jump-diffusion model H Pham Applied mathematics and optimization 35 (2), 145-164, 1997 | 276 | 1997 |
| Mean‐variance hedging and numéraire C Gourieroux, JP Laurent, H Pham Mathematical finance 8 (3), 179-200, 1998 | 244 | 1998 |
| Dynamic programming and mean-variance hedging JP Laurent, H Pham Finance and stochastics 3 (1), 83-110, 1999 | 205 | 1999 |
| Machine performance degradation assessment and remaining useful life prediction using proportional hazard model and support vector machine HT Pham, BS Yang, TT Nguyen Mechanical Systems and Signal Processing 32, 320-330, 2012 | 200 | 2012 |
| Mean-variance hedging for continuous processes: new proofs and examples H Pham, T Rheinländer, M Schweizer Finance and Stochastics 2 (2), 173-198, 1998 | 179 | 1998 |
| Optimal high-frequency trading with limit and market orders F Guilbaud, H Pham Quantitative Finance 13 (1), 79-94, 2013 | 173 | 2013 |
| 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 | 169 | 2004 |
| Estimation and forecasting of machine health condition using ARMA/GARCH model HT Pham, BS Yang Mechanical Systems and Signal Processing 24 (2), 546-558, 2010 | 166 | 2010 |
| A closed-form solution to the problem of super-replication under transaction costs J Cvitanić, H Pham, N Touzi Finance and stochastics 3 (1), 35-54, 1999 | 165 | 1999 |
| A model of optimal portfolio selection under liquidity risk and price impact VL Vath, M Mnif, H Pham Finance and Stochastics 11 (1), 51-90, 2007 | 161 | 2007 |
| Super-replication in stochastic volatility models under portfolio constraints J Cvitanić, H Pham, N Touzi Journal of Applied Probability 36 (2), 523-545, 1999 | 161 | 1999 |
| Smooth Solutions to Optimal Investment Models with Stochastic Volatilities and Portfolio Constraints. H Pham Applied Mathematics & Optimization 46 (1), 2002 | 150 | 2002 |
| On quadratic hedging in continuous time H Pham Mathematical Methods of Operations Research 51 (2), 315-339, 2000 | 132 | 2000 |
| On some recent aspects of stochastic control and their applications H Pham Probability Surveys 2, 506-549, 2005 | 118 | 2005 |
| Optimal portfolio in partially observed stochastic volatility models H Pham, MC Quenez Annals of Applied Probability, 210-238, 2001 | 110 | 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 | 105 | 2007 |
| The fundamental theorem of asset pricing with cone constraints H Pham, N Touzi Journal of Mathematical Economics 31 (2), 265-279, 1999 | 100 | 1999 |
| Dual formulation of the utility maximization problem under transaction costs G Deelstra, H Pham, N Touzi Annals of Applied Probability, 1353-1383, 2001 | 99 | 2001 |
