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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/10008678553
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Strategische Optimierung des Kreditportfolios
Studer, Gerold
;
Steiger, Gallus
- In:
Die Bank
(
2001
)
3
,
pp. 214-218
Persistent link: https://www.econbiz.de/10001572105
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3
Introductory Stochastic Analysis for Finance and Insurance. X. Sheldon Lin
Rheinlander, Thorsten
- In:
Journal of the American Statistical Association
102
(
2007
)
June
,
pp. 765-766
Persistent link: https://www.econbiz.de/10005238758
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4
Risk-minimization for life insurance liabilities with basis risk
Biagini, Francesca
;
Rheinländer, Thorsten
;
Schreiber, Irene
- In:
Mathematics and financial economics
10
(
2016
)
2
,
pp. 151-178
Persistent link: https://www.econbiz.de/10011485900
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Relative liquidity and future volatility
Valenzuela, Marcela
;
Zer, Ilknur
;
Fryzlewicz, Piotr
; …
- In:
Journal of financial markets
24
(
2015
),
pp. 25-48
Persistent link: https://www.econbiz.de/10011477230
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6
Valuation of barrier options via a general self-duality
Alòs, Elisa
;
Chen, Zhanyu
;
Rheinländer, Thorsten
- In:
Mathematical finance : an international journal of …
26
(
2016
)
3
,
pp. 492-515
Persistent link: https://www.econbiz.de/10011583542
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7
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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