Mathematics Genealogy

Static mirror of the Mathematics Genealogy Project

Wendong Zheng

Original record
Institution
Hong Kong University of Science and Technology
Year
2012
Country
China
MGP identifier
184972

Dissertation: Analytic methods and numerical algorithms for pricing and hedging discretely sampled variance products and volatility derivatives

Mathematics Subject Classification: 91—Game theory, economics, social and behavioral sciences

Advisor 1

Students 0

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Genealogy