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Coauthors
(16)
Ulrich G. Haussmann
4
Ivar Ekeland
4
Huayue Zhang
3
Steven E. Shreve
2
Kasper Larsen
2
Journals
(5)
Finance and Stochastics
2
MATH FINANC
2
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2
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1
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Authors
Traian A. Pirvu
Traian A. Pirvu,McMaster University,Mathematical & Quantitative Methods,Financial Economics,Mathematical Modelling
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Traian A. Pirvu
McMaster University
Publications:
22

Citations:
44
Fields:
Mathematical & Quantitative Methods
,
Financial Economics
,
Mathematical Modelling
View FAQ about top research areas and Fields of study
Collaborated with
16 coauthors
from 2003 to 2012

Cited by
61 authors
Cumulative
Annual
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Publications
(22)
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Utility Indifference Pricing: A Time Consistent Approach
Traian A. Pirvu
,
Huayue Zhang
Journal:
Applied Mathematical Finance
, vol. aheadofp, no. aheadofp, pp. 123, 2012
A Multi Period Equilibrium Pricing Model
Traian A. Pirvu
,
Huayue Zhang
Published in 2012.
Equilibrium Pricing in Incomplete Markets under Translation Invariant Preferences
Patrick Cheridito
,
Ulrich Horst
,
Michael Kupper
,
Traian A. Pirvu
Published in 2011.
CRRA Utility Maximization under Risk Constraints
Santiago MorenoBromberg
,
Traian A. Pirvu
,
Anthony Réveillac
Published in 2011.
Utility Indifference Pricing: A Time Consistent Approach
Traian A Pirvu
,
Huayue Zhang
Published in 2011.
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Citations
(44 times by 36 publications)
Quadratic Semimartingale BSDEs under an Exponential Moments Condition
(
Citations: 2
)
Markus Mochaand
,
Nicholas Westray
Published in 2011.
Dynamic Bertrand Oligopoly
Andrew Ledvina
,
Ronnie Sircar
Journal:
Applied Mathematics and Optimization  APPL MATH OPT
, vol. 63, no. 1, pp. 1144, 2011
A financial market with interacting investors: does an equilibrium exist?
Christoph Frei
,
Gonçalo dos Reis
Journal:
Mathematics and Financial Economics
, vol. 4, no. 3, pp. 161182, 2011
Randomized stopping times and coherent multiperiod risk measures
Hyejin Ku
Journal:
Stochastics An International Journal of Probability and Stochastic Processes
, vol. 83, no. 3, pp. 223231, 2011
Gain–loss based convex risk limits in discretetime trading
Mustafa Ç. Pınar
Journal:
Computational Management Science
, vol. 8, no. 3, pp. 299321, 2011
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