Christoph Kühn

Available identifiers

zbMath Open kuhn.christophMaRDI QIDQ180716

List of research outcomes

Publication	Date of Publication	Type
Insider trading in discrete time Kyle games	2023-12-01	Paper
The fundamental theorem of asset pricing with and without transaction costs	2023-07-02	Paper
picFoam: an OpenFOAM based electrostatic particle-in-cell solver	2023-06-01	Paper
Semimartingale price systems in models with transaction costs beyond efficient friction	2022-09-26	Paper
Shear force analysis of an oil-driven grinding tool	2019-11-19	Paper
Prospective strict no-arbitrage and the fundamental theorem of asset pricing under transaction costs	2019-09-19	Paper
How local in time is the no-arbitrage property under capital gains taxes?	2019-07-08	Paper
Nash Equilibria for Game Contingent Claims with Utility-Based Hedging	2018-11-02	Paper
For what trading strategies is the tax payment stream of infinite variation?	2017-04-06	Paper
PRICE SETTING OF MARKET MAKERS: A FILTERING PROBLEM WITH ENDOGENOUS FILTRATION	2017-03-13	Paper
Modeling Capital Gains Taxes for Trading Strategies of Infinite Variation	2015-10-20	Paper
Optimal liquidity provision	2015-06-11	Paper
Continuous time trading of a small investor in a limit order market	2014-04-10	Paper
Optimal portfolios of a small investor in a limit order market: a shadow price approach	2013-01-20	Paper
Immune response to a variable pathogen: a stochastic model with two interlocked Darwinian entities	2013-01-09	Paper
Nonlinear stochastic integration with a non-smooth family of integrators	2012-11-09	Paper
Optional processes with non-exploding realized power variation along stopping times are làglàd	2012-06-22	Paper
Large traders and illiquid options: hedging vs. manipulation	2012-01-13	Paper
Optional processes with non-exploding realized power variation along stopping times are làglàd	2011-09-09	Paper
A note on stochastic integration with respect to optional semimartingales	2009-11-20	Paper
Perpetual convertible bonds with credit risk	2008-12-22	Paper
Instalment Options: A Closed-Form Solution and the Limiting Case	2008-10-17	Paper
CALLABLE PUTS AS COMPOSITE EXOTIC OPTIONS	2008-05-22	Paper
On utility-based derivative pricing with and without intermediate trades	2008-01-18	Paper
Pricing Israeli options: a pathwise approach	2007-03-30	Paper
Perpetual convertible bonds in jump-diffusion models	2005-10-18	Paper
Fractional Brownian motion as a weak limit of Poisson shot noise processes -- with applications to finance	2005-08-05	Paper
Game contingent claims in complete and incomplete markets	2005-02-16	Paper
Pricing derivatives of American and game type in incomplete markets	2004-11-24	Paper
Pricing contingent claims in incomplete markets when the holder can choose among different payoffs.	2003-11-16	Paper
An estimator of the number of change points based on a weak invariance principle	2002-02-18	Paper
https://portal.mardi4nfdi.de/entity/Q4356078	1998-01-04	Paper

Research outcomes over time

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