Ionut Florescu
Original record- Institution
- Purdue University
- Year
- 2004
- Country
- United States
- MGP identifier
- 18666
Dissertation: Stochastic Volatility Stock Price - Coefficient Estimation and Option Pricing Using a Recombining Tree and Sharp Estimation of the Almost-Sure Lyapunov Exponent for the Anderson Model in Continuous Space
Mathematics Subject Classification: 60—Probability theory and stochastic processes
Advisor 1
- Frederi G. ViensUniversity of California, Irvine · 1996
Students 13
| Name | Institution | Year | Students |
|---|---|---|---|
| Thiago Winkler Alves | Stevens Institute of Technology | 2020 | 0 |
| Dragos Bozdog | Stevens Institute of Technology | 2014 | 0 |
| Crystopher Flynn | Stevens Institute of Technology | 2015 | 0 |
| Parisa Golbayani | Stevens Institute of Technology | 2019 | 0 |
| Kristina Krsteva | Stevens Institute of Technology | 2014 | 0 |
| Forrest Levin | Stevens Institute of Technology | 2010 | 0 |
| Thomas Lonon | Stevens Institute of Technology | 2013 | 0 |
| Darryl Penenberg | Stevens Institute of Technology | 2010 | 0 |
| Amin Salighehdar | Stevens Institute of Technology | 2018 | 0 |
| Dan Wang | Stevens Institute of Technology | 2021 | 0 |
| Zhiyuan Yao | Stevens Institute of Technology | 2024 | 0 |
| Ziwen Ye | Stevens Institute of Technology | 2020 | 0 |
| Honglei Zhao | Stevens Institute of Technology | 2018 | 0 |