Paul Krühner

Available identifiers

zbMath Open kruhner.paulMaRDI QIDQ403549

List of research outcomes

Publication	Date of Publication	Type
Abstract polynomial processes	2024-10-16	Paper
Maximizing with-profit pensions without guarantees	2024-07-29	Paper
Regime-switching affine term structures	2024-04-12	Paper
Measuring the suboptimality of dividend controls in a Brownian risk model	2024-02-20	Paper
Stochastic Models for Prices Dynamics in Energy and Commodity Markets	2023-12-18	Paper
A sharp upper bound for the expected occupation density of It\^o processes with bounded irregular drift and diffusion coefficients	2023-10-19	Paper
Explicit Local density bounds for It\^o-processes with irregular drift	2023-08-04	Paper
Stochastic Volterra integral equations and a class of first-order stochastic partial differential equations	2022-12-08	Paper
Independent increment processes: a multilinearity preserving property	2022-07-07	Paper
On Itô's formula for semimartingales with jumps and non-\(\mathcal{C}^2\) functions	2022-03-04	Paper
A new approach for satisfactory pensions with no guarantees	2020-11-04	Paper
Authors' reply on the discussion of Krafft and Pankratz	2020-11-04	Paper
Abstract polynomial processes	2020-10-06	Paper
On uniqueness of solutions to martingale problems -- counterexamples and sufficient criteria	2020-09-29	Paper
The impact of negative interest rates on optimal capital injections	2018-10-19	Paper
Dynamic trading under integer constraints	2018-10-08	Paper
Suboptimal Control of Dividends under Exponential Utility	2018-09-06	Paper
Affine processes with compact state space	2018-05-15	Paper
Approximation of forward curve models in commodity markets with arbitrage-free finite-dimensional models	2018-04-06	Paper
Time change equations for Lévy-type processes	2018-02-13	Paper
Hölder continuous densities of solutions of SDEs with measurable and path dependent drift coefficients	2017-06-22	Paper
On uniqueness of solutions to martingale problems --- counterexamples and sufficient criteria	2016-07-11	Paper
Derivatives Pricing in Energy Markets: An Infinite-Dimensional Approach	2015-10-21	Paper
On a Heath-Jarrow-Morton approach for stock options	2015-08-04	Paper
Integrability of multivariate subordinated Lévy processes in Hilbert space	2015-07-29	Paper
Representation of infinite-dimensional forward price models in commodity markets	2014-08-29	Paper
Optimal bounds for the densities of solutions of SDEs with measurable and path dependent drift coefficients	2014-08-11	Paper

Research outcomes over time

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