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Boado-Penas, M Carmen, Eisenberg, Julia and Kruehner, Paul
(2022)
Maximizing with-profit pensions without guarantees.
APPLIED STOCHASTIC MODELS IN BUSINESS AND INDUSTRY, 38 (2).
pp. 308-322.
Eisenberg, Julia and Kruehner, Paul
(2022)
On Ito's formula for semimartingales with jumps and non-<i>C</i><SUP>2</SUP> functions.
STATISTICS & PROBABILITY LETTERS, 184.
p. 109369.
Kallsen, Jan and Kruehner, Paul
(2015)
On a Heath-Jarrow-Morton approach for stock options.
Finance and Stochastics, 19 (3).
pp. 583-615.
Benth, Fred Espen, Detering, Nils and Kruehner, Paul
(2022)
Stochastic Volterra integral equations and a class of first-order stochastic partial differential equations.
STOCHASTICS-AN INTERNATIONAL JOURNAL OF PROBABILITY AND STOCHASTIC PROCESSES, 94 (7).
pp. 1054-1076.
Kruehner, Paul and Schnurr, Alexander
(2018)
Time change equations for Levy-type processes.
STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 128 (3).
pp. 963-978.