Browse Papers
From IFORS
Contact Us
English
Remember me
Login
Forgot password?
Peter Grandits
Information about the author Peter Grandits will soon be added to the site.
Found
2 papers
in total
Date Descending
Date Ascending
Title Descending
Title Ascending
Optimal Consumption Under Deterministic Income
2014
We consider an individual or household endowed with an initial wealth, having an...
Risk averse asymptotics in a Black–Scholes market on a finite time horizon
2011
We consider the optimal investment and consumption problem in a Black–Scholes...
Papers per page:
6 Papers
12 Papers
24 Papers
36 Papers
48 Papers
