Ingrid-Mona Zamfirescu, Ph.D.
Affiliations: | 2003 | Columbia University, New York, NY |
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"Ingrid-Mona Zamfirescu"Parents
Sign in to add mentorIoannis Karatzas | grad student | 2003 | Columbia | |
(Optimal stopping under model uncertainty.) |
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Publications
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Karatzas I, Zamfirescu IM. (2008) Martingale approach to stochastic differential games of control and stopping Annals of Probability. 36: 1495-1527 |
Karatzas I, Zamfirescu IM. (2006) Martingale approach to stochastic control with discretionary stopping Applied Mathematics and Optimization. 53: 163-184 |