Paul Krühner

Publication Activity (10 Years)

Years Active: 2015-2018
Publications (10 Years): 2

Top Topics

Linear Constraints

Infinite Dimensional

Top Venues

Finance Stochastics

SIAM J. Financial Math.

Publications

Fred Espen Benth, Paul Krühner
Approximation of forward curve models in commodity markets with arbitrage-free finite-dimensional models. Finance Stochastics 22 (2) (2018)
Stefan Gerhold, Paul Krühner
Dynamic trading under integer constraints. Finance Stochastics 22 (4) (2018)
Fred Espen Benth, Paul Krühner
Derivatives Pricing in Energy Markets: An Infinite-Dimensional Approach. SIAM J. Financial Math. 6 (1) (2015)
Jan Kallsen, Paul Krühner
On a Heath-Jarrow-Morton approach for stock options. Finance Stochastics 19 (3) (2015)