Edit Profile (opens in new tab) Krühner, Paul Compute Distance To: Compute Author ID: kruhner.paul Published as: Krühner, Paul Documents Indexed: 14 Publications since 2014 Co-Authors: 10 Co-Authors with 14 Joint Publications 196 Co-Co-Authors all top 5 Co-Authors 0 single-authored 4 Benth, Fred Espen 4 Eisenberg, Julia 2 Helmert, Axel 2 Kallsen, Jan 1 Baños, David R. 1 Boado-Penas, Carmen 1 Boado-Penas, M. Carmen 1 Gerhold, Stefan 1 Larsson, Martin 1 Schnurr, Alexander all top 5 Serials 3 Finance and Stochastics 2 Stochastic Processes and their Applications 2 Electronic Journal of Probability 2 European Actuarial Journal 1 Insurance Mathematics & Economics 1 Statistics & Probability Letters 1 Stochastics 1 SIAM Journal on Financial Mathematics 1 Communications in Mathematics and Statistics all top 5 Fields 11 Probability theory and stochastic processes (60-XX) 8 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 2 Operator theory (47-XX) 2 Calculus of variations and optimal control; optimization (49-XX) 1 Integral equations (45-XX) 1 Functional analysis (46-XX) 1 Systems theory; control (93-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 8 Publications have been cited 32 times in 25 Documents Cited by ▼ Year ▼ Representation of infinite-dimensional forward price models in commodity markets. Zbl 1322.60100Benth, Fred Espen; Krühner, Paul 9 2014 On a Heath-Jarrow-Morton approach for stock options. Zbl 1390.91302Kallsen, Jan; Krühner, Paul 6 2015 Derivatives pricing in energy markets: an infinite-dimensional approach. Zbl 1347.60082Benth, Fred Espen; Krühner, Paul 6 2015 Hölder continuous densities of solutions of SDEs with measurable and path dependent drift coefficients. Zbl 1367.60064Baños, David; Krühner, Paul 4 2017 Integrability of multivariate subordinated Lévy processes in Hilbert space. Zbl 1327.60103Benth, Fred Espen; Krühner, Paul 2 2015 Affine processes with compact state space. Zbl 1390.60277Krühner, Paul; Larsson, Martin 2 2018 Time change equations for Lévy-type processes. Zbl 1382.60110Krühner, Paul; Schnurr, Alexander 2 2018 The impact of negative interest rates on optimal capital injections. Zbl 1416.91172Eisenberg, Julia; Krühner, Paul 1 2018 Affine processes with compact state space. Zbl 1390.60277Krühner, Paul; Larsson, Martin 2 2018 Time change equations for Lévy-type processes. Zbl 1382.60110Krühner, Paul; Schnurr, Alexander 2 2018 The impact of negative interest rates on optimal capital injections. Zbl 1416.91172Eisenberg, Julia; Krühner, Paul 1 2018 Hölder continuous densities of solutions of SDEs with measurable and path dependent drift coefficients. Zbl 1367.60064Baños, David; Krühner, Paul 4 2017 On a Heath-Jarrow-Morton approach for stock options. Zbl 1390.91302Kallsen, Jan; Krühner, Paul 6 2015 Derivatives pricing in energy markets: an infinite-dimensional approach. Zbl 1347.60082Benth, Fred Espen; Krühner, Paul 6 2015 Integrability of multivariate subordinated Lévy processes in Hilbert space. Zbl 1327.60103Benth, Fred Espen; Krühner, Paul 2 2015 Representation of infinite-dimensional forward price models in commodity markets. Zbl 1322.60100Benth, Fred Espen; Krühner, Paul 9 2014 all cited Publications top 5 cited Publications all top 5 Cited by 35 Authors 8 Benth, Fred Espen 4 Krühner, Paul 3 Cuchiero, Christa 2 Larsson, Martin 2 Simonsen, Iben Cathrine 2 Süss, André 1 Barth, Andrea 1 Carmona, René A. 1 Di Nunno, Giulia 1 Döring, Leif 1 Eisenberg, Julia 1 Filipović, Damir 1 Fontana, Claudio 1 Gnoatto, Alessandro 1 Harang, Fabian Andsem 1 Herrmann, Sebastian 1 Kohatsu-Higa, Arturo 1 Kyprianou, Andreas E. 1 Ma, Yi 1 Miśkiewicz, Zofia 1 Muhle-Karbe, Johannes 1 Nadtochiy, Sergey 1 Nakatsu, Tomonori 1 Richter, Anja 1 Romito, Marco 1 Rüdiger, Barbara 1 Schroers, Dennis 1 Stein, Andreas 1 Svaluto-Ferro, Sara 1 Taguchi, Dai 1 Tanaka, Akihiro 1 Tehranchi, Michael R. 1 Teichmann, Josef 1 Veraart, Almut E. D. 1 Yûki, Gô all top 5 Cited in 14 Serials 4 Stochastic Processes and their Applications 4 Finance and Stochastics 3 Electronic Journal of Probability 3 SIAM Journal on Financial Mathematics 2 Stochastic Analysis and Applications 1 The Annals of Probability 1 Journal of Applied Probability 1 Statistics & Probability Letters 1 Journal of Theoretical Probability 1 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 1 Infinite Dimensional Analysis, Quantum Probability and Related Topics 1 Mathematics and Financial Economics 1 Stochastic Systems 1 Stochastic and Partial Differential Equations. Analysis and Computations all top 5 Cited in 10 Fields 22 Probability theory and stochastic processes (60-XX) 14 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 2 Functional analysis (46-XX) 2 Numerical analysis (65-XX) 1 Ordinary differential equations (34-XX) 1 Partial differential equations (35-XX) 1 Difference and functional equations (39-XX) 1 Integral equations (45-XX) 1 Statistics (62-XX) 1 Systems theory; control (93-XX) Citations by Year