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researcher

M. Sîrbu

19 papers hereh-index 14717 citations40 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • sole author4
  • middle author3
  • last author12

Across the 19 of 19 papers where every author was matched, so the position is known.

fields
  • math.PR9
  • math.OC5
  • q-fin.PM3
  • math.CA1
  • q-fin.TR1

identity via Semantic Scholar / OpenAlex

activity
20062023
most citedSensitivity analysis of utility-based prices and risk-tolerance wealth processes

89 citations · 145 across the 17 of their papers we have counts for

collaborators
Showing math.CAShow all

1 paper · 1 filter

math.CA2022★ 1 cited

Singularities of Fitzpatrick and convex functions

Dmitry Kramkov, Mihai Sîrbu

In a pseudo-Euclidean space with scalar product S(⋅,⋅), we show that the singularities of projections on S-monotone sets and of the associated Fitzpatrick functions ar…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.