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researcher

Thorsten Rheinländer

5 papers hereh-index 131.8k citations45 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • first author3
  • middle author1
  • last author1

Across the 5 of 5 papers where every author was matched, so the position is known.

fields
  • math.PR2
  • q-fin.CP1
  • q-fin.MF1
  • q-fin.RM1

identity via Semantic Scholar / OpenAlex

activity
20062021
most citedThe minimal entropy martingale measure for general Barndorff-Nielsen/Shephard models

16 citations · 20 across the 5 of their papers we have counts for

collaborators
Showing 2012 · math.PRShow all

1 paper · 2 filters

math.PR2012★ 1 cited

Self-dual continuous processes

Thorsten Rheinländer, Michael Schmutz

The important application of semi-static hedging in financial markets naturally leads to the notion of quasi self-dual processes which is, for continuous semimartingales, related t…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.