Thorsten Rheinländer

Publication Activity (10 Years)

Years Active: 1998-2024
Publications (10 Years): 2

Top Topics

Transition Matrix

Monte Carlo Method

Assemble To Order Systems

Markov Processes

Top Venues

J. Appl. Probab.

SIAM J. Financial Math.

Expert Syst. Appl.

Publications

Dragana Radojicic, Nina Radojicic, Thorsten Rheinländer
A comparative study of the neural network models for the stock market data classification - A multicriteria optimization approach. Expert Syst. Appl. 238 (Part F) (2024)
Young Lee, Thorsten Rheinländer
On the cumulant transforms for Hawkes processes. J. Appl. Probab. 60 (2) (2023)
Thorsten Rheinländer, Michael Schmutz
Quasi-Self-Dual Exponential Lévy Processes. SIAM J. Financial Math. 5 (1) (2014)
Young Lee, Thorsten Rheinländer
The Minimal Entropy Martingale Measure for Exponential Markov Chains. J. Appl. Probab. 50 (2) (2013)
Thorsten Rheinländer
An entropy approach to the Stein and Stein model with correlation. Finance Stochastics 9 (3) (2005)
Huyên Pham, Thorsten Rheinländer, Martin Schweizer
Mean-variance hedging for continuous processes: New proofs and examples. Finance Stochastics 2 (2) (1998)