Adrien Nguyen Huu

Université Paris Dauphine

Place du Maréchal de Lattre de Tassigny

Paris, 750016

France

SCHOLARLY PAPERS

2

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43

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6

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23

Scholarly Papers (2)

1.

Time-Consistent Stopping Under Decreasing Impatience

Number of pages: 29 Posted: 18 Feb 2015
Yu-Jui Huang and Adrien Nguyen Huu
University of Colorado at Boulder - Department of Applied Mathematics and Université Paris Dauphine
Downloads 42 (488,365)
Citation 7

Abstract:

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Time-inconsistency, Decreasing impatience, Optimal Stopping, Hyperbolic discounting, Markov subgame perfect equilibrium

2.

No Marginal Arbitrage of the Second Kind for High Production Regimes in Discrete Time Production–Investment Models with Proportional Transaction Costs

Mathematical Finance, Vol. 23, Issue 2, pp. 366-386, 2013
Number of pages: 21 Posted: 06 Mar 2013
Bruno Bouchard and Adrien Nguyen Huu
Université Paris Dauphine - CEREMADE and Université Paris Dauphine
Downloads 1 (756,281)
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Abstract:

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financial markets with transaction costs, nonlinear returns, no‐arbitrage of the second kind, consistent price systems