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| | Vorschau | Autor_in(nen) | Titel | Dokumenttyp | Erscheinungsdatum |
| 21 | | Krühner, Paul | The Fundamental Theorem of Calculus | Präsentation Presentation | 2016 |
| 22 | | Krühner, Paul | SPDE for the Brownian order book model | Präsentation Presentation | 2016 |
| 23 | | Krühner, Paul | Effects of negative interest rate on capital injections | Präsentation Presentation | 2016 |
| 24 | | Krühner, Paul | Approximation of futures price curve models in energy markets with arbitrage-free finite dimensional models | Präsentation Presentation | 2015 |
| 25 | | Krühner, Paul | Time change equations for Lévy type processes | Präsentation Presentation | 2015 |
| 26 | | Krühner, Paul | On the regularity of the density for Ito processes | Präsentation Presentation | 2015 |
| 27 | | Krühner, Paul | Approximation of futures price curve models in energy markets with arbitrage-free finite dimensional models | Präsentation Presentation | 2015 |
| 28 | | Krühner, Paul | Affine processes with compact state space and counter-examples for polynomial processes | Präsentation Presentation | 2015 |
| 29 | | Krühner, Paul | Affine processes with compact state space and counter-examples for polynomial processes | Präsentation Presentation | 2015 |
| 30 | | Benth, Fred Espen ; Krühner, Paul | Derivatives Pricing in Energy Markets: An Infinite-Dimensional Approach | Artikel Article  | 2015 |
| 31 | | Benth, Fred Espen ; Krühner, Paul | Integrability of multivariate subordinated Lévy processes in Hilbert space | Artikel Article | 2015 |
| 32 | | Kallsen, Jan ; Krühner, Paul | On a Heath-Jarrow-Morton approach for stock options | Artikel Article | 2015 |
