Mihai S\^{{\i}}rbu

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Papers (2)

1. Sensitivity analysis of utility-based prices and risk-tolerance wealth processes math.PR · 2007 · author #2
2. On the two-times differentiability of the value functions in the problem of optimal investment in incomplete markets math.PR · 2006 · author #2

Mentions

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Frequent Coauthors

• Dmitry Kramkov 2 shared papers