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Paul Kr\"uhner

Identifiers

  • name variant Paul Kr\"uhner 0.60 · backfill

Papers (14)

  1. Suboptimal Control of Dividends under Exponential Utility q-fin.RM · 2018 · author #2
  2. Dynamic trading under integer constraints q-fin.MF · 2017 · author #2
  3. Affine processes with compact state space math.PR · 2017 · author #1
  4. Brownian trading excursions and avalanches q-fin.MF · 2017 · author #2
  5. The Impact of Negative Interest Rates on Optimal Capital Injections q-fin.MF · 2016 · author #2
  6. H\"older continuous densities of solutions of SDEs with measurable and path dependent drift coefficients math.PR · 2016 · author #2
  7. A Note on the Optimal Dividends Paid in a Foreign Currency q-fin.MF · 2016 · author #2
  8. Approximation of forward curve models in commodity markets with arbitrage-free finite dimensional models q-fin.MF · 2015 · author #2
  9. Time Change Equations for L\'evy Type Processes math.PR · 2015 · author #1
  10. Derivatives pricing in energy markets: an infinite dimensional approach q-fin.MF · 2014 · author #2
  11. Optimal bounds for the densities of solutions of SDEs with measurable and path dependent drift coefficients math.PR · 2014 · author #2
  12. Representation of infinite dimensional forward price models in commodity markets q-fin.PR · 2014 · author #2
  13. On a Heath-Jarrow-Morton approach for stock options q-fin.PR · 2013 · author #2
  14. Subordination of Hilbert space valued L\'evy processes math.PR · 2012 · author #2

Mentions

  • 1305.5621 #2 · backfill · confidence 0.70 Paul Kr\"uhner
  • 1211.6266 #2 · backfill · confidence 0.70 Paul Kr\"uhner

Frequent Coauthors