The following pages link to Thorsten Rheinländer (Q253097):
Displaying 18 items.
- Risk-minimization for life insurance liabilities with basis risk (Q253099) (← links)
- Arbitrage opportunities in diverse markets via a non-equivalent measure change (Q665725) (← links)
- The minimal entropy martingale measure for general Barndorff-Nielsen/Shephard models (Q862208) (← links)
- Mean-variance hedging for continuous processes: New proofs and examples (Q1381310) (← links)
- On \(L^2\)-projections on a space of stochastic integrals (Q1381569) (← links)
- Financial markets with a large trader (Q1704151) (← links)
- On the minimal entropy martingale measure. (Q1872284) (← links)
- Self-dual continuous processes (Q1947605) (← links)
- Utility indifference hedging with exponential additive processes (Q1959132) (← links)
- An entropy approach to the Stein and Stein model with correlation (Q2488487) (← links)
- CONSISTENT FACTOR MODELS FOR TEMPERATURE MARKETS (Q2909512) (← links)
- Quasi--Self-Dual Exponential Lévy Processes (Q2940776) (← links)
- Asymptotic utility-based pricing and hedging for exponential utility (Q3086116) (← links)
- A Stochastic Version of Zeeman's Market Model (Q3368363) (← links)
- Exponential Hedging and Entropic Penalties (Q4551807) (← links)
- HEDGING MORTALITY CLAIMS WITH LONGEVITY BONDS (Q5398347) (← links)
- VALUATION OF BARRIER OPTIONS VIA A GENERAL SELF‐DUALITY (Q5739187) (← links)
- Importance sampling for option pricing with feedforward neural networks (Q6659479) (← links)
