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On Margrabe options written on stochastic volatility models
Alòs, Elisa
;
Rheinländer, Thorsten
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2015
Persistent link: https://www.econbiz.de/10011442222
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Relative liquidity and future volatility
Valenzuela, Marcela
;
Zer, Ilknur
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Fryzlewicz, Piotr
; …
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2014
Persistent link: https://www.econbiz.de/10010433377
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Mean-variance hedging for continuous processes : new proofs and examples
Pham, Huyên
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Rheinländer, Thorsten
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Schweizer, Martin
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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
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1997
Persistent link: https://www.econbiz.de/10009657132
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