The following pages link to Peter Grandits (Q358617):
Displayed 42 items.
- Optimal consumption in a Brownian model with absorption and finite time horizon (Q358618) (← links)
- Risk averse asymptotics in a Black--Scholes market on a finite time horizon (Q639356) (← links)
- A global consistency result for the two-dimensional Pareto distribution in the presence of misspecified inflation (Q650771) (← links)
- Existence and asymptotic behavior of an optimal barrier for an optimal consumption problem in a Brownian model with absorption and finite time horizon (Q742535) (← links)
- A Karamata-type theorem and ruin probabilities for an insurer investing proportionally in the stock market (Q868325) (← links)
- An optimal consumption problem in finite time with a constraint on the ruin probability (Q889622) (← links)
- (Q1001610) (redirect page) (← links)
- A regularity theorem for a Volterra integral equation of the second kind (Q1001611) (← links)
- The \(p\)-optimal martingale measure and its asymptotic relation with the minimal-entropy martingale measure (Q1290373) (← links)
- Ruin probabilities in the presence of regularly varying tails and optimal investment. (Q1413312) (← links)
- Asymptotic ruin probabilities and optimal investment (Q1425485) (← links)
- Embedding in Brownian motion with drift and the Azéma-Yor construction (Q1613593) (← links)
- On the minimal entropy martingale measure. (Q1872284) (← links)
- An analogue of the Cramér-Lundberg approximation in the optimal investment case (Q1885379) (← links)
- Asymptotics of the hitting probability for a small sphere and a two dimensional Brownian motion with discontinuous anisotropic drift (Q2040040) (← links)
- An Alexandrov-Bakelman-Pucci estimate for an anisotropic Laplacian with positive drift in unbounded domains (Q2232735) (← links)
- Optimal consumption under deterministic income (Q2250072) (← links)
- On the gain of collaboration in a two dimensional ruin problem (Q2304005) (← links)
- Optimal control and the value of information for a stochastic epidemiological SIS-model (Q2633873) (← links)
- TOWARDS A CLASSIFICATION OF FINITE FIELD THEORIES (Q2727861) (← links)
- NO-GO THEOREMS FOR NONSUPERSYMMETRIC FINITE QUANTUM FIELD THEORIES (Q2727897) (← links)
- Leland's Approach to Option Pricing: The Evolution of a Discontinuity (Q2757318) (← links)
- ON NON-SUPERSYMMETRIC FINITE QUANTUM FIELD THEORIES (Q2775338) (← links)
- Frequent Hedging under Transaction Costs and a Nonlinear Fokker--Planck PDE (Q2783723) (← links)
- ON THE IMPACT OF HIDDEN TRENDS FOR A COMPOUND POISSON MODEL WITH PARETO-TYPE CLAIMS (Q2786347) (← links)
- Optimal Consumption Until Ruin for an Endowment Described by an Autonomous ODE for an Infinite Time Horizon (Q3186538) (← links)
- A mixed bvp for flow in strongly anisotropic media (Q3488478) (← links)
- Optimal expected exponential utility of dividend payments in a Brownian risk model (Q3608218) (← links)
- (Q4213415) (← links)
- On Martingale Measures for Stochastic Processes with Independent Increments (Q4510002) (← links)
- Exponential Hedging and Entropic Penalties (Q4551807) (← links)
- A two-dimensional dividend problem for collaborating companies and an optimal stopping problem (Q4562061) (← links)
- Some notes on Sonine–Gegenbauer integrals (Q4562717) (← links)
- (Q4892169) (← links)
- (Q4938942) (← links)
- Ruin probability in a two-dimensional model with correlated Brownian motions (Q5003356) (← links)
- A Ruin Problem for a Two-Dimensional Brownian Motion with Controllable Drift in the Positive Quadrant (Q5216297) (← links)
- Risk Averse Asymptotics and the Optional Decomposition (Q5307623) (← links)
- Minimal ruin probabilities and investment under interest force for a class of subexponential distributions (Q5430557) (← links)
- Ruin probabilities and investment under interest force in the presence of regularly varying tails (Q5467661) (← links)
- (Q5750949) (← links)
- Some global topological properties of a free boundary problem appearing in a two dimensional controlled ruin problem (Q6050123) (← links)