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Paul Eisenberg

Dr. Paul Eisenberg
Telephone:
+43 1 31336 6494
Email:
Contact information and photo taken from and editable at WU Directory.

CV

since 2020
Postdoc, WU Wien
2017-2020
Lecturer, University of Liverpool
2015-2017
Postdoc, TU Wien
2014-2015
Postdoc, TU Dortmund
2012-2014
Postdoc, University of Oslo
2008-2012
PhD in Mathematics
2003-2008
Diploma in Mathematics, CAU Kiel

Researcher Identifier

    No researcher identifier found.

Awards and Honors

No awards found.

Classifications

    No classifications found.

Expertise

  • Financial Mathematics
  • Probability theory

Activities

No activities found.

Publications

Journal article

2020 Boado-Penas, Carmen, Julia, Eisenberg, Helmert, Axel, Eisenberg, Paul. 2020. A new approach for satisfactory pensions with no guarantees. European Actuarial Journal. 10 3-21. open access (Details)
  Kallsen, Jan, Eisenberg, Paul. 2020. On uniqueness of solutions to martingale problems — counterexamples and sufficient criteria. Electronic Journal of Probability. 25 open access (Details)
2018 Eisenberg, Paul, Larsson, Martin. 2018. Affine processes with compact state space. Electronic Journal of Probability. 23 open access (Details)
  Benth, Fred, Eisenberg, Paul. 2018. Approximation of forward curve models in commodity markets with arbitrage-free finite-dimensional models. Finance and Stochastics. 22 327-366. (Details)
  Eisenberg, Paul, Gerhold, Stefan. 2018. Dynamic trading under integer constraints. Finance and Stochastics. 22 919-957. open access (Details)
  Eisenberg, Julia, Eisenberg, Paul. 2018. The impact of negative interest rates on optimal capital injections. Insurance: Mathematics and Economics. 82 1-10. (Details)
  Eisenberg, Paul, Schnurr, Alexander. 2018. Time change equations for Lévy-type processes. Stochastic Processes and their Applications. 128 963-978. (Details)
2017 Banos, David, Eisenberg, Paul. 2017. Hölder continuous densities of solutions of SDEs with measurable and path dependent drift coefficients. Stochastic Processes and their Applications. 127 1785-1799. (Details)
2016 Eisenberg, Julia, Eisenberg, Paul. 2016. A note on the optimal dividends paid in a foreign currency. Annals of Actuarial Science. 11 67-73. (Details)
  Banos, David, Eisenberg, Paul. 2016. Optimal density bounds for marginals of Itô processes. Communications on Stochastic Analysis. 10 open access (Details)
2015 Benth, Fred, Eisenberg, Paul. 2015. Derivatives Pricing in Energy Markets: An Infinite-Dimensional Approach. SIAM Journal on Financial Mathematics. 6 825-869. (Details)
  Benth, Fred, Eisenberg, Paul. 2015. Integrability of multivariate subordinated Lévy processes in Hilbert space. Stochastics. 87 458-476. (Details)
  Kallsen, Jan, Eisenberg, Paul. 2015. On a Heath–Jarrow–Morton approach for stock options. Finance and Stochastics. 19 583-615. (Details)
2014 Benth, Fred, Eisenberg, Paul. 2014. Representation of Infinite-Dimensional Forward Price Models in Commodity Markets. Communications in Mathematics and Statistics. 2 47-106. (Details)

Dissertation

2012 Eisenberg, Paul. 2012. The Heath-Jarrow-Morton approach for modelling stock options. Dissertation, Christian-Albrechts-Universität zu Kiel. open access (Details)

Projects

  • No projects found.