SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Christoph Kühn · Study

Home/Author

Christoph Kühn

8 works· latest 2010· 2 institutionscluster: provisionalORCID 0000-0002-5605-5858

h-index8

i108

Citations293

Works here8

01

04

05

06

07

10

Most cited in this library

Fractional Brownian motion as a weak limit of Poisson shot noise processes—with applications to finance2004 · 74 citations
CALLABLE PUTS AS COMPOSITE EXOTIC OPTIONS2007 · 57 citations
Convertible Bonds: Financial Derivatives of Game Type2005 · 37 citations
Perpetual convertible bonds in jump-diffusion models2005 · 33 citations
Optimal portfolios of a small investor in a limit order market: a shadow price approach2010 · 31 citations

Works

8 shown

Optimal portfolios of a small investor in a limit order market: a shadow price approach

Mathematics and Financial Economics·2010·2 authors

31citations

CALLABLE PUTS AS COMPOSITE EXOTIC OPTIONS

Mathematical Finance·2007·2 authors

57citations

Pricing Israeli options: a pathwise approach

Stochastics·2006·3 authors

23citations

Convertible Bonds: Financial Derivatives of Game Type

·2005·2 authors

37citations

Perpetual convertible bonds in jump-diffusion models

Statistics & Risk Modeling·2005·2 authors

33citations

Fractional Brownian motion as a weak limit of Poisson shot noise processes—with applications to finance

Stochastic Processes and their Applications·2004·2 authors·Open access

74citations

Game contingent claims in complete and incomplete markets

Journal of Mathematical Economics·2004·1 author

24citations

An estimator of the number of change points based on a weak invariance principle

Statistics & Probability Letters·2001·1 author

14citations