activity
20142017
most citedBrownian trading excursions and avalanches

1 citations · 1 across the 4 of their papers we have counts for

collaborators

5 papers

math.PR2023

A sharp upper bound for the expected occupation density of Itô processes with bounded irregular drift and diffusion coefficients

Paul Krühner, Shijie Xu

We find explicit and optimal upper bounds for the expected occupation density for an Itô-process when its drift and diffusion coefficients are unknown under boundedness and ellipti…

q-fin.MF20171 cited

Brownian trading excursions and avalanches

Friedrich Hubalek, Paul Krühner, Thorsten Rheinländer

We study a parsimonious but non-trivial model of the latent limit order book where orders get placed with a fixed displacement from a center price process, i.e.\ some process in-be…

q-fin.MF2016

The Impact of Negative Interest Rates on Optimal Capital Injections

Julia Eisenberg, Paul Krühner

In the present paper, we investigate the optimal capital injection behaviour of an insurance company if the interest rate is allowed to become negative. The surplus process of the…

q-fin.MF2014

Derivatives pricing in energy markets: an infinite dimensional approach

Fred Espen Benth, Paul Krühner

Based on forward curves modelled as Hilbert-space valued processes, we analyse the pricing of various options relevant in energy markets. In particular, we connect empirical eviden…

q-fin.PR2014

Representation of infinite dimensional forward price models in commodity markets

Fred Espen Benth, Paul Krühner

We study the forward price dynamics in commodity markets realized as a process with values in a Hilbert space of absolutely continuous functions defined by Filipović. The forward d…