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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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Risk-minimization for life insurance liabilities with dependent mortality risk
Biagini, Francesca; Botero, Camila; Schreiber, Irene - In: Mathematical finance : an international journal of … 27 (2017) 2, pp. 505-533
Persistent link: https://www.econbiz.de/10011752521
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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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Optimal Martingale measures and their applications in mathematical finance
Rheinländer, Thorsten - 1999 - Als Ms. gedr
Persistent link: https://www.econbiz.de/10001410774
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A stochastic version of Zeeman's market model
Rheinländer, Thorsten (contributor);  … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 8 (2004) 4
Persistent link: https://www.econbiz.de/10002652265
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Hedging derivatives
Rheinländer, Thorsten; Sexton, Jenny - 2011
Persistent link: https://www.econbiz.de/10009233654
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Utility indifference hedging with exponential additive processes
Rheinländer, Thorsten; Steiger, Gallus - In: Asia-Pacific financial markets 17 (2010) 2, pp. 151-169
Persistent link: https://www.econbiz.de/10009237119
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Mean-variance hedging for continuous processes : new proofs and examples
Pham, Huyên; Rheinländer, Thorsten; Schweizer, Martin - 1997
Persistent link: https://www.econbiz.de/10009632600
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On L2-projections on a space of stochastic integrals
Rheinländer, Thorsten; Schweizer, Martin - 1997
Persistent link: https://www.econbiz.de/10009657132
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Relative liquidity and future volatility
Valenzuela, Marcela; Zer, Ilknur; Fryzlewicz, Piotr; … - 2014
Persistent link: https://www.econbiz.de/10010433377