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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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Pricing energy, weather and emission derivatives under future information
Hess, Markus - 2013
Persistent link: https://www.econbiz.de/10010254908
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On Margrabe options written on stochastic volatility models
Alòs, Elisa; Rheinländer, Thorsten - 2015
Persistent link: https://www.econbiz.de/10011442222
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Hedging derivatives
Rheinländer, Thorsten; Sexton, Jenny - 2011
Persistent link: https://www.econbiz.de/10009233654
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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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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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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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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