Cheng Ouyang
Original record- Institution
- Northwestern University
- Year
- 2009
- Country
- United States
- MGP identifier
- 151931
Dissertation: Asymptotics of implied volatility in local volatility models
Mathematics Subject Classification: 60—Probability theory and stochastic processes
Advisor 1
- Elton (Pei) HsuStanford University · 1984
Students 2
| Name | Institution | Year | Students |
|---|---|---|---|
| Jennifer M. Pajda-De La O | University of Illinois at Chicago | 2016 | 0 |
| William Vickery | University of Illinois at Chicago | 2023 | 0 |