Tiziano De Angelis
Original record- Institution
- Università di Roma La Sapienza
- Year
- 2012
- Country
- Italy
- MGP identifier
- 197638
Dissertation: Galerkin-type approximation of the HJM forward interest rates dynamics and applications to the analytical pricing of American Bond Options
Mathematics Subject Classification: 49—Calculus of variations and optimal control
Advisor 1
- Maria B. ChiarollaUniversity of British Columbia · 1992
Students 0
No students recorded in this snapshot.