Christian Jonen
Original record- Institution
- Universität zu Köln
- Year
- 2011
- Country
- Germany
- MGP identifier
- 160442
Dissertation: Efficient Pricing of High-Dimensional American-Style Derivatives: A Robust Regression Monte Carlo Method
Mathematics Subject Classification: 91—Game theory, economics, social and behavioral sciences
Advisor 1
- Rüdiger U. SeydelTechnische Universität München · 1977
Students 0
No students recorded in this snapshot.