Mathematics Genealogy

Static mirror of the Mathematics Genealogy Project

Kiseop Lee

Original record
Institution
Purdue University
Year
2002
Country
United States
MGP identifier
80639

Dissertation: Hedging of Options When the Price Process Has Jumps Whose Arrival Rate Depends on the Price History

Advisor 1

Students 6

NameInstitutionYearStudents
Prakash ChakrabortyPurdue University20200
Brian HoglePurdue University20210
Rasitha Rangani JayasekareUniversity of Louisville20130
Jiwon JungPurdue University20240
Boming NingPurdue University20240
Chong YuPurdue University20250
Genealogy