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An entropy approach to the Stein and Stein model with correlation
Rheinländer, Thorsten - In: Finance and stochastics 9 (2005) 3, pp. 399-413
Persistent link: https://www.econbiz.de/10002946727
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Mean-variance hedging for continuous processes : new proofs and examples
Pham, Huyên - In: Finance and stochastics 2 (1998) 2, pp. 173-198
Persistent link: https://www.econbiz.de/10001235406
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Importance sampling for option pricing with feedforward neural networks
Arandjelović, Aleksandar; Rheinländer, Thorsten; … - In: Finance and stochastics 29 (2025) 1, pp. 97-141
Persistent link: https://www.econbiz.de/10015394776
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An entropy approach to the Stein and Stein model with correlation
Rheinländer, Thorsten - In: Finance and stochastics 9 (2005) 3, pp. 399-414
Persistent link: https://www.econbiz.de/10008214293
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Mean-variance hedging for continuous processes: New proofs and examples
Pham, Huyên; Rheinländer, Thorsten; Schweizer, Martin - In: Finance and stochastics 2 (1998) 2, pp. 173-198
Persistent link: https://www.econbiz.de/10008218815
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Shifting martingale measures and the birth of a bubble as a submartingale
Biagini, Francesca; Föllmer, Hans; Nedelcu, Sorin - In: Finance and stochastics 18 (2014) 2, pp. 297-326
Persistent link: https://www.econbiz.de/10010340747
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On fairness of systemic risk measures
Biagini, Francesca; Fouque, Jean-Pierre; Frittelli, Marco; … - In: Finance and stochastics 24 (2020) 2, pp. 513-564
Persistent link: https://www.econbiz.de/10012253395
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Optional projection under equivalent local martingale measures
Biagini, Francesca; Mazzon, Andrea; Perkkiö, Ari-Pekka - In: Finance and stochastics 27 (2023) 2, pp. 435-465
Persistent link: https://www.econbiz.de/10014253651