Paul Krühner

On a Heath–Jarrow–Morton approach for stock options

Jan Kallsen, Paul Krühner, J. Kallsen, 2013, Finance Stochastics.

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

Fred E. Benth, Paul Krühner, F. Benth, 2015, Finance Stochastics.

Derivatives Pricing in Energy Markets: An Infinite-Dimensional Approach

Fred E. Benth, Paul Krühner, F. Benth, 2014, SIAM J. Financial Math..

Dynamic trading under integer constraints

Stefan Gerhold, Paul Krühner, S. Gerhold, 2017, Finance Stochastics.