Concepedia

Georgi Dimitroff

GD

5

Publications

103

Citations

5

H-Index

2009

Active since

Affiliations

Fraunhofer Institute for Industrial Mathematics(Current)

Deutsche Bank (Germany)

Technische Universität Berlin

Georgi Dimitroff is an author at Fraunhofer Institute for Industrial Mathematics specializing in engineering, finance, and financial engineering.

Top concepts

EngineeringFinanceProbabilityAsset PricingFinancial EngineeringEntropyBusinessManagementStatisticsOption Pricing

Publications per year

2009–2018

5

Publications

5

Criteria for Strong and Weak Random Attractors

Hans Crauel, Georgi Dimitroff, Michael Scheutzow · Journal of Dynamics and Differential Equations · 2009 · 30 citations · Full text

Engineering, Entropy, High-dimensional Chaos +4

A PARSIMONIOUS MULTI-ASSET HESTON MODEL: CALIBRATION AND DERIVATIVE PRICING

Georgi Dimitroff, Stefan Lorenz, Alexander Szimayer · International Journal of Theoretical and Applied Finance · 2011 · 26 citations

Option Pricing, Computational Finance, Asset Pricing +10

Attractors and Expansion for Brownian Flows

Georgi Dimitroff, Michael Scheutzow · Electronic Journal of Probability · 2011 · 18 citations · Full text

Large Deviations, Engineering, Brownian Flows +12

Futures Cross-Hedging with a Stationary Basis

Stefan Ankirchner, Georgi Dimitroff, Gregor Heyne et al. · Journal of Financial and Quantitative Analysis · 2012 · 15 citations · Full text

Mathematical Programming, Hedge Error, Computational Finance +13

Volatility Model Calibration With Convolutional Neural Networks

Georgi Dimitroff, Dirk Röder, Christian Fries · SSRN Electronic Journal · 2018 · 14 citations · Full text

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