Marcel Ladkau
Original record- Institution
- Humboldt-Universität zu Berlin
- Year
- 2015
- Country
- Germany
- MGP identifier
- 225735
Dissertation: Stochastic volatility Libor modeling and efficient algorithms for optimal stopping problems
Mathematics Subject Classification: 60—Probability theory and stochastic processes
Advisor 1
- John G.M. SchoenmakersTechnische Universiteit Delft · 1992
Students 0
No students recorded in this snapshot.