Nguyen Van Huu

Hanoi National University of Education

136 Xuan Thuy-Cau Giay

Hanoi

Vietnam

  • Hanoi National University of Education

SCHOLARLY PAPERS

3

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Scholarly Papers (3)

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1.

On the Martingale Representation Theorem and Approximate Hedging a Contingent Claim in the Minimum Mean Square Deviation Criterion

VNU Journal of Science, Mathematics & Physics , Vol. 23, pp. 143-154, 2007
Number of pages: 12 Posted: 02 Aug 2009
Nguyen Van Huu and Quan Hoang Vuong
Hanoi National University of Education and Université Libre de Bruxelles (ULB) - Solvay Brussels School of Economics and Management
Downloads 305 (160,495)

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Hedging, contingent claim, risk neutral martingale measure, martingale representation

2.

Central Limit Theorem for Functional of Jump Markov Processes

Vietnam Journal of Mathematics, Vol. 33, No. 4, pp. 443-461, 2005
Number of pages: 21 Posted: 02 Aug 2009 Last Revised: 06 Jul 2010
Nguyen Van Huu, Quan Hoang Vuong and tran ngoc minh
Hanoi National University of Education, Université Libre de Bruxelles (ULB) - Solvay Brussels School of Economics and Management and Hanoi National University of Education
Downloads 210 (232,255)

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Central limit theorem, jump Markov process

3.

Discrete Time Models (Mo Hinh Roi Rac) (In Vietnamese)

Nguyen Van Huu, Vuong Quan Hoang, MATHEMATICAL METHODS IN FINANCE (Cac Phuong Phap Toan Hoc Trong Tai Chinh), Chapter 1, pp. 15-34, Vietnam National University Press, Hanoi, March 2007
Number of pages: 39 Posted: 10 Aug 2010
Nguyen Van Huu and Quan Hoang Vuong
Hanoi National University of Education and Université Libre de Bruxelles (ULB) - Solvay Brussels School of Economics and Management
Downloads 50 (613,293)

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discrete time model, options market, martingale, financial derivatives, asset pricing, contingent pricing