Fraunhofer-Gesellschaft

Publica

Hier finden Sie wissenschaftliche Publikationen aus den Fraunhofer-Instituten.
2021Efficient and Comprehensive Time-Dependent Reliability Analysis of Complex Structures by a Parameter State Model
Blandfort, F.; Glock, C.; Sass, J.; Schwaar, S.; Sefrin, R.
Zeitschriftenaufsatz
2020Filter-based portfolio strategies in an HMM setting with varying correlation parametrizations
Erlwein-Sayer, Christina; Grimm, Stefanie; Ruckdeschel, Peter; Sass, Jörn; Sayer, Tilman
Zeitschriftenaufsatz
2020Good-Deal Bounds for Option Prices under Value-at-Risk and Expected Shortfall Constraints
Desmettre, S.; Laudagé, C.; Sass, J.
Zeitschriftenaufsatz
2019Subset simulation interpolation - A new approach to compute effects of model-dynamics in structural reliability
Blandfort, F.; Glock, C.; Sass, J.; Schwaar, S.; Sefrin, R.
Konferenzbeitrag
2018Filterbased stochastic volatility in continuous-time hidden Markov models
Krishnamurthy, V.; Leoff, E.; Sass, J.
Zeitschriftenaufsatz
2016Portfolio strategies and estimation in a hidden Markov model using state dependent, state independent or no correlation
Erlwein-Sayer, Christina; Grimm, Stefanie; Ruckdeschel, Peter; Sass, Jörn; Sayer, Tilman
Zeitschriftenaufsatz
1988Bruchmechanische Analyse von Sicherheit und Lebensdauer einer Regelarmatur aus Stahlguß
Hodulak, L.; Saß, J.; Berger, C.; Blauel, J.G.
Konferenzbeitrag