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Arbitrage Opportunities in Div...
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Theorie
Theory
11
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Rheinländer, Thorsten
10
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3
Pham, Huyên
2
Fryzlewicz, Piotr
1
Lorenz, Julian
1
Osterrieder, Jörg
1
Osterrieder, Jörg R.
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ECONIS (ZBW)
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1
Simulation of a limit order driven market
Lorenz, Julian
;
Osterrieder, Jörg
- In:
The journal of trading
4
(
2009
)
1
,
pp. 23-30
Persistent link: https://www.econbiz.de/10003810702
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2
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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3
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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4
Hedging derivatives
Rheinländer, Thorsten
;
Sexton, Jenny
-
2011
Persistent link: https://www.econbiz.de/10009233654
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5
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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6
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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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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8
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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9
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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10
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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