The following pages link to Paul Krühner (Q403549):
Displaying 17 items.
- Representation of infinite-dimensional forward price models in commodity markets (Q403550) (← links)
- Time change equations for Lévy-type processes (Q681994) (← links)
- Approximation of forward curve models in commodity markets with arbitrage-free finite-dimensional models (Q1709604) (← links)
- Affine processes with compact state space (Q1748933) (← links)
- Dynamic trading under integer constraints (Q1788825) (← links)
- The impact of negative interest rates on optimal capital injections (Q1799625) (← links)
- On uniqueness of solutions to martingale problems -- counterexamples and sufficient criteria (Q2201509) (← links)
- A new approach for satisfactory pensions with no guarantees (Q2209778) (← links)
- Authors' reply on the discussion of Krafft and Pankratz (Q2209783) (← links)
- Hölder continuous densities of solutions of SDEs with measurable and path dependent drift coefficients (Q2359703) (← links)
- On a Heath-Jarrow-Morton approach for stock options (Q2516770) (← links)
- On Itô's formula for semimartingales with jumps and non-\(\mathcal{C}^2\) functions (Q2667604) (← links)
- Derivatives Pricing in Energy Markets: An Infinite-Dimensional Approach (Q3195108) (← links)
- Stochastic Volterra integral equations and a class of first-order stochastic partial differential equations (Q5056589) (← links)
- Independent increment processes: a multilinearity preserving property (Q5086705) (← links)
- Integrability of multivariate subordinated Lévy processes in Hilbert space (Q5265794) (← links)
- Measuring the suboptimality of dividend controls in a Brownian risk model (Q6198074) (← links)
