Concepedia
Statistics
Publications
4
Citations
66
H-Index
Active since
2017
Affiliations
Universität Trier(Current)
Technische Universität Berlin
Christoph Belak is an author at Universität Trier specializing in business, engineering, and mathematical programming.
Top concepts
BusinessEngineeringFinanceEconomicsEconomic AnalysisMathematical ProgrammingGamesGame TheoryProbabilityAsset Pricing
Publications per year
2017–2021
A General Verification Result for Stochastic Impulse Control Problems
Christoph Belak, Sören Christensen, Frank Thomas Seifried · SIAM Journal on Control and Optimization · 2017 · 32 citations
Stochastic Hybrid System, Engineering, Value Function +11
Liquidation in Target Zone Models
Christoph Belak, Johannes Muhle‐Karbe, Kevin Ou · Market Microstructure and Liquidity · 2018 · 12 citations
Financial Network Analysis, Option Pricing, Economics +13
Continuous-Time Mean Field Games with Finite State Space and Common Noise
Christoph Belak, Daniel Hoffmann, Frank Thomas Seifried · Applied Mathematics & Optimization · 2021 · 12 citations · Full text
Mathematical Programming, Engineering, Game Theory +18
Utility maximisation in a factor model with constant and proportional transaction costs
Christoph Belak, Sören Christensen · Finance and Stochastics · 2018 · 10 citations
Mathematical Programming, Proportional Transaction Costs, Economics +15
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