Christoph Kühn

2004–2007

A researcher in the Science corpus: 3 papers; trusts 1 researcher and is trusted by 0 researchers here, as inferred from the citation graph.

Whom Christoph Kühn trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Patrick Cheridito

Who trusts Christoph Kühn overall

1. St'ephane Cr'epey
2. Tomasz R. Bielecki

Papers from Christoph Kühn's perspective

Ordered by how strongly the researchers Christoph Kühn trusts endorse each paper. Same corpus, a different order for every researcher.

1. FRACTIONAL WHITE NOISE CALCULUS AND APPLICATIONS TO FINANCE
2. Regularizing fractional Brownian motion with a view towards stock price modelling
3. Integration questions related to fractional Brownian motion
4. A regression-based Monte Carlo method to solve backward stochastic differential equations
5. Are classes of deterministic integrands for fractional Brownian motion on an interval complete
6. Forward-Backward Stochastic Differential Equations and their Applications
7. Nonlinear Expectations, Nonlinear Evaluations and Risk Measures
8. The Pricing of Options and Corporate Liabilities
9. Portfolio Selection
10. Simulated Likelihood Estimation of Diffusions with an Application to Exchange Rate Dynamics in Incomplete Markets

Their papers

• Fractional Brownian motion as a weak limit of Poisson shot noise processes - with applications to finance. (2004) — 83 citations
• CALLABLE PUTS AS COMPOSITE EXOTIC OPTIONS (2007) — 59 citations
• Convertible Bonds: Financial Derivatives of Game Type (2005) — 51 citations