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Roxana Dumitrescu
Dr
Probability
Financial Mathematics
https://orcid.org/0000-0002-9637-6824
109
Citations
Overview
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Research output
(12)
Supervised Work
(3)
Research output
10
Article
1
Conference paper
1
Working paper
Research output per year
Research output per year
1 results
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(descending)
Publication Year, Title
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Working paper
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2018
Mean-field games of optimal stopping: a relaxed solution approach
Bouveret, G.,
Dumitrescu, R.
& Tankov, P.,
14 Dec 2018
, (E-pub ahead of print)
p. 1795–1821
,
27 p.
(SIAM Journal on Control and Optimization).
Research output
:
Working paper/Preprint
›
Working paper
Search Theory
100%
Nash Equilibrium
50%
Stopper
50%
Numerical Method
25%
25
Citations (Scopus)