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Georgi Dimitroff · Study

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Georgi Dimitroff

3 works· latest 2018· 1 institutionscluster: provisional

h-index3

i103

Citations57

Works here3

11

12

18

Most cited in this library

A PARSIMONIOUS MULTI-ASSET HESTON MODEL: CALIBRATION AND DERIVATIVE PRICING2011 · 26 citations
Volatility Model Calibration With Convolutional Neural Networks2018 · 16 citations
Futures Cross-Hedging with a Stationary Basis2012 · 15 citations

Works

3 shown

Volatility Model Calibration With Convolutional Neural Networks

SSRN Electronic Journal·2018·2 authors·preprint·Open access

16citations

Futures Cross-Hedging with a Stationary Basis

Journal of Financial and Quantitative Analysis·2012·4 authors·Open access

15citations

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

International Journal of Theoretical and Applied Finance·2011·2 authors

26citations