Xin Zhang
Original record- Institution
- Purdue University
- Year
- 2016
- Country
- United States
- MGP identifier
- 234035
Dissertation: Extreme-strike and small-time asymptotics for Gaussian stochastic volatility models
Mathematics Subject Classification: 60—Probability theory and stochastic processes
Advisor 1
- Frederi G. ViensUniversity of California, Irvine · 1996
Students 0
No students recorded in this snapshot.