Boado-Penas, Carmen; Eisenberg, Julia; Helmert, Axel; Krühner, Paul Authors’ reply on the discussion of Krafft and Pankratz. (English) Zbl 1448.91256 Eur. Actuar. J. 10, No. 1, 25-27 (2020). MSC: 91G05 PDF BibTeX XML Cite \textit{C. Boado-Penas} et al., Eur. Actuar. J. 10, No. 1, 25--27 (2020; Zbl 1448.91256) Full Text: DOI
Boado-Penas, M. Carmen; Eisenberg, Julia; Helmert, Axel; Krühner, Paul A new approach for satisfactory pensions with no guarantees. (English) Zbl 07270241 Eur. Actuar. J. 10, No. 1, 3-21 (2020). MSC: 91G05 91G30 PDF BibTeX XML Cite \textit{M. C. Boado-Penas} et al., Eur. Actuar. J. 10, No. 1, 3--21 (2020; Zbl 07270241) Full Text: DOI
Eisenberg, Julia; Krühner, Paul The impact of negative interest rates on optimal capital injections. (English) Zbl 1416.91172 Insur. Math. Econ. 82, 1-10 (2018). MSC: 91B30 93E20 49L20 91G30 PDF BibTeX XML Cite \textit{J. Eisenberg} and \textit{P. Krühner}, Insur. Math. Econ. 82, 1--10 (2018; Zbl 1416.91172) Full Text: DOI
Gerhold, Stefan; Krühner, Paul Dynamic trading under integer constraints. (English) Zbl 1416.91347 Finance Stoch. 22, No. 4, 919-957 (2018). MSC: 91G10 60G44 PDF BibTeX XML Cite \textit{S. Gerhold} and \textit{P. Krühner}, Finance Stoch. 22, No. 4, 919--957 (2018; Zbl 1416.91347) Full Text: DOI
Benth, Fred Espen; Krühner, Paul Approximation of forward curve models in commodity markets with arbitrage-free finite-dimensional models. (English) Zbl 1422.91565 Finance Stoch. 22, No. 2, 327-366 (2018). MSC: 91B74 91B25 60H15 PDF BibTeX XML Cite \textit{F. E. Benth} and \textit{P. Krühner}, Finance Stoch. 22, No. 2, 327--366 (2018; Zbl 1422.91565) Full Text: DOI
Benth, Fred Espen; Krühner, Paul Derivatives pricing in energy markets: an infinite-dimensional approach. (English) Zbl 1347.60082 SIAM J. Financ. Math. 6, 825-869 (2015). MSC: 60H30 60H15 60H10 60G60 60G51 91G20 91G80 PDF BibTeX XML Cite \textit{F. E. Benth} and \textit{P. Krühner}, SIAM J. Financ. Math. 6, 825--869 (2015; Zbl 1347.60082) Full Text: DOI arXiv
Kallsen, Jan; Krühner, Paul On a Heath-Jarrow-Morton approach for stock options. (English) Zbl 1390.91302 Finance Stoch. 19, No. 3, 583-615 (2015). MSC: 91G20 60G51 91G30 PDF BibTeX XML Cite \textit{J. Kallsen} and \textit{P. Krühner}, Finance Stoch. 19, No. 3, 583--615 (2015; Zbl 1390.91302) Full Text: DOI
Benth, Fred Espen; Krühner, Paul Representation of infinite-dimensional forward price models in commodity markets. (English) Zbl 1322.60100 Commun. Math. Stat. 2, No. 1, 47-106 (2014). MSC: 60H15 60G51 60G10 91G80 47B10 47G10 46E35 PDF BibTeX XML Cite \textit{F. E. Benth} and \textit{P. Krühner}, Commun. Math. Stat. 2, No. 1, 47--106 (2014; Zbl 1322.60100) Full Text: DOI arXiv