Christoph K\"uhn

Identifiers

• name variant Christoph K\"uhn 0.60 · backfill

Papers (6)

1. How local in time is the no-arbitrage property under capital gains taxes ? q-fin.PM · 2018 · author #1
2. Nash equilibria for game contingent claims with utility-based hedging math.PR · 2017 · author #2
3. Optimal Selling Time of a Stock under Capital Gains Taxes q-fin.PM · 2014 · author #1
4. Modeling capital gains taxes for trading strategies of infinite variation q-fin.PM · 2013 · author #1
5. Optimal Liquidity Provision q-fin.TR · 2013 · author #1
6. Price-Setting of Market Makers: A Filtering Problem with an Endogenous Filtration q-fin.TR · 2012 · author #1

Mentions

• 1501.00026 #1 · backfill · confidence 0.70 Christoph K\"uhn
• 1309.7368 #1 · backfill · confidence 0.70 Christoph K\"uhn
• 1309.5235 #1 · backfill · confidence 0.70 Christoph K\"uhn
• 1210.4000 #1 · backfill · confidence 0.70 Christoph K\"uhn

Frequent Coauthors

• Bj\"orn Ulbricht 2 shared papers
• Budhi Arta Surya 1 shared papers
• Johannes Muhle-Karbe 1 shared papers
• Klebert Kentia 1 shared papers
• Matthias Riedel 1 shared papers