Claudia Ravanelli
Original record- Institution
- Università della Svizzera italiana
- Year
- 2004
- Country
- Switzerland
- MGP identifier
- 80581
Dissertation: An Option Pricing Formula for the GARCH Diffusion Model
Mathematics Subject Classification: 91—Game theory, economics, social and behavioral sciences
Advisors 2
- Paolo VaniniETH Zürich · 1994
- Giovanni Barone-AdesiThe University of Chicago · 1982
Students 0
No students recorded in this snapshot.