On a Heath-Jarrow-Morton approach for stock options. - Jan Kallsen; Paul Krühner (Finance Stochastics, 2015)

Derivatives Pricing in Energy Markets: An Infinite-Dimensional Approach. - Fred Espen Benth; Paul Krühner (SIAM J. Financial Math., 2015)

Approximation of forward curve models in commodity markets with arbitrage-free finite-dimensional models. - Fred Espen Benth; Paul Krühner (Finance Stochastics, 2018)

Dynamic trading under integer constraints. - Stefan Gerhold; Paul Krühner (Finance Stochastics, 2018)

Statistically Consistent Term Structures Have Affine Geometry. - Paul Krühner; Shijie Xu (SIAM J. Financial Math., 2025)