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Paul Eisenberg

Assist.Prof. Priv.Doz.Dr. Paul Eisenberg
+43 1 31336 6494
Contact information and photo taken from and editable at WU Directory.


since 2020
Postdoc, WU Wien
Lecturer, University of Liverpool
Postdoc, TU Wien
Postdoc, TU Dortmund
Postdoc, University of Oslo
PhD in Mathematics
Diploma in Mathematics, CAU Kiel

Researcher Identifier

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Awards and Honors

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  • Financial Mathematics
  • Probability theory


No activities found.


Journal article

2022 Benth, Fred Espen, Detering, Nils, Eisenberg, Paul. 2022. Stochastic Volterra integral equations and a class of first-order stochastic partial differential equations. Stochastics. 94 (Details)
2021 Eisenberg, Paul, Boado-Penas, Maria del Carmen, Eisenberg, Julia. 2021. Maximizing with-profit pensions without guarantees. Applied Stochastic Models in Business and Industry. 1-15. open access (Details)
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)
  Benth, Fred, Detering, Nils, Eisenberg, Paul. 2020. Independent increment processes: a multilinearity preserving property. Stochastics. (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 in 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)


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


  • No projects found.