Lingyan Cao
Original record- Institution
- University of Maryland College Park
- Year
- 2011
- Country
- United States
- MGP identifier
- 180763
Dissertation: Optimal Variance Swaps Portfolios and Estimating Greeks for Variance-Gamma
Mathematics Subject Classification: 00—General
Advisor 1
- Michael Chung-Shu FuHarvard University · 1989
Students 0
No students recorded in this snapshot.