Thanh Nam Vu

A Stochastic Target Approach for P&L Matching Problems

Bruno Bouchard, Thanh Nam Vu, 2012, Math. Oper. Res..

The Obstacle Version of the Geometric Dynamic Programming Principle: Application to the Pricing of American Options Under Constraints

Bruno Bouchard, Thanh Nam Vu, B. Bouchard, 2010 .