검색결과 : 3건
| No. | Article |
|---|---|
| 1 |
Existence and Asymptotic Behavior of an Optimal Barrier for an Optimal Consumption Problem in a Brownian Model with Absorption and Finite Time Horizon Grandits P Applied Mathematics and Optimization, 69(2), 233, 2014 |
| 2 |
Optimal Consumption in a Brownian Model with Absorption and Finite Time Horizon Grandits P Applied Mathematics and Optimization, 67(2), 197, 2013 |
| 3 |
An analogue of the Cramer-Lundberg approximation in the optimal investment case Grandits P Applied Mathematics and Optimization, 50(1), 1, 2004 |