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Utility indifference hedging with exponential additive processes
Rheinländer, Thorsten
;
Steiger, Gallus
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Asia-Pacific financial markets
17
(
2010
)
2
,
pp. 151-169
Persistent link: https://www.econbiz.de/10009237119
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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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Arbitrage opportunities in diverse markets via a non-equivalent measure change
Osterrieder, Jörg R.
;
Rheinländer, Thorsten
- In:
Annals of finance
2
(
2006
)
3
,
pp. 287-301
Persistent link: https://www.econbiz.de/10003338000
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Consistent factor models for temperature markets
Hell, Philipp
;
Meyer-Brandis, Thilo
;
Rheinländer, Thorsten
- In:
International journal of theoretical and applied finance
15
(
2012
)
4
,
pp. 1-24
Persistent link: https://www.econbiz.de/10009624466
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5
Pricing energy, weather and emission derivatives under future information
Hess, Markus
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2013
Persistent link: https://www.econbiz.de/10010254908
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6
On Margrabe options written on stochastic volatility models
Alòs, Elisa
;
Rheinländer, Thorsten
-
2015
Persistent link: https://www.econbiz.de/10011442222
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7
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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8
Relative liquidity and future volatility
Valenzuela, Marcela
;
Zer, Ilknur
;
Fryzlewicz, Piotr
; …
-
2014
Persistent link: https://www.econbiz.de/10010433377
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9
Hedging derivatives
Rheinländer, Thorsten
;
Sexton, Jenny
-
2011
Persistent link: https://www.econbiz.de/10009233654
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10
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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