Mihai Sirbu

Identifiers

• name variant Mihai Sirbu 0.60 · backfill

Papers (6)

1. Stochastic Perron's method for Hamilton-Jacobi-Bellman equations math.PR · 2012 · author #2
2. Shadow prices and well-posedness in the problem of optimal investment and consumption with transaction costs q-fin.PM · 2012 · author #2
3. Stochastic Perron's method and verification without smoothness using viscosity comparison: obstacle problems and Dynkin games math.OC · 2011 · author #2
4. Stochatic Perron's method and verification without smoothness using viscosity comparison: the linear case math.PR · 2011 · author #2
5. Optimal investment on finite horizon with random discrete order flow in illiquid markets q-fin.PM · 2009 · author #4
6. In which Financial Markets do Mutual Fund Theorems hold true? q-fin.TR · 2007 · author #2

Mentions

• 1212.2170 #2 · arxiv_oai · confidence 0.70 Mihai Sirbu
• 1103.0538 #2 · arxiv_oai · confidence 0.70 Mihai Sirbu
• 1212.2170 #2 · backfill · confidence 0.70 Mihai Sirbu
• 1204.0305 #2 · backfill · confidence 0.70 Mihai Sirbu
• 1112.4904 #2 · backfill · confidence 0.70 Mihai Sirbu
• 1103.0538 #2 · backfill · confidence 0.70 Mihai Sirbu
• 0907.2203 #4 · backfill · confidence 0.70 Mihai Sirbu
• 0710.1909 #2 · backfill · confidence 0.70 Mihai Sirbu

Frequent Coauthors

• Erhan Bayraktar 3 shared papers
• CREST) 1 shared papers
• Erik Taflin 1 shared papers
• Gordan Zitkovic 1 shared papers
• Huyen Pham (PMA 1 shared papers
• Jin Hyuk Choi 1 shared papers
• Paul Gassiat (PMA) 1 shared papers
• Walter Schachermayer 1 shared papers