1. Fraunhofer Institute for Industrial Mathematics ITWM, Department for Financial Mathematics, Fraunhofer-Platz 1, 67663 Kaiserslautern, Germany
2. Department of Mathematics, RPTU Kaiserslautern-Landau, Paul-Ehrlich-Str. 14, 67663 Kaiserslautern, Germany
3. Faculty of Management Science and Engineering, Karlsruhe University of Applied Sciences, Moltkestrasse 30, 76133 Karlsruhe, Germany