Traian A. Pirvu

11 papers Journal 11
YearRankTypeTitle / Venue / Authors
2020 J jnl
An elliptic partial differential equation and its application.
Appl. Math. Lett.
Dragos-Patru Covei, Traian A. Pirvu
2019 J jnl
Optimal sharing rule for a household with a portfolio management problem.
Math. Soc. Sci.
Oumar Mbodji, Adrien Nguyen Huu, Traian A. Pirvu
2018 J jnl
Cumulative Prospect Theory with Generalized Hyperbolic Skewed t Distribution.
SIAM J. Financial Math.
Minsuk Kwak, Traian A. Pirvu
2016 J jnl
Equilibrium Pricing in Incomplete Markets Under Translation Invariant Preferences.
Math. Oper. Res.
Patrick Cheridito, Ulrich Horst, Michael Kupper, Traian A. Pirvu
2014 J jnl
A Multiperiod Equilibrium Pricing Model.
J. Appl. Math.
Minsuk Kwak, Traian A. Pirvu, Huayue Zhang
2014 J jnl
Investment-consumption with regime-switching discount rates.
Math. Soc. Sci.
Traian A. Pirvu, Huayue Zhang
2014 J jnl
Numerical analysis for Spread option pricing model of markets with finite liquidity: first-order feedback model.
Int. J. Comput. Math.
Abdollah Shidfar, Khalil Paryab, A. R. Yazdanian, Traian A. Pirvu
2013 J jnl
Non-linear equity portfolio variance reduction under a mean-variance framework - A delta-gamma approach.
Oper. Res. Lett.
Sean W. Jewell, Yang Li, Traian A. Pirvu
2012 J jnl
Time-Consistent Portfolio Management.
SIAM J. Financial Math.
Ivar Ekeland, Oumar Mbodji, Traian A. Pirvu
2011 J jnl
On Investment-Consumption with Regime-Switching
CoRR
Traian A. Pirvu, Huayue Zhang
2005 J jnl
Satisfying convex risk limits by trading.
Finance Stochastics
Kasper Larsen, Traian A. Pirvu, Steven E. Shreve, Reha H. Tütüncü