Thorsten Rheinländer

Available identifiers

Publication	Date of Publication	Type
Importance sampling for option pricing with feedforward neural networks	2025-01-09	Paper
Financial markets with a large trader	2018-03-08	Paper
VALUATION OF BARRIER OPTIONS VIA A GENERAL SELF‐DUALITY	2016-07-15	Paper
Risk-minimization for life insurance liabilities with basis risk	2016-03-08	Paper
Quasi--Self-Dual Exponential Lévy Processes	2015-01-20	Paper
HEDGING MORTALITY CLAIMS WITH LONGEVITY BONDS	2014-02-27	Paper
Self-dual continuous processes	2013-04-22	Paper
Consistent factor models for temperature markets	2012-08-30	Paper
Optimal martingale measures for defaultable assets	2012-07-20	Paper
Arbitrage opportunities in diverse markets via a non-equivalent measure change	2012-03-06	Paper
Asymptotic utility-based pricing and hedging for exponential utility	2011-03-29	Paper
Utility indifference hedging with exponential additive processes	2010-10-06	Paper
The minimal entropy martingale measure for general Barndorff-Nielsen/Shephard models	2007-02-05	Paper
An entropy approach to the Stein and Stein model with correlation	2006-05-24	Paper
A Stochastic Version of Zeeman's Market Model	2006-01-27	Paper
On the minimal entropy martingale measure.	2003-05-06	Paper
Exponential Hedging and Entropic Penalties	2002-10-28	Paper
Mean-variance hedging for continuous processes: New proofs and examples	1998-09-07	Paper
On \(L^2\)-projections on a space of stochastic integrals	1998-09-06	Paper

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