Arun Thillaisundaram
Original record- Institution
- University of Cambridge
- Year
- 2014
- Country
- United Kingdom
- MGP identifier
- 190810
Dissertation: The Merton Problem with a Drawdown Constraint on Consumption & Generalisations of Put-call Symmetry and Self-Duality
Mathematics Subject Classification: 60—Probability theory and stochastic processes
Advisor 1
- Michael Rummine TehranchiPrinceton University · 2002
Students 0
No students recorded in this snapshot.