I. Zamfirescu

Finance · 2008

A researcher in the Science corpus: 1 paper; trusts 1 researcher and is trusted by 3 researchers here, as inferred from the citation graph.

Subfields

• Finance — 6 citations into it; #6,815 of 10,518 by trust here, #9,725 by citations

Whom I. Zamfirescu trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Ioannis Karatzas

Who trusts I. Zamfirescu overall

1. Erhan Bayraktar

Papers from I. Zamfirescu's perspective

Ordered by how strongly the researchers I. Zamfirescu trusts endorse each paper. Same corpus, a different order for every researcher.

1. Controlled Markov processes and viscosity solutions
2. Stochastic differential equations
3. Discrete Parameter Martingales
4. Controlled diffusion processes
5. The Pricing of Options and Corporate Liabilities
6. Markov Processes: Characterization and Convergence
7. Random G-expectations.
8. A THEORETICAL FRAMEWORK FOR THE PRICING OF CONTINGENT CLAIMS IN THE PRESENCE OF MODEL UNCERTAINTY
9. Bubbles, convexity and the Black–Scholes equation
10. Optimal Stopping for Non-Linear Expectations - Part II

Their papers

• Martingale approach to stochastic differential games of control and stopping. (2008) — 73 citations