Gallus Johannes Steiger
Original record- Institution
- ETH Zürich
- Year
- 2005
- Country
- Switzerland
- MGP identifier
- 89510
Dissertation: The Optimal Martingale Measure for Investors with Exponential Utility Function
Mathematics Subject Classification: 60—Probability theory and stochastic processes
Advisors 2
- Freddy DelbaenUniversité Libre de Bruxelles and Vrije Universiteit Brussel · 1971
- Thorsten RheinländerTechnische Universität Berlin · 1999
Students 0
No students recorded in this snapshot.