Paul Krühner

According to our database, Paul Krühner authored at least 5 papers between 2015 and 2025.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2025

Statistically Consistent Term Structures Have Affine Geometry.

Paul Krühner, Shijie Xu

SIAM J. Financial Math., 2025

2018

Dynamic trading under integer constraints.

Stefan Gerhold, Paul Krühner

Finance Stochastics, 2018

Approximation of forward curve models in commodity markets with arbitrage-free finite-dimensional models.

Fred Espen Benth, Paul Krühner

Finance Stochastics, 2018

2015

Derivatives Pricing in Energy Markets: An Infinite-Dimensional Approach.

Fred Espen Benth, Paul Krühner

SIAM J. Financial Math., 2015

On a Heath-Jarrow-Morton approach for stock options.

Jan Kallsen, Paul Krühner

Finance Stochastics, 2015