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Christoph Kühn · Study

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Christoph Kühn

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

h-index6

i106

Citations246

Works here6

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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

6 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

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

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

Statistics & Probability Letters·2001·1 author

14citations