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.

 


Technical Reports Per Year

 

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