Sami El Rahouli
Original record- Institution
- Université du Luxembourg
- Year
- 2014
- Country
- Luxembourg
- MGP identifier
- 182988
Dissertation: Financial modeling with Volterra Lévy processes and application to option pricing, interest rates and credit risk modeling
Mathematics Subject Classification: 60—Probability theory and stochastic processes
Advisors 2
- Marco Enrico DozziUniversität Bern · 1979
- Anton ThalmaierUniversität Regensburg · 1989
Students 0
No students recorded in this snapshot.