Peter Grandits

Peter Grandits


FAM TU Wien

Publications (PDF)

Talks (Word)

CV (PDF)


Some recent articles

An optimal consumption problem in finite time with a constraint on the ruin probability

Existence and asymptotic behavior of an optimal barrier for an optimal consumption problem in a Brownian model with absorption and finite time horizon

Optimal consumption in a Brownian model with absorption and finite time horizon

Optimal consumption under deterministic income

Asymptotic behavior of an optimal barrier in a constraint optimal consumption problem