Thorsten Rheinländer

Risk Management: Value at Risk and Beyond

Thorsten Rheinländer · Journal of the American Statistical Association · 2003 · 340 citations

American Statistical Association, Corporate Risk Management, Value-at-risk +14

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

Huyên Pham, Thorsten Rheinländer, Martin Schweizer · Finance and Stochastics · 1998 · 132 citations

Engineering, Stochastic Processes, Stochastic Calculus +5

On the minimal entropy martingale measure

Peter Grandits, Thorsten Rheinländer · The Annals of Probability · 2002 · 129 citations · Full text

Measure Theory, Engineering, Entropy +5

On $L^2$-projections on a space of stochastic integrals

Thorsten Rheinländer, Martin Schweizer · The Annals of Probability · 1997 · 95 citations · Full text

Measure Theory, Engineering, Integrable Probability +11

An entropy approach to the Stein and Stein model with correlation

Thorsten Rheinländer · Finance and Stochastics · 2005 · 32 citations

Engineering, Gibbs Measure, Entropy +5