Fraunhofer-Gesellschaft

Publica

Hier finden Sie wissenschaftliche Publikationen aus den Fraunhofer-Instituten.
2012A support theorem and a large deviation principle for kunita flows
Dereich, S.; Dimitroff, G.
Journal Article
2011Attractors and expansion for Brownian flows
Dimitroff, G.; Scheutzow, M.
Journal Article
2011Calibrating and completing the volatility cube in the SABR Model
Dimitroff, G.; Kock, J. de
Report
2011A parsimonious multi-asset heston model: Calibration and derivative pricing
Dimitroff, G.; Lorenz, S.; Szimayer, A.
Journal Article
2009Criteria for strong and weak random attractors
Crauel, H.; Dimitroff, G.; Scheutzow, M.
Journal Article
2009Dispersion of volume under the action of isotropic Brownian flows
Dimitroff, G.; Scheutzow, M.
Journal Article
2009Isotropic Ornstein-Uhlenbeck flows
Bargen, H. van; Dimitroff, G.
Journal Article
2009A parsimonious multi-asset Heston model
Szimayer, A.; Dimitroff, G.; Lorenz, S.
Report
2009Quanto option pricing in the parsimonious Heston model
Dimitroff, G.; Szimayer, A.; Wagner, A.
Report
2009Uniform shrinking and expansion under isotropic brownian flows
Baxendale, P.; Dimitroff, G.
Journal Article