Thorsten Rheinländer

According to our database, Thorsten Rheinländer authored at least 6 papers between 1998 and 2024.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2024

A comparative study of the neural network models for the stock market data classification - A multicriteria optimization approach.

Dragana Radojicic, Nina Radojicic, Thorsten Rheinländer

Expert Syst. Appl., March, 2024

2023

On the cumulant transforms for Hawkes processes.

Young Lee, Thorsten Rheinländer

J. Appl. Probab., June, 2023

2014

Quasi-Self-Dual Exponential Lévy Processes.

Thorsten Rheinländer, Michael Schmutz

SIAM J. Financial Math., 2014

2013

The Minimal Entropy Martingale Measure for Exponential Markov Chains.

Young Lee, Thorsten Rheinländer

J. Appl. Probab., 2013

2005

An entropy approach to the Stein and Stein model with correlation.

Thorsten Rheinländer

Finance Stochastics, 2005

1998

Mean-variance hedging for continuous processes: New proofs and examples.

Huyên Pham, Thorsten Rheinländer, Martin Schweizer

Finance Stochastics, 1998