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Roxana Dumitrescu
Dr
Probability
Financial Mathematics
https://orcid.org/0000-0002-9637-6824
110
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Research output
(12)
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(2)
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(3)
Supervised Work
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Student theses
3 results
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Derivatives in Stochastic Calculus with Applications to Mathematical Finance
Ionescu, A.
(Author),
Dumitrescu, R.-L.
(Supervisor) &
Armstrong, J.
(Supervisor),
1 Jun 2023
Student thesis
:
Doctoral Thesis
›
Doctor of Philosophy
File
Contributions to Risk Management and Mean-Field Type Problems
Zeng, J.
(Author),
Buescu, C.
(Supervisor) &
Dumitrescu, R.-L.
(Supervisor),
21 Jul 2022
Student thesis
:
Doctoral Thesis
›
Doctor of Philosophy
File
The Stochastic Cauchy Problem driven by a cylindrical Levy Process
Umesh, U.
(Author),
Riedle, M.
(Supervisor) &
Dumitrescu, R.-L.
(Supervisor),
2018
Student thesis
:
Doctoral Thesis
›
Doctor of Philosophy
File