The following pages link to Mihai Sîrbu (Q235982):
Displaying 27 items.
- On the two-times differentiability of the value functions in the problem of optimal investment in incomplete markets (Q862209) (← links)
- Sensitivity analysis of utility-based prices and risk-tolerance wealth processes (Q997422) (← links)
- Feedback null controllability of the semilinear heat equation. (Q1847658) (← links)
- Sensitivity analysis of the utility maximisation problem with respect to model perturbations (Q1999596) (← links)
- Optimal investment and consumption with labor income in incomplete markets (Q2192739) (← links)
- A dual representation result for value functions in stochastic control of infinite dimensional groups (Q2229204) (← links)
- In which financial markets do mutual fund theorems hold true? (Q2271725) (← links)
- Asymptotic analysis of utility-based hedging strategies for small number of contingent claims (Q2464858) (← links)
- A note on the strong formulation of stochastic control problems with model uncertainty (Q2514472) (← links)
- Stochastic Perron’s method and verification without smoothness using viscosity comparison: The linear case (Q2845880) (← links)
- OPTIMAL INVESTMENT ON FINITE HORIZON WITH RANDOM DISCRETE ORDER FLOW IN ILLIQUID MARKETS (Q3086254) (← links)
- Stochastic Perron's Method and Elementary Strategies for Zero-Sum Differential Games (Q3192138) (← links)
- (Q3378627) (← links)
- (Q4542901) (← links)
- Zero-Sum Stochastic Differential Games Without the Isaacs Condition: Random Rules of Priority and Intermediate Hamiltonians (Q4568055) (← links)
- A note on admissibility when the credit line is infinite (Q4648580) (← links)
- Perpetual Convertible Bonds (Q4652526) (← links)
- Optimal Investment with High-Watermark Fee in a Multidimensional Jump Diffusion Model (Q5123453) (← links)
- On Martingale Problems with Continuous-Time Mixing and Values of Zero-Sum Games without the Isaacs Condition (Q5173265) (← links)
- A Two‐Person Game for Pricing Convertible Bonds (Q5294594) (← links)
- Stochastic Perron’s method and verification without smoothness using viscosity comparison: Obstacle problems and Dynkin games (Q5401378) (← links)
- Stochastic Perron's Method for Hamilton--Jacobi--Bellman Equations (Q5408792) (← links)
- Shadow Prices and Well-Posedness in the Problem of Optimal Investment and Consumption with Transaction Costs (Q5408798) (← links)
- Asymptotic Perron's Method and Simple Markov Strategies in Stochastic Games and Control (Q5501201) (← links)
- Null controllability of an infinite dimensional SDE with state- and control-dependent noise (Q5958430) (← links)
- Backward martingale transport and Fitzpatrick functions in pseudo-Euclidean spaces (Q6126809) (← links)
- Quadratic expansions in optimal investment with respect to perturbations of the semimartingale model (Q6130338) (← links)
