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Adrien Nguyen-Huu

24
Documents

Publications

Hicksian Traverse Revisited: Conditions for the Energy Transition

Adrien Nguyen-Huu , Antonin Pottier
Structural Change and Economic Dynamics, 2020, 54, pp.102-120. ⟨10.1016/j.strueco.2020.04.012⟩
Article dans une revue hal-03026476v1
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No-regret Pollution Abatement Options: A Correction of Bréchet and Jouvet (2009)

Antonin Pottier , Adrien Nguyen-Huu
Ecological Economics, 2020, 175, pp.106686. ⟨10.1016/j.ecolecon.2020.106686⟩
Article dans une revue halshs-02615284v2

Optimal sharing rule for a household with a portfolio management problem

Oumar Mbodji , Adrien Nguyen-Huu , T.A. Pirvu
Mathematical Social Sciences, 2019, 101, pp.88-98. ⟨10.1016/j.mathsocsci.2019.06.003⟩
Article dans une revue halshs-02315712v1

General stopping behaviors of naive and non-committed sophisticated agents, with application to probability distortion

Yu-Jui Huang , Adrien Nguyen-Huu , Xun Yu Zhou
Mathematical Finance, inPress, ⟨10.1111/mafi.12224⟩
Article dans une revue halshs-02110872v1

Inventory growth cycles with debt-financed investment

Matheus R. Grasselli , Adrien Nguyen-Huu
Structural Change and Economic Dynamics, 2018, 44 (1), pp.1--13. ⟨10.1016/j.strueco.2018.01.003⟩
Article dans une revue hal-01950059v1

Time-consistent stopping under decreasing impatience

Yu-Jui Huang , Adrien Nguyen-Huu
Finance and Stochastics, 2018, 22 (1), pp.69--95. ⟨10.1007/s00780-017-0350-6⟩
Article dans une revue hal-01950058v1
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Inflation and speculation in a dynamic macroeconomic model

Matheus R. Grasselli , Adrien Nguyen Huu
Journal of Risk and Financial Management, 2015, Selected Papers from the Fifth International Conference on Mathematics in Finance (MiF) 2014, Organized by North-West University, University of Cape Town and University of Johannesburg, South Africa) 8 (3), http://www.mdpi.com/1911-8074/8/3/285
Article dans une revue hal-01097661v1
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Investment under uncertainty, competition and regulation

Adrien Nguyen Huu
Journal of Dynamics and Games, 2014, 1 (4), pp.579 -- 598
Article dans une revue hal-00831263v4
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Orbits in a stochastic Goodwin-Lotka-Volterra model

Bernardo Costa-Lima , Adrien Nguyen Huu
Journal of Mathematical Analysis and Applications, 2014, 419 (1), pp.48--67. ⟨10.1016/j.jmaa.2014.04.035⟩
Article dans une revue hal-00851407v2
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A note on super-hedging for investor-producers

Adrien Nguyen Huu
Mathematics and Financial Economics, 2013, 7 (3), pp.341--357. ⟨10.1007/s11579-012-0080-7⟩
Article dans une revue hal-00653982v3
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No marginal arbitrage of the second kind for high production regimes in discrete time production-investment models with proportional transaction costs

Bruno Bouchard , Adrien Nguyen Huu
Mathematical Finance, 2013, 23 (2), pp.366--386. ⟨10.1111/j.1467-9965.2011.00493.x⟩
Article dans une revue hal-00487030v2
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A structural risk-neutral model of electricity prices

René Aïd , Luciano Campi , Adrien Nguyen Huu , Nizar Touzi
International Journal of Theoretical and Applied Finance, 2009, 12 (7), pp.925-947
Article dans une revue hal-00390690v2
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Hedging Expected Losses on Derivatives in Electricity Futures Markets

Adrien Nguyen Huu , Nadia Oudjane
Commodities, Energy and Environmental Finance, 74, Springer, 2015, Fields Institute Communications, 978-1-4939-2733-3
Chapitre d'ouvrage hal-00940327v1
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Revisiting Limits to Growth: A simple qualitative model unveils most global system trajectories

Capucine Pierrel , Adrien Nguyen-Huu , Cédric Gaucherel
2023
Pré-publication, Document de travail hal-04192442v2
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Risk-return trade-offs in the context of environmental impact: a lab-in-the-field experiment with finance professionals

Sébastien Duchêne , Adrien Nguyen-Huu , Dimitri Dubois , Marc Willinger
2022
Pré-publication, Document de travail hal-03883121v1
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Optimal Sharing Rule for a Household with a Portfolio Management Problem

Oumar Mbodji , Adrien Nguyen Huu , Traian A. A Pirvu
2019
Pré-publication, Document de travail hal-00940233v4
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Hicksian Traverse Revisited: Conditions for the Energy Transition

Adrien Nguyen-Huu , Antonin Pottier
2019
Pré-publication, Document de travail hal-01966173v2
Image document

General stopping behaviors of naïve and non-committed sophisticated agents, with application to probability distortion

Yu-Jui Huang , Adrien Nguyen-Huu , Xun Yu Zhou
2018
Pré-publication, Document de travail hal-01954926v1
Image document

Time-consistent stopping under decreasing impatience

Yu-Jui Huang , Adrien Nguyen-Huu
2017
Pré-publication, Document de travail hal-01116414v4
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Stopping Behaviors of Naïve and Non-Committed Sophisticated Agents when They Distort Probability

Yu-Jui Huang , Adrien Nguyen-Huu , Xun Yu Zhou
2017
Pré-publication, Document de travail hal-01586655v1

Credit and investment in the Goodwin-Keen model: a reappraisal.

Adrien Nguyen Huu , Antonin Pottier
2016
Pré-publication, Document de travail hal-01448545v1
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Debt and Investment in the Keen Model: a Reappraisal of Modeling Minsky

Adrien Nguyen-Huu , Antonin Pottier
2016
Pré-publication, Document de travail hal-01376552v1
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Inventory growth cycles with debt-financed investment

Matheus R Grasselli , Adrien Nguyen-Huu
2016
Pré-publication, Document de travail hal-01376201v1
Image document

Valorisation financière sur les marchés d'électricité

Adrien Nguyen Huu
Probabilités [math.PR]. Université Paris Dauphine - Paris IX, 2012. Français. ⟨NNT : ⟩
Thèse tel-00715156v1