Pham H.

H. Pham

Information about the author H. Pham will soon be added to the site.
Found 3 papers in total
A software cost model with warranty cost, error removal times and risk costs
A software cost model with warranty cost, error removal times and risk costs
1998
In this paper, a software cost model with a warranty period and cost, a cost to remove...
On quadratic hedging in continuous time
On quadratic hedging in continuous time
2000
We review the main results in the theory of quadratic hedging in a general incomplete...
Optimal stopping of controlled jump diffusion-processes and viscosity solutions
Optimal stopping of controlled jump diffusion-processes and viscosity solutions
1995
This note concerns the optimal stopping time problem of a controlled-jump diffusion...
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