César Augusto Gómez Vélez
Original record- Institution
- Instituto de Matemática Pura e Aplicada
- Year
- 2007
- Country
- Brazil
- MGP identifier
- 110155
Dissertation: On the Risk Premium for Option Pricing in a Stochastic-Volatility Financial Model: Malliavin and PDE Techniques.
Mathematics Subject Classification: 91—Game theory, economics, social and behavioral sciences
Advisor 1
- Jorge Passamani ZubelliUniversity of California, Berkeley · 1989
Students 0
No students recorded in this snapshot.