Arandjelović, A., Rheinländer, T., & Shevchenko, P. V. (2025). Importance sampling for option pricing with feedforward neural networks. Finance and Stochastics, 29, 97–141. https://doi.org/10.1007/s00780-024-00549-x ( reposiTUm)

Radojičić, D., Radojičić, N., & Rheinländer, T. (2024). A comparative study of the neural network models for the stock market data classification—A multicriteria optimization approach. Expert Systems with Applications, 238(F), Article 122287. https://doi.org/10.1016/j.eswa.2023.122287 ( reposiTUm)

Lee, Y., & Rheinländer, T. (2023). On the cumulant transforms for Hawkes processes. Journal of Applied Probability, 60(2), 528–541. https://doi.org/10.1017/jpr.2022.96 ( reposiTUm)

Rheinländer, T., Radojičić, D., & Bondi, A. (2020). Comparing two different option pricing methods. Risks, 8(4), Article 108. https://doi.org/10.3390/risks8040108 ( reposiTUm)

Blümmel, T., & Rheinländer, T. (2017). Financial markets with a large trader. Annals of Applied Probability, 27(6). https://doi.org/10.1214/17-aap1295 ( reposiTUm)

Biagini, F., Rheinländer, T., & Schreiber, I. (2016). Risk-minimization for life insurance liabilities with basis risk. Mathematics and Financial Economics, 10(2), 151–178. https://doi.org/10.1007/s11579-015-0154-4 ( reposiTUm)

Alos, E., Rheinländer, T., & Chen, Z. (2016). Valuation of barrier options via a general self-duality. Mathematical Finance, 26(3), 492–515. http://hdl.handle.net/20.500.12708/149873 ( reposiTUm)

Valenzuela, M., Zer, I., Fryzlewicz, P., & Rheinländer, T. (2015). Relative liquidity and future volatility. Journal of Financial Markets, 24, 25–48. https://doi.org/10.1016/j.finmar.2015.03.001 ( reposiTUm)

Rheinländer, T., & Schmutz, M. (2014). Quasi self-dual exponential Lévy processes. SIAM Journal on Financial Mathematics, 5(1), 656–684. https://doi.org/10.1137/110859555 ( reposiTUm)

Lee, Y., & Rheinländer, T. (2013). The minimal entropy martingale measure for exponential Markov chains. Journal of Applied Probability, 50(2), 344–358. https://doi.org/10.1239/jap/1371648945 ( reposiTUm)

Biagini, F., Rheinländer, T., & Widenmann, J. (2013). Hedging mortality claims with longevity bonds. ASTIN BULLETIN-THE JOURNAL OF THE INTERNATIONAL ACTUARIAL ASSOCIATION, 43(2), 123–157. https://doi.org/10.1017/asb.2013.12 ( reposiTUm)

Rheinländer, T., & Schmutz, M. (2013). Self-dual continuous processes. Stochastic Processes and Their Applications, 123(5), 1765–1779. https://doi.org/10.1016/j.spa.2013.01.008 ( reposiTUm)

HELL, P., MEYER-BRANDIS, T., & RHEINLÄNDER, T. (2012). Consistent factor models for temperature markets. International Journal of Theoretical and Applied Finance, 15(04), 1250027. https://doi.org/10.1142/s0219024912500276 ( reposiTUm)

Lee, Y., & Rheinländer, T. (2012). Optimal martingale measures for defaultable assets. Stochastic Processes and Their Applications, 122(8), 2870–2884. https://doi.org/10.1016/j.spa.2012.04.004 ( reposiTUm)

Rheinländer, T. (2024). Deep Hedging in Illiquid Markets. In Bachelier Finance Society — 12th World Congress, Rio de Janeiro, Brazil, July 8th - July 12th, 2024 (pp. 81–81). ( reposiTUm)

Rheinländer, T. (2024). Deep Learning in Life Insurance. In Scandinavian Actuarial Conference 2024 (pp. 37–37). ( reposiTUm)

Radojicic, D., Kredatus, S., & Rheinländer, T. (2019). An approach to reconstruction of data set via supervised and unsupervised learning. In 2018 IEEE 18th International Symposium on Computational Intelligence and Informatics (CINTI). IEEE. https://doi.org/10.1109/cinti.2018.8928218 ( reposiTUm)

Rheinländer, T. (2020). On the stochastic heat equation. 8th Austrian Stochastics Days (ASD 2020), Graz, Austria. http://hdl.handle.net/20.500.12708/123110 ( reposiTUm)

Rheinländer, T. (2020). On pathwise stochastic integration. Vienna Seminar in Mathematical Finance and Probability, TU Wien, University of Vienna, Austria, Austria. http://hdl.handle.net/20.500.12708/123107 ( reposiTUm)

Rheinländer, T. (2020). Concepts of stochastic integration with applications to mathematical finance. An Afternoon for Stochastic Analysis and Applications, University of Jyväskylä, Finland. http://hdl.handle.net/20.500.12708/123128 ( reposiTUm)

Rheinländer, T. (2019). Neural Networks for Solvency Capital Requirement. SIAM Conference on Financial Mathematics & Engineering (FM19), University of Toronto, Ontario, Canada. http://hdl.handle.net/20.500.12708/122786 ( reposiTUm)

Rheinländer, T. (2019). Neural networks for solvency capital requirement. International Congress on Industrial and Applied Mathematics (ICIAM2019), Universitat de Valencia, Spain. http://hdl.handle.net/20.500.12708/122791 ( reposiTUm)

Rheinländer, T. (2018). Brownian trading excursions. BFS 2018 - 10th World Congress of the Bachelier Finance Society, Dublin, Ireland. http://hdl.handle.net/20.500.12708/122535 ( reposiTUm)

Rheinländer, T. (2018). Brownian trading excursions. 13th German Probability and Statistics Days 2018, Freiburg, Germany. http://hdl.handle.net/20.500.12708/122524 ( reposiTUm)

Rheinländer, T. (2018). On the stochastic heat equation with mutiplicative noise. Oberseminar Finanz- und Versicherungsmathematik LMU und TUM, München, Germany. http://hdl.handle.net/20.500.12708/122548 ( reposiTUm)

Rheinländer, T. (2018). Portfoliooptimzation for a large trader. CSASC 2018 Bratislava, Bratislava, Slovakia. http://hdl.handle.net/20.500.12708/122542 ( reposiTUm)

Rheinländer, T. (2017). Brownian trading excursions and avalanches. Research Seminar of the Institute of Mathematics, University of Barcelona, Spain. http://hdl.handle.net/20.500.12708/122166 ( reposiTUm)

Rheinländer, T. (2017). Brownian Trading Excursions. London Mathematical Finance Seminar Series, King’s College London, United Kingdom of Great Britain and Northern Ireland (the). http://hdl.handle.net/20.500.12708/122148 ( reposiTUm)

Rheinländer, T. (2017). Brownian Trading Excursions. International Workshop on BSDEs, SPDEs and their Applications, Edinburgh, United Kingdom of Great Britain and Northern Ireland (the). http://hdl.handle.net/20.500.12708/122151 ( reposiTUm)

Rheinländer, T. (2016). Brownian trading excursions. Research Seminar, Falun (SWE), EU. http://hdl.handle.net/20.500.12708/121739 ( reposiTUm)

Rheinländer, T. (2016). Brownian Trading Excursions. CSASC - Joint Meeting of the Czech, Slovenian, Austrian, Slovak and Catalan mathematical societies, Barcelona, Spain. http://hdl.handle.net/20.500.12708/121742 ( reposiTUm)

Rheinländer, T. (2016). Brownian Trading Excursions. Research Seminar, Falun, Sweden. http://hdl.handle.net/20.500.12708/121776 ( reposiTUm)

Rheinländer, T. (2016). On the stochastic heat equation and the limit order book. Seminari de Finances Quantitatives, Barcelona, Spain. http://hdl.handle.net/20.500.12708/121834 ( reposiTUm)

Rheinländer, T. (2016). Brownian trading excursions. BFS 2016 - 9th World Congress of the Bachelier Finance Society, New York, United States of America (the). http://hdl.handle.net/20.500.12708/121748 ( reposiTUm)

Rheinländer, T. (2016). On the stochastic heat equation and the limit order book. Probability and Computational Finance Seminars, Pittsburgh, United States of America (the). http://hdl.handle.net/20.500.12708/121726 ( reposiTUm)

Rheinländer, T. (2015). Flash Crashes an den Börsen und automatisierter Hochfrequenzhandel. Lions Club-Veranstaltung, TU Wien, Austria, Austria. http://hdl.handle.net/20.500.12708/121314 ( reposiTUm)

Rheinländer, T. (2015). On the distribution of flash crashes. SFB Colloquium, Johannes Kepler University Linz, Linz, Austria, Austria. http://hdl.handle.net/20.500.12708/121269 ( reposiTUm)

Rheinländer, T. (2015). Financial markets with a large trader. Kolloquium Finanz- und Versicherungsmathematik, TU Graz, Austria, Austria. http://hdl.handle.net/20.500.12708/121284 ( reposiTUm)

Rheinländer, T. (2015). Brownian trading excursions. Joint Austrian-Hungarian Mathematical Conference 2015, Györ, Hungary. http://hdl.handle.net/20.500.12708/121304 ( reposiTUm)

Rheinländer, T. (2015). Financial markets with a large trader. Seminar of the Workgroup Mathematical finance, numerical probabilities and statistics of processes, Paris, France. http://hdl.handle.net/20.500.12708/121311 ( reposiTUm)

Rheinländer, T. (2015). Brownian trading excursions. International Conference on Advanced Methods in Mathematical Finance, Angers, France. http://hdl.handle.net/20.500.12708/121306 ( reposiTUm)

Rheinländer, T. (2015). Brownian trading excursions. 38th Conference on Stochastic Processes and their Applications, Oxford, United Kingdom of Great Britain and Northern Ireland (the). http://hdl.handle.net/20.500.12708/121300 ( reposiTUm)

Rheinländer, T. (2015). On trading excursions in limit order book modelling. 38th Conference on Stochastic Processes and their Applications, Oxford, United Kingdom of Great Britain and Northern Ireland (the). http://hdl.handle.net/20.500.12708/121301 ( reposiTUm)

Rheinländer, T. (2015). Financial markets with a large trader. Thematic Semester: Information in Finance and Insurance; Asymmetric Information and Insurance, Lyon, France. http://hdl.handle.net/20.500.12708/121279 ( reposiTUm)

Rheinländer, T. (2015). Brownian trading excursions. Aarhus Conference on Probability, Statistics and Their Applications, Aarhus, Denmark. http://hdl.handle.net/20.500.12708/121292 ( reposiTUm)

Rheinländer, T. (2015). Risk-minimization for life insurance liabilities with basis risk. 7th General AMaMeF and Swissquote Conference 2015, SwissTech Convention Center, EPFL, Lausanne, Switzerland. http://hdl.handle.net/20.500.12708/121310 ( reposiTUm)

Rheinländer, T. (2015). On Margrabe options in a stochastic volatility context. Le Séminaire Lyon-Lausanne, Department of Actuarial Sciences (DSA), University of Lausanne, Switzerland. http://hdl.handle.net/20.500.12708/121270 ( reposiTUm)

Rheinländer, T. (2015). On the distribution of flash crashes. Le Séminaire Lyon-Lausanne, Department of Actuarial Sciences (DSA), University of Lausanne, Switzerland. http://hdl.handle.net/20.500.12708/121271 ( reposiTUm)

Rheinländer, T. (2014). Consistent valuation in Life Insurance Part 1. Lectures within the MSc-Programm “Risk and Stochastics,” London School of Economics, London, UK, EU. http://hdl.handle.net/20.500.12708/120990 ( reposiTUm)

Rheinländer, T. (2014). Consistent valuation in Life Insurance Part 2. First Bachelier Winter School in Mathematical Finance, Metabief, France. http://hdl.handle.net/20.500.12708/120993 ( reposiTUm)

Rheinländer, T. (2014). Consistent valuation in Life Insurance Part 1. First Bachelier Winter School in Mathematical Finance, Metabief, France. http://hdl.handle.net/20.500.12708/120992 ( reposiTUm)

Rheinländer, T. (2014). Consistent valuation in Life Insurance Part 2. Lectures within the MSc-Programm “Risk and Stochastics,” London, United Kingdom of Great Britain and Northern Ireland (the). http://hdl.handle.net/20.500.12708/120991 ( reposiTUm)

Rheinländer, T. (2014). A Feynman-Kac approach to the limit order book. First Bachelier Winter School in Mathematical Finance, Metabief, France. http://hdl.handle.net/20.500.12708/120982 ( reposiTUm)

Rheinländer, T. (2014). On the distribution of flash crashes. CRM Research Seminar, Barcelona, Spain. http://hdl.handle.net/20.500.12708/120951 ( reposiTUm)

Rheinländer, T. (2014). A Feynman-Kac Approach to the Limit Order Book. Fifth International Conference Mathematics in Finance, Skukuza, South Africa. http://hdl.handle.net/20.500.12708/120960 ( reposiTUm)

Rheinländer, T. (2013). financial alchemy. Research Seminar, Falun (SWE), EU. http://hdl.handle.net/20.500.12708/120699 ( reposiTUm)

Rheinländer, T. (2013). Semi-static hedging o fbarrier options via a general self-duality. 18th ÖMG Congress and Annual DMV Meeting, Universität Innsbruck, Austria. http://hdl.handle.net/20.500.12708/120658 ( reposiTUm)

Rheinländer, T. (2013). General self-duality with applications to exotic option valuation. Research Seminar, Falun (SWE), EU. http://hdl.handle.net/20.500.12708/120660 ( reposiTUm)

Rheinländer, T. (2013). Volatility and the Limit Order Book distribution. 5th Greek Stochastics meeting - Jump processes: probability, statistical inference and financial modelling, Kalamata, Greece, EU. http://hdl.handle.net/20.500.12708/120671 ( reposiTUm)

Rheinländer, T. (2013). General self-duality with applications to exotic option valuation. International Conference on Advanced Methods in Mathematical Finance, Angers, France, EU. http://hdl.handle.net/20.500.12708/120666 ( reposiTUm)

Rheinländer, T. (2013). Hedging barrier options via a general self-duality. Quantitative Methods in Finance Conference (QMF), Sydney, Australia. http://hdl.handle.net/20.500.12708/120637 ( reposiTUm)

Rheinländer, T. (2013). Hedging of barrier options via a general self-duality. International Conference Advanced Finance and Stochastics, Moscow, Russian Federation (the). http://hdl.handle.net/20.500.12708/120677 ( reposiTUm)

Rheinländer, T. (2012). Financial Alchemy. PRisMa Day - Workshop on Portfolio Risk Management, Vienna, Austria, Austria. http://hdl.handle.net/20.500.12708/120250 ( reposiTUm)