Paul Krühner

Representation of Infinite-Dimensional Forward Price Models in Commodity Markets

Fred Espen Benth, Paul Krühner · Communications in Mathematics and Statistics · 2014 · 32 citations · Full text

Agriculture, Economics, Mathematics +13

Derivatives Pricing in Energy Markets: An Infinite-Dimensional Approach

Fred Espen Benth, Paul Krühner · SIAM Journal on Financial Mathematics · 2015 · 29 citations · Full text

Business, Economics, Finance +17

On a Heath–Jarrow–Morton approach for stock options

Jan Kallsen, Paul Krühner · Finance and Stochastics · 2015 · 25 citations

Business, Finance, Financial Management +12

Stochastic Volterra integral equations and a class of first-order stochastic partial differential equations

Fred Espen Benth, Nils Detering, Paul Krühner · Stochastics · 2022 · 16 citations · Full text

Engineering, Mathematics, Differential Equations +16

A new approach for satisfactory pensions with no guarantees

María del Carmen Boado‐Penas, Julia Eisenberg, Axel Helmert et al. · European Actuarial Journal · 2019 · 10 citations · Full text

Business, Finance, Insurance +16