According to our database1, Christoph Belak authored at least 3 papers between 2015 and 2019.
Legend:Book In proceedings Article PhD thesis Other
Utility maximisation in a factor model with constant and proportional transaction costs.
Finance and Stochastics, 2019
A General Verification Result for Stochastic Impulse Control Problems.
SIAM J. Control and Optimization, 2017
On the Uniqueness of Unbounded Viscosity Solutions Arising in an Optimal Terminal Wealth Problem with Transaction Costs.
SIAM J. Control and Optimization, 2015