Ivo Mihaylov
Original record- Institution
- Imperial College London
- Year
- 2016
- Country
- United Kingdom
- MGP identifier
- 206290
Dissertation: Numerical schemes and Monte Carlo techniques for Greeks in stochastic volatility models
Mathematics Subject Classification: 60—Probability theory and stochastic processes
Advisors 2
- Jean-François ChassagneuxUniversité Paris Diderot - Paris 7 · 2008
- Antoine JacquierImperial College London · 2010
Students 0
No students recorded in this snapshot.