@techreport{SzimayerDimitroffLorenz2009,
  author    = {A. Szimayer and G. Dimitroff and S. Lorenz},
  title     = {A parsimonious multi-asset Heston model: calibration and derivative pricing},
  institution = {Fraunhofer (ITWM)},
  series    = {Berichte des Fraunhofer-Instituts f{\"u}r Techno- und Wirtschaftsmathematik (ITWM Report)},
  number    = {171},
  year      = {2009},
  url  = {http://nbn-resolving.de/urn:nbn:de:hbz:386-kluedo-16283},
}