Thorsten Rheinländer

939 total citations
28 papers, 629 citations indexed

About

Thorsten Rheinländer is a scholar working on Finance, Economics and Econometrics and Management Science and Operations Research. According to data from OpenAlex, Thorsten Rheinländer has authored 28 papers receiving a total of 629 indexed citations (citations by other indexed papers that have themselves been cited), including 18 papers in Finance, 14 papers in Economics and Econometrics and 8 papers in Management Science and Operations Research. Recurrent topics in Thorsten Rheinländer's work include Stochastic processes and financial applications (17 papers), Financial Risk and Volatility Modeling (8 papers) and Insurance, Mortality, Demography, Risk Management (8 papers). Thorsten Rheinländer is often cited by papers focused on Stochastic processes and financial applications (17 papers), Financial Risk and Volatility Modeling (8 papers) and Insurance, Mortality, Demography, Risk Management (8 papers). Thorsten Rheinländer collaborates with scholars based in United Kingdom, Austria and Switzerland. Thorsten Rheinländer's co-authors include Martin Schweizer, Peter Grandits, Huyên Pham, Francesca Biagini, Piotr Fryźlewicz, Marcela Valenzuela, Joerg Osterrieder, Jan Kallsen, Ilknur Zer and Thilo Meyer‐Brandis and has published in prestigious journals such as Journal of the American Statistical Association, Expert Systems with Applications and The Annals of Probability.

In The Last Decade

Thorsten Rheinländer

24 papers receiving 586 citations

Peers

Thorsten Rheinländer

FINAN

MSOR

DEMOG

GEEF

Lars Stentoft Canada

Zhenyu Cui United States

Cecilia Mancini Italy

Jacques F. Carriére Canada

Toshinao Yoshiba Japan

Jan Kallsen Germany

Jan Večeř United States

Daniël Linders Belgium

David Vyncke Belgium

Sergio Ortobelli Lozza Italy

Lars Stentoft Canada

Thorsten Rheinländer

539 ×1.0

FINAN

283 ×1.0

83 ×0.4

MSOR

90 ×0.8

DEMOG

94 ×1.5

GEEF

Citations per year, relative to Thorsten Rheinländer Thorsten Rheinländer (= 1×) peers Lars Stentoft

Countries citing papers authored by Thorsten Rheinländer

Since Specialization

Citations

This map shows the geographic impact of Thorsten Rheinländer's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Thorsten Rheinländer with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Thorsten Rheinländer more than expected).

Fields of papers citing papers by Thorsten Rheinländer

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Thorsten Rheinländer. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Thorsten Rheinländer. The network helps show where Thorsten Rheinländer may publish in the future.

Co-authorship network of co-authors of Thorsten Rheinländer

This figure shows the co-authorship network connecting the top 25 collaborators of Thorsten Rheinländer. A scholar is included among the top collaborators of Thorsten Rheinländer based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Thorsten Rheinländer. Thorsten Rheinländer is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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20 of 20 papers shown

Rheinländer, Thorsten, et al.. (2023). A comparative study of the neural network models for the stock market data classification—A multicriteria optimization approach. Expert Systems with Applications. 238. 122287–122287.

Rheinländer, Thorsten, et al.. (2020). Comparing Two Different Option Pricing Methods. Risks. 8(4). 108–108.

Rheinländer, Thorsten, et al.. (2018). An approach to reconstruction of data set via supervised and unsupervised learning. 31. 53–58. 2 indexed citations

Rheinländer, Thorsten, et al.. (2014). Quasi--Self-Dual Exponential Lévy Processes. SIAM Journal on Financial Mathematics. 5(1). 656–684. 1 indexed citations

Alòs, Elisa, Zhanyu Chen, & Thorsten Rheinländer. (2014). VALUATION OF BARRIER OPTIONS VIA A GENERAL SELF‐DUALITY. Mathematical Finance. 26(3). 492–515. 1 indexed citations

Valenzuela, Marcela, Ilknur Zer, Piotr Fryźlewicz, & Thorsten Rheinländer. (2014). Relative Liquidity and Future Volatility. Finance and Economics Discussion Series. 2014.0(45r). 1–38. 2 indexed citations

Rheinländer, Thorsten, et al.. (2013). Self-dual continuous processes. Stochastic Processes and their Applications. 123(5). 1765–1779. 5 indexed citations

Biagini, Francesca, et al.. (2013). HEDGING MORTALITY CLAIMS WITH LONGEVITY BONDS. Astin Bulletin. 43(2). 123–157. 13 indexed citations

Rheinländer, Thorsten, et al.. (2013). The Minimal Entropy Martingale Measure for Exponential Markov Chains. Journal of Applied Probability. 50(2). 344–358. 1 indexed citations

10.

Rheinländer, Thorsten, et al.. (2012). Optimal martingale measures for defaultable assets. Stochastic Processes and their Applications. 122(8). 2870–2884. 2 indexed citations

11.

Rheinländer, Thorsten, et al.. (2011). Hedging Derivatives. RePEc: Research Papers in Economics. 9 indexed citations

12.

Kallsen, Jan & Thorsten Rheinländer. (2011). Asymptotic utility-based pricing and hedging for exponential utility. London School of Economics and Political Science Research Online (London School of Economics and Political Science). 28(1). 17–36. 8 indexed citations

13.

Rheinländer, Thorsten, et al.. (2009). Utility Indifference Hedging with Exponential Additive Processes. Asia-Pacific Financial Markets. 17(2). 151–169. 2 indexed citations

14.

Rheinländer, Thorsten. (2007). Introductory Stochastic Analysis for Finance and Insurance. Journal of the American Statistical Association. 102(478). 765–766. 3 indexed citations

15.

Osterrieder, Joerg & Thorsten Rheinländer. (2006). Arbitrage Opportunities in Diverse Markets via a Non-equivalent Measure Change. Annals of Finance. 2(3). 287–301. 7 indexed citations

16.

Pham, Huyên, Thorsten Rheinländer, & Martin Schweizer. (2006). Mean-Variance Hedging for Continuous Processes. edoc Publication server (Humboldt University of Berlin).

17.

Rheinländer, Thorsten. (2003). Risk Management: Value at Risk and Beyond. Journal of the American Statistical Association. 98(462). 494–494. 282 indexed citations

18.

Delbaen, Freddy, et al.. (2002). Exponential Hedging and Entropic Penalties. Mathematical Finance. 12(2). 99–123. 9 indexed citations

19.

Pham, Huyên, Thorsten Rheinländer, & Martin Schweizer. (1998). Mean-variance hedging for continuous processes: New proofs and examples. Finance and Stochastics. 2(2). 173–198. 88 indexed citations

20.

Rheinländer, Thorsten & Martin Schweizer. (1997). On $L^2$-projections on a space of stochastic integrals. The Annals of Probability. 25(4). 60 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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