Thuan, Nguyen Tran

1. Entropy-Regularized Mean-Variance Portfolio Optimization with Jumps
   2023/12/20 by Christian Bender, Bender, Christian, Nguyen Tran Thuan +1 · 1 citation
   Decision Sciences · Economics, Econometrics and Finance · #60G51 #60H30 #Economic theories and models #FOS: Mathematics #Optimization and Control (math.OC) #Primary: 93E20 #Probability (math.PR) #Risk and Portfolio Optimization #Secondary: 60F05 #Stochastic processes and financial applications
2. On the grid-sampling limit SDE
   2024/10/10 by Bender, Christian, Thuan, Nguyen Tran · 1 citation
   #93E35 #FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Primary: 60H10 #Probability (math.PR) #Secondary: 60G57