Research output per year
Research output per year
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Dive into the research topics where Christoph Knochenhauer is active. These topic labels come from the works of this person. Together they form a unique fingerprint.
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Collaborations and top research areas from the last five years
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Research output
- 13 Article
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CONVERGENCE OF OPTIMAL INVESTMENT PROBLEMS IN THE VANISHING FIXED COST LIMIT
Bayraktar, E., Belak, C., Christensen, S. & Seifried, F. T., 2022, In: SIAM Journal on Control and Optimization. 60, 5, p. 2712-2736 25 p.Research output: Contribution to journal › Article › peer-review
3 Scopus citations -
Optimal investment for retail investors
Belak, C., Mich, L. & Seifried, F. T., Apr 2022, In: Mathematical Finance. 32, 2, p. 555-594 40 p.Research output: Contribution to journal › Article › peer-review
Open Access5 Scopus citations -
Optimal Investment with Time-Varying Stochastic Endowments
Belak, C., Chen, A., Mereu, C. & Stelzer, R., 2022, In: SIAM Journal on Financial Mathematics. 13, 3, p. 969-1003 35 p.Research output: Contribution to journal › Article › peer-review
3 Scopus citations -
Branching diffusions with jumps, and valuation with systemic counterparties
Belak, C., Hoffmann, D. & Seifried, F. T., 2021, In: Journal of Computational Finance. 25, 3, p. 51-86 36 p.Research output: Contribution to journal › Article › peer-review
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Continuous-Time Mean Field Games with Finite State Space and Common Noise
Belak, C., Hoffmann, D. & Seifried, F. T., Dec 2021, In: Applied Mathematics & Optimization. 84, 3, p. 3173-3216 44 p.Research output: Contribution to journal › Article › peer-review
Open Access13 Scopus citations