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1

Volatility of Volatility: A Simple Model-Free Motivation

Drimus, Gabriel G.

Journal:

Year:

2012

Language:

english

File:

PDF, 517 KB

english, 2012

2

[IEEE 2015 56th International Scientific Conference on Power and Electrical Engineering of Riga Technical University (RTUCON) - Riga, Latvia (2015.10.14-2015.10.14)] 2015 56th International Scientific Conference on Power and Electrical Engineering of Riga Technical University (RTUCON) - New technique for voltage tracking control of a boost converter based on the PSO algorithm and LTspice

Farhang, Peyman, Drimus, Alin Marian, Matefi-Tempfli, Stefan

Year:

2015

File:

PDF, 460 KB

2015

3

Design of a flexible tactile sensor for classification of rigid and deformable objects

Drimus, Alin, Kootstra, Gert, Bilberg, Arne, Kragic, Danica

Journal:

Robotics and Autonomous Systems

Year:

2014

Language:

english

File:

PDF, 2.24 MB

english, 2014

4

Smooth and bid-offer compliant volatility surfaces under general dividend streams

Bachem, Olivier, Drimus, Gabriel, Farkas, Walter

Journal:

Quantitative Finance

Year:

2013

Language:

english

File:

PDF, 789 KB

english, 2013

5

Closed-form convexity and cross-convexity adjustments for Heston prices

Drimus, Gabriel G.

Journal:

Quantitative Finance

Year:

2011

Language:

english

File:

PDF, 328 KB

english, 2011

6

Options on Realized Variance in Log-OU Models

Drimus, Gabriel G.

Journal:

Applied Mathematical Finance

Year:

2012

Language:

english

File:

PDF, 258 KB

english, 2012

7

The Role of 68Ga-DOTATATE PET/CT in Suspected Neuroendocrine Tumors

Haug, A. R., Cindea-Drimus, R., Auernhammer, C. J., Reincke, M., Wangler, B., Uebleis, C., Schmidt, G. P., Goke, B., Bartenstein, P., Hacker, M.

Journal:

Journal of Nuclear Medicine

Year:

2012

Language:

english

File:

PDF, 936 KB

english, 2012

8

Options on realized variance by transform methods: a non-affine stochastic volatility model

Drimus, Gabriel G.

Journal:

Quantitative Finance

Year:

2012

Language:

english

File:

PDF, 444 KB

english, 2012

9

Use of fission products in a pilot set-up to initiate the oxidation of paraffin

G. Icanid, A. Dragut, J. Drimus, V. Dumitresco, I. Stoian

Journal:

The International Journal of Applied Radiation and Isotopes

Year:

1959

Language:

english

File:

PDF, 89 KB

english, 1959

10

A forward started jump-diffusion model and pricing of cliquet style exotics

Gabriel G. Drimus

Journal:

Review of Derivatives Research

Year:

2010

Language:

english

File:

PDF, 284 KB

english, 2010

11

Local volatility of volatility for the VIX market

Gabriel Drimus, Walter Farkas

Journal:

Review of Derivatives Research

Year:

2013

Language:

english

File:

PDF, 539 KB

english, 2013

12

[IEEE 2011 15th International Conference on Advanced Robotics (ICAR 2011) - Tallinn, Estonia (2011.06.20-2011.06.23)] 2011 15th International Conference on Advanced Robotics (ICAR) - Classification of rigid and deformable objects using a novel tactile sensor

Drimus, Alin, Kootstra, Gert, Bilberg, Arne, Kragic, Danica

Year:

2011

Language:

english

File:

PDF, 882 KB

english, 2011

13

Neuroendocrine Tumor Recurrence: Diagnosis with 68 Ga-DOTATATE PET/CT

Haug, Alexander R., Cindea-Drimus, Ramona, Auernhammer, Christoph J., Reincke, Martin, Beuschlein, Felix, Wängler, Björn, Uebleis, Christopher, Schmidt, Gerwin P., Spitzweg, Christine, Bartenstein, Pe

Journal:

Year:

2014

Language:

english

File:

PDF, 994 KB

english, 2014

14

[IEEE 2012 RO-MAN: The 21st IEEE International Symposium on Robot and Human Interactive Communication - Paris, France (2012.09.9-2012.09.13)] 2012 IEEE RO-MAN: The 21st IEEE International Symposium on Robot and Human Interactive Communication - Object texture recognition by dynamic tactile sensing using active exploration

Drimus, Alin, Borlum Petersen, Mikkel, Bilberg, Arne

Year:

2012

Language:

english

File:

PDF, 1.35 MB

english, 2012

15

Development of a Tactile Sensor Array

Marian, Nicolae, Drimus, Alin, Bilberg, Arne

Journal:

Solid State Phenomena

Year:

2010

Language:

english

File:

PDF, 598 KB

english, 2010

16

[IEEE 2014 IEEE Sensors - Valencia, Spain (2014.11.2-2014.11.5)] IEEE SENSORS 2014 Proceedings - Novel high resolution tactile robotic fingertips

Drimus, Alin, Jankovics, Vince, Gorsic, Matija, Matefi-Tempfli, Stefan

Year:

2014

Language:

english

File:

PDF, 2.16 MB

english, 2014

17

[IEEE 2017 IEEE-RAS 17th International Conference on Humanoid Robotics (Humanoids) - Birmingham (2017.11.15-2017.11.17)] 2017 IEEE-RAS 17th International Conference on Humanoid Robotics (Humanoids) - Human-robot interaction assessment using dynamic engagement profiles

Poltorak, Nicole, Drimus, Alin

Year:

2017

Language:

english

File:

PDF, 1.08 MB

english, 2017

18

[IEEE 2017 IEEE-RAS 17th International Conference on Humanoid Robotics (Humanoids) - Birmingham (2017.11.15-2017.11.17)] 2017 IEEE-RAS 17th International Conference on Humanoid Robotics (Humanoids) - Footwear discrimination using dynamic tactile information

Drimus, Alin, Mikov, Vedran

Year:

2017

Language:

english

File:

PDF, 1.19 MB

english, 2017

19

ChemInform Abstract: CYCLOHEXYLAMINSALZE 2. MITT. CARBONAT, NITRAT UND CHROMAT

DOBRE, R., DRIMUS, J.

Journal:

Chemischer Informationsdienst

Year:

1975

File:

PDF, 176 KB

1975

20

A general closed form option pricing formula

Necula, Ciprian, Drimus, Gabriel, Farkas, Walter

Journal:

Review of Derivatives Research

Year:

2018

Language:

english

File:

PDF, 1.06 MB

english, 2018

21

ChemInform Abstract: THE KINETIC REACTION OF PHTHALIC ANHYDRIDE WITH 2-ETHYLHEXANOL

DRIMUS, J., MORATH, D., GLATT, H.-H.

Journal:

Chemischer Informationsdienst

Year:

1977

File:

PDF, 91 KB

1977

22

Local Volatility of Volatility for the VIX Market

Drimus, Gabriel G., Farkas, Walter

Journal:

SSRN Electronic Journal

Year:

2011

Language:

english

File:

PDF, 589 KB

english, 2011

23

Valuation of Options on Discretely Sampled Variance

Drimus, Gabriel G., Farkas, Walter

Journal:

SSRN Electronic Journal

Year:

2011

Language:

english

File:

PDF, 452 KB

english, 2011

24

Smooth and Bid-Offer Compliant Volatility Surfaces Under General Dividend Streams

Bachem, Olivier, Drimus, Gabriel G., Farkas, Walter

Journal:

SSRN Electronic Journal

Year:

2012

Language:

english

File:

PDF, 634 KB

english, 2012

25

Volatility-of-Volatility : A Simple Model-Free Motivation

Drimus, Gabriel G.

Journal:

SSRN Electronic Journal

Year:

2011

Language:

english

File:

PDF, 252 KB

english, 2011

26

Closed Form Option Pricing Under Generalized Hermite Expansions

Drimus, Gabriel G., Necula, Ciprian, Farkas, Walter

Journal:

SSRN Electronic Journal

Year:

2013

Language:

english

File:

PDF, 315 KB

english, 2013

27

A General Closed Form Option Pricing Formula

Necula, Ciprian, Drimus, Gabriel G., Farkas, Walter

Journal:

SSRN Electronic Journal

Year:

2013

Language:

english

File:

PDF, 819 KB

english, 2013

28

ChemInform Abstract: OXIDATION OF N-DODECANITRILE IN THE LIQUID STATE WITH MOLECULAR OXYGEN, IN THE PRESENCE OF PSEUDO-HOMOGENEOUS CATALYSTS. I. PEROXIDES, ACIDS AND ESTERS CONCENTRATION

DRIMUS, I., TRIFAN, M.

Journal:

Chemischer Informationsdienst

Year:

1977

File:

PDF, 114 KB

1977

29

ChemInform Abstract: SYNTHESE EINES SYNERGETISCHEN GEMISCHES AUS NATRIUMALKYL-ARYLSULFONATEN UND NATRIUM-SEK.-ALKYLSULFATEN

DRIMUS, I., IONESCU, I., VELEA, I.

Journal:

Chemischer Informationsdienst

Year:

1974

File:

PDF, 234 KB

1974

30

ChemInform Abstract: DIE OX. VON N-EICOSAN MIT MOLEKULAREM SAUERSTOFF ZU FETTSAEUREN

DRIMUS, I., FLORESCU, M. C.

Journal:

Chemischer Informationsdienst

Year:

1973

File:

PDF, 134 KB

1973

31

ChemInform Abstract: DIE SYNTH. DES CYCLOHEXYLAMINS BZW. DES CYCLOHEXYLAMINCARBONATES

DRIMUS, I., DOBRE, R.

Journal:

Chemischer Informationsdienst

Year:

1973

File:

PDF, 212 KB

1973