Technical Reports 2010
10:01.A. Bonato, J. Janssen, P. Prałat. A geometric model for on-line social networks
10:02. A. Bonato. A survey of properties and models of on-line social networks
10:03. M. Escobar, A. Kiechle, L. Seco, R. Zagst. Option on a CPPI Portfolio
10:04. M. Escobar, T. Frielingsdorf, R. Zagst. Impact of factor models on portfolio risk measures. A structural approach.
10:05. M. Escobar, T. Friederich, M. Krayzler, L. Seco, R. Zagst. An intensity-based approach for equity modeling.
10:06. A. Alvarez, M. Escobar, P. Olivares.. Pricing Two dimensional derivatives under stochastic correlation.
10:07. A. Alvarez, M. Escobar, P. Olivares, L. Seco.. Multivariate Stochastic Covariance Models and Applications to Pricing and Risk Management.
10:08. H. Arian, M. Escobar, L. Seco.. The Wishart Process within a CreditGrades Model.>
10:09. A. Alvarez, S. Ferrando, P. Olivares.. Arbitrage in a non probabilistic framework.