Mean-variance hedging for continuous processes: New proofs and examples. - Huyên Pham; Thorsten Rheinländer; Martin Schweizer (Finance Stochastics, 1998)

An entropy approach to the Stein and Stein model with correlation. - Thorsten Rheinländer (Finance Stochastics, 2005)

The Minimal Entropy Martingale Measure for Exponential Markov Chains. - Young Lee 003; Thorsten Rheinländer (J. Appl. Probab., 2013)

Quasi-Self-Dual Exponential Lévy Processes. - Thorsten Rheinländer; Michael Schmutz (SIAM J. Financial Math., 2014)

On the cumulant transforms for Hawkes processes. - Young Lee 003; Thorsten Rheinländer (J. Appl. Probab., 2023)

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., 2024)