Huyên Pham

2.4k total citations · 1 hit paper
30 papers, 1.2k citations indexed

About

Huyên Pham is a scholar working on Finance, Economics and Econometrics and Management Science and Operations Research. According to data from OpenAlex, Huyên Pham has authored 30 papers receiving a total of 1.2k indexed citations (citations by other indexed papers that have themselves been cited), including 24 papers in Finance, 11 papers in Economics and Econometrics and 10 papers in Management Science and Operations Research. Recurrent topics in Huyên Pham's work include Stochastic processes and financial applications (23 papers), Economic theories and models (8 papers) and Risk and Portfolio Optimization (8 papers). Huyên Pham is often cited by papers focused on Stochastic processes and financial applications (23 papers), Economic theories and models (8 papers) and Risk and Portfolio Optimization (8 papers). Huyên Pham collaborates with scholars based in France, United States and Italy. Huyên Pham's co-authors include Vathana Ly Vath, Jean‐Paul Laurent, Christian Gouriéroux, Gilles Pagès, Xiaoli Wei, Peter Tankov, René Aïd, Stéphane Goutte, Jacques Printems and Martin Schweizer and has published in prestigious journals such as Lecture notes in mathematics, Transactions of the American Mathematical Society and SIAM Journal on Control and Optimization.

In The Last Decade

Huyên Pham

28 papers receiving 1.2k citations

Hit Papers

align trajectories

What are hit papers?

Hit papers significantly outperform the citation benchmark for their cohort. A paper qualifies if it has ≥500 total citations, achieves ≥1.5× the top-1% citation threshold for papers in the same subfield and year (this is the minimum needed to enter the top 1%, not the average within it), or reaches the top citation threshold in at least one of its specific research topics.

Continuous-time Stochastic Control and Optimization with Financial Applications

2009 533 citations Huyên Pham profile →

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name	h						Papers	Cites
Huyên Pham France	16	916	488	310	176	73	30	1.2k
Xin Guo United States	18	771 0.8×	371 0.8×	234 0.8×	163 0.9×	35 0.5×	82	1.2k
Huyên Pham France	21	807 0.9×	268 0.5×	303 1.0×	120 0.7×	49 0.7×	62	1.1k
Goran Peškir Denmark	23	1.0k 1.1×	389 0.8×	344 1.1×	150 0.9×	30 0.4×	93	1.4k
Jianhui Huang China	19	759 0.8×	328 0.7×	270 0.9×	263 1.5×	36 0.5×	107	1.2k
Erhan Bayraktar United States	22	1.0k 1.1×	619 1.3×	609 2.0×	423 2.4×	33 0.5×	191	1.7k
Bruno Bouchard France	18	1.1k 1.2×	454 0.9×	384 1.2×	246 1.4×	25 0.3×	70	1.3k
Marek Musiela Australia	15	1.9k 2.1×	759 1.6×	325 1.0×	377 2.1×	34 0.5×	29	2.2k
Ralf Korn Germany	24	1.3k 1.4×	748 1.5×	680 2.2×	499 2.8×	89 1.2×	146	2.0k
Josef Teichmann Switzerland	17	709 0.8×	200 0.4×	178 0.6×	76 0.4×	34 0.5×	67	966
Giulia Di Nunno Norway	11	627 0.7×	206 0.4×	169 0.5×	157 0.9×	26 0.4×	54	783

Countries citing papers authored by Huyên Pham

Since Specialization

Citations

This map shows the geographic impact of Huyên Pham's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Huyên Pham with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Huyên Pham more than expected).

Fields of papers citing papers by Huyên Pham

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Huyên Pham. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Huyên Pham. The network helps show where Huyên Pham may publish in the future.

Co-authorship network of co-authors of Huyên Pham

This figure shows the co-authorship network connecting the top 25 collaborators of Huyên Pham. A scholar is included among the top collaborators of Huyên Pham based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Huyên Pham. Huyên Pham is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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20 of 20 papers shown

1.

Cosso, Andrea, et al.. (2023). Master Bellman equation in the Wasserstein space: Uniqueness of viscosity solutions. Transactions of the American Mathematical Society. 15 indexed citations

2.

Pham, Huyên & Xavier Warin. (2023). Mean-Field Neural Networks-Based Algorithms for McKean-Vlasov Control Problems. 3(2). 176–214. 2 indexed citations

3.

Goutte, Stéphane, et al.. (2017). Regime-switching stochastic volatility model: estimation and calibration to VIX options. Applied Mathematical Finance. 24(1). 38–75. 37 indexed citations

4.

Pham, Huyên & Xiaoli Wei. (2017). Bellman equation and viscosity solutions for mean-field stochastic control problem. ESAIM Control Optimisation and Calculus of Variations. 24(1). 437–461. 54 indexed citations

5.

Aïd, René, et al.. (2015). An optimal trading problem in intraday electricity markets. Mathematics and Financial Economics. 10(1). 49–85. 42 indexed citations

6.

Pham, Huyên, et al.. (2011). OPTIMAL INVESTMENT ON FINITE HORIZON WITH RANDOM DISCRETE ORDER FLOW IN ILLIQUID MARKETS. International Journal of Theoretical and Applied Finance. 14(1). 17–40. 6 indexed citations

7.

Pham, Huyên, et al.. (2009). Portfolio optimization for piecewise concave criteria functions (The 8th Workshop on Stochastic Numerics). Kyoto University Research Information Repository (Kyoto University). 1620. 81–108. 1 indexed citations

8.

Pham, Huyên & Peter Tankov. (2008). A MODEL OF OPTIMAL CONSUMPTION UNDER LIQUIDITY RISK WITH RANDOM TRADING TIMES. Mathematical Finance. 18(4). 613–627. 26 indexed citations

9.

Pham, Huyên & Peter Tankov. (2008). A Coupled System of Integrodifferential Equations Arising in Liquidity Risk Model. Applied Mathematics & Optimization. 59(2). 147–173. 11 indexed citations

10.

Carmona, René, Ivar Ekeland, Arturo Kohatsu‐Higa, et al.. (2007). Paris-Princeton Lectures on Mathematical Finance 2004. Lecture notes in mathematics. 11 indexed citations

11.

Vath, Vathana Ly & Huyên Pham. (2007). Explicit Solution to an Optimal Switching Problem in the Two‐Regime Case. SIAM Journal on Control and Optimization. 46(2). 395–426. 55 indexed citations

12.

Vath, Vathana Ly, et al.. (2006). A model of optimal portfolio selection under liquidity risk and price impact. Finance and Stochastics. 11(1). 51–90. 57 indexed citations

13.

Pham, Huyên, Thorsten Rheinländer, & Martin Schweizer. (2006). Mean-Variance Hedging for Continuous Processes. edoc Publication server (Humboldt University of Berlin).

14.

Pham, Huyên, et al.. (2005). Approximation by quantization of the filter process and applications to optimal stopping problems under partial observation. Monte Carlo Methods and Applications. 11(1). 57–82. 3 indexed citations

15.

Pagès, Gilles & Huyên Pham. (2005). Optimal quantization methods for nonlinear filtering with discrete-time observations. Bernoulli. 11(5). 46 indexed citations

16.

Pham, Huyên, et al.. (2001). Stochastic optimization under constraints. Stochastic Processes and their Applications. 93(1). 149–180. 16 indexed citations

17.

Pham, Huyên & Jean‐Paul Laurent. (1998). Dynamic Programming and Mean-Variance Hedging. SSRN Electronic Journal. 13 indexed citations

18.

Cvitanić, Jakša, Huyên Pham, & Nizar Touzi. (1998). A Closed-Form Solution to the Problem of Super-Replication under Transaction Costs. SSRN Electronic Journal. 4 indexed citations

19.

Lamberton, Damien, Huyên Pham, & Martin Schweizer. (1998). Local Risk-Minimization Under Transaction Costs. Mathematics of Operations Research. 23(3). 585–612. 26 indexed citations

20.

Gouriéroux, Christian, Jean‐Paul Laurent, & Huyên Pham. (1998). Mean‐Variance Hedging and Numéraire. Mathematical Finance. 8(3). 179–200. 123 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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