Christoph Belak

According to our database, Christoph Belak authored at least 5 papers between 2015 and 2022.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2022

Optimal Investment with Time-Varying Stochastic Endowments.

Christoph Belak, An Chen, Carla Mereu, Robert Stelzer

SIAM J. Financial Math., September, 2022

Convergence of Optimal Investment Problems in the Vanishing Fixed Cost Limit.

Erhan Bayraktar, Christoph Belak, Sören Christensen, Frank Thomas Seifried

SIAM J. Control. Optim., 2022

2019

Utility maximisation in a factor model with constant and proportional transaction costs.

Christoph Belak, Sören Christensen

Finance Stochastics, 2019

2017

A General Verification Result for Stochastic Impulse Control Problems.

Christoph Belak, Sören Christensen, Frank Thomas Seifried

SIAM J. Control. Optim., 2017

2015

On the Uniqueness of Unbounded Viscosity Solutions Arising in an Optimal Terminal Wealth Problem with Transaction Costs.

Christoph Belak, Olaf Menkens, Jörn Sass

SIAM J. Control. Optim., 2015