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
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