Christoph Belak

According to our database1, Christoph Belak authored at least 3 papers between 2015 and 2019.

Collaborative distances:
  • Dijkstra number2 of six.
  • Erdős number3 of five.

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
Other 

Links

On csauthors.net:

Bibliography

2019
Utility maximisation in a factor model with constant and proportional transaction costs.
Finance and Stochastics, 2019

2017
A General Verification Result for Stochastic Impulse Control Problems.
SIAM J. Control and Optimization, 2017

2015
On the Uniqueness of Unbounded Viscosity Solutions Arising in an Optimal Terminal Wealth Problem with Transaction Costs.
SIAM J. Control and Optimization, 2015


  Loading...