Sveinn Ólafsson
Original record- Institution
- Purdue University
- Year
- 2015
- Country
- United States
- MGP identifier
- 259953
Dissertation: Applications of short-time asymptotic methods to option pricing and change point detection for Levy models
Mathematics Subject Classification: 60—Probability theory and stochastic processes
Advisor 1
- José Enrique Figueroa-LopezGeorgia Institute of Technology · 2004
Students 0
No students recorded in this snapshot.