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)

A General Verification Result for Stochastic Impulse Control Problems. - Christoph Belak; Sören Christensen; Frank Thomas Seifried (SIAM J. Control. Optim., 2017)

Utility maximisation in a factor model with constant and proportional transaction costs. - Christoph Belak; Sören Christensen (Finance Stochastics, 2019)

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)

Optimal Investment with Time-Varying Stochastic Endowments. - Christoph Belak; An Chen; Carla Mereu; Robert Stelzer (SIAM J. Financial Math., 2022)