Christoph Knochenhauer

According to our database, Christoph Knochenhauer authored at least 10 papers between 2015 and 2025.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of four.

2025

Long-Run Behavior and Convergence of Dynamic Mean Field Equilibria.

Christoph Knochenhauer, Berenice Anne Neumann

Dyn. Games Appl., November, 2025

Optimal Adaptive Control with Separable Drift Uncertainty.

Samuel N. Cohen, Christoph Knochenhauer, Alexander Merkel

SIAM J. Control. Optim., 2025

Fractional Diffusion Bridge Models.

Gabriel Nobis, Maximilian Springenberg, Arina Belova, Rembert Daems, Christoph Knochenhauer, Manfred Opper, Tolga Birdal, Wojciech Samek

Proceedings of the Advances in Neural Information Processing Systems 38: Annual Conference on Neural Information Processing Systems 2025, 2025

2024

Generative Fractional Diffusion Models.

Gabriel Nobis, Maximilian Springenberg, Marco Aversa, Michael Detzel, Rembert Daems, Roderick Murray-Smith, Shinichi Nakajima, Sebastian Lapuschkin, Stefano Ermon, Tolga Birdal, Manfred Opper, Christoph Knochenhauer, Luis Oala, Wojciech Samek

Proceedings of the Advances in Neural Information Processing Systems 37: Annual Conference on Neural Information Processing Systems 2024, 2024

2023

Generative Fractional Diffusion Models.

Gabriel Nobis, Marco Aversa, Maximilian Springenberg, Michael Detzel, Stefano Ermon, Shinichi Nakajima, Roderick Murray-Smith, Sebastian Lapuschkin, Christoph Knochenhauer, Luis Oala, Wojciech Samek

CoRR, 2023

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