Traian A. Pirvu

According to our database, Traian A. Pirvu authored at least 11 papers between 2005 and 2020.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2020

An elliptic partial differential equation and its application.

Dragos-Patru Covei, Traian A. Pirvu

Appl. Math. Lett., 2020

2019

Optimal sharing rule for a household with a portfolio management problem.

Oumar Mbodji, A. Nguyen-Huu, Traian A. Pirvu

Math. Soc. Sci., 2019

2018

Cumulative Prospect Theory with Generalized Hyperbolic Skewed t Distribution.

Minsuk Kwak, Traian A. Pirvu

SIAM J. Financial Math., 2018

2016

Equilibrium Pricing in Incomplete Markets Under Translation Invariant Preferences.

Patrick Cheridito, Ulrich Horst, Michael Kupper, Traian A. Pirvu

Math. Oper. Res., 2016

2014

Investment-consumption with regime-switching discount rates.

Traian A. Pirvu, Huayue Zhang

Math. Soc. Sci., 2014

A Multiperiod Equilibrium Pricing Model.

Minsuk Kwak, Traian A. Pirvu, Huayue Zhang

J. Appl. Math., 2014

Numerical analysis for Spread option pricing model of markets with finite liquidity: first-order feedback model.

Abdollah Shidfar, Khalil Paryab, A. R. Yazdanian, Traian A. Pirvu

Int. J. Comput. Math., 2014

2013

Non-linear equity portfolio variance reduction under a mean-variance framework - A delta-gamma approach.

Sean W. Jewell, Yang Li, Traian A. Pirvu

Oper. Res. Lett., 2013

2012

Time-Consistent Portfolio Management.

Ivar Ekeland, Oumar Mbodji, Traian A. Pirvu

SIAM J. Financial Math., 2012

2011

On Investment-Consumption with Regime-Switching

Traian A. Pirvu, Huayue Zhang

CoRR, 2011

2005

Satisfying convex risk limits by trading.

Kasper Larsen, Traian A. Pirvu, Steven E. Shreve, Reha H. Tütüncü

Finance Stochastics, 2005