Matthew Lorig
Original record- Institution
- University of California, Santa Barbara
- Year
- 2011
- Country
- United States
- MGP identifier
- 153970
Dissertation: Option-Pricing with Fast Mean-Reverting Stochastic Volatility Models
Mathematics Subject Classification: 60—Probability theory and stochastic processes
Advisor 1
- Jean-Pierre FouqueUniversité Pierre-et-Marie-Curie - Paris VI · 1979
Students 2
| Name | Institution | Year | Students |
|---|---|---|---|
| Weston Barger | University of Washington | 2019 | 0 |
| Natchanon Suaysom | University of Washington | 2024 | 0 |