Traian A. Pirvu - researchr alias

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Viewing Publication 1 - 10 from 10

2020

An elliptic partial differential equation and its applicationDragos-Patru Covei, Traian A. Pirvu. appml, 101, 2020. [doi]

2019

Optimal sharing rule for a household with a portfolio management problemOumar Mbodji, A. Nguyen-Huu, Traian A. Pirvu. mss, 101:88-98, 2019. [doi]

2018

Cumulative Prospect Theory with Generalized Hyperbolic Skewed t DistributionMinsuk Kwak, Traian A. Pirvu. siamfm, 9(1):54-89, 2018. [doi]

2016

Equilibrium Pricing in Incomplete Markets Under Translation Invariant PreferencesPatrick Cheridito, Ulrich Horst, Michael Kupper, Traian A. Pirvu. mor, 41(1):174-195, 2016. [doi]

2014

A Multiperiod Equilibrium Pricing ModelMinsuk Kwak, Traian A. Pirvu, Huayue Zhang. jam, 2014, 2014. [doi]

Investment-consumption with regime-switching discount ratesTraian A. Pirvu, Huayue Zhang. mss, 71:142-150, 2014. [doi]

Numerical analysis for Spread option pricing model of markets with finite liquidity: first-order feedback modelA. Shidfar, Kh. Paryab, A. R. Yazdanian, Traian A. Pirvu. ijcm, 91(12):2603-2620, 2014. [doi]

2013

Non-linear equity portfolio variance reduction under a mean-variance framework - A delta-gamma approachSean W. Jewell, Yang Li, Traian A. Pirvu. orl, 41(6):694-700, 2013. [doi]

2012

Time-Consistent Portfolio ManagementIvar Ekeland, Oumar Mbodji, Traian A. Pirvu. siamfm, 3(1):1-32, 2012. [doi]

2005

Satisfying convex risk limits by tradingKasper Larsen, Traian A. Pirvu, Steven E. Shreve, Reha H. Tütüncü. fs, 9(2):177-195, 2005. [doi]

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