Sergey A. Nadtochiy
Original record- Institution
- Princeton University
- Year
- 2009
- Country
- United States
- MGP identifier
- 148216
Dissertation: Market Models for European Options: Dynamic Local Volatility and Tangent Lévy Models
Mathematics Subject Classification: 60—Probability theory and stochastic processes
Advisor 1
- René A. CarmonaInstitution not recorded
Students 1
| Name | Institution | Year | Students |
|---|---|---|---|
| Matteo Gambara | ETH Zürich | 2022 | 0 |