Technical Reports 2012
12:01.A. Bonato and J. Janssen. Finite random geometric graphs from the hexagonal metric.
12:02.A. Bonato, D. Mitsche and P. Pralat. Vertex-pursuit in hierarchical social networks.
12:03.A. Bonato, M. Messinger and P. Pralat. Fighting constrained fires in graphs.
12:04. B. Goetz, M. Escobar, D. Neykova and R. Zagst. Stochastic Correlation and Volatility Mean-Reversion in a Multi-asset Model.
12:05. G. Bernhart, M. Escobar, J. Mai and M. Scherer. Default models based on scale mixtures of Marshall-Olkin Copulas: properties and applications.
12:06. M. Escobar, S. Ferrando, X. Wen.. Barrier options in three dimensions.
12:07. A. Alvarez, M. Escobar and P. Olivares. Pricing under stochastic covariance and jumps.