Menghui Cao
Original record- Institution
- Columbia University
- Year
- 2014
- Country
- United States
- MGP identifier
- 187469
Dissertation: From Continuous to Discrete: Studies on Continuity Corrections and Monte Carlo Simulation with Applications to Barrier Options and American Options
Mathematics Subject Classification: 90—Operations research, mathematical programming
Advisors 2
- Steven KouColumbia University · 1995
- Mark Nathan BroadieStanford University · 1983
Students 0
No students recorded in this snapshot.