Fan Yang
Original record- Institution
- Chinese University of Hong Kong
- Year
- 2023
- Country
- Hong Kong
- MGP identifier
- 310774
Dissertation: On the discrete-time simulation of rough Heston model
Mathematics Subject Classification: 60—Probability theory and stochastic processes
Advisor 1
- Xiaolu TanÉcole Polytechnique · 2011
Students 0
No students recorded in this snapshot.