Satisfying convex risk limits by trading. - Kasper Larsen; Traian A. Pirvu; Steven E. Shreve; Reha H. Tütüncü (Finance Stochastics, 2005)

On Investment-Consumption with Regime-Switching - Traian A. Pirvu; Huayue Zhang (CoRR, 2011)

Time-Consistent Portfolio Management. - Ivar Ekeland; Oumar Mbodji; Traian A. Pirvu (SIAM J. Financial Math., 2012)

Non-linear equity portfolio variance reduction under a mean-variance framework - A delta-gamma approach. - Sean W. Jewell; Yang Li 065; Traian A. Pirvu (Oper. Res. Lett., 2013)

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)

A Multiperiod Equilibrium Pricing Model. - Minsuk Kwak; Traian A. Pirvu; Huayue Zhang (J. Appl. Math., 2014)

Investment-consumption with regime-switching discount rates. - Traian A. Pirvu; Huayue Zhang (Math. Soc. Sci., 2014)

Equilibrium Pricing in Incomplete Markets Under Translation Invariant Preferences. - Patrick Cheridito; Ulrich Horst; Michael Kupper; Traian A. Pirvu (Math. Oper. Res., 2016)

Cumulative Prospect Theory with Generalized Hyperbolic Skewed t Distribution. - Minsuk Kwak; Traian A. Pirvu (SIAM J. Financial Math., 2018)

Optimal sharing rule for a household with a portfolio management problem. - Oumar Mbodji; A. Nguyen-Huu; Traian A. Pirvu (Math. Soc. Sci., 2019)

An elliptic partial differential equation and its application. - Dragos-Patru Covei; Traian A. Pirvu (Appl. Math. Lett., 2020)