The following pages link to Christoph Belak (Q1702882):
Displaying 12 items.
- Backward nonlinear expectation equations (Q1702883) (← links)
- Utility maximisation in a factor model with constant and proportional transaction costs (Q1711719) (← links)
- Continuous-time mean field games with finite state space and common noise (Q2234321) (← links)
- Finite-horizon optimal investment with transaction costs: construction of the optimal strategies (Q2274224) (← links)
- Worst-case optimal investment with a random number of crashes (Q2453936) (← links)
- WORST-CASE PORTFOLIO OPTIMIZATION IN A MARKET WITH BUBBLES (Q2800049) (← links)
- Worst-case portfolio optimization with proportional transaction costs (Q2804001) (← links)
- On the Uniqueness of Unbounded Viscosity Solutions Arising in an Optimal Terminal Wealth Problem with Transaction Costs (Q2945617) (← links)
- A General Verification Result for Stochastic Impulse Control Problems (Q2968551) (← links)
- Optimal Investment with Time-Varying Stochastic Endowments (Q5097224) (← links)
- Convergence of Optimal Investment Problems in the Vanishing Fixed Cost Limit (Q5869806) (← links)
- Optimal investment for retail investors (Q6054421) (← links)
