Eva Lütkebohmert
Original record- Institution
- Rheinische Friedrich-Wilhelms-Universität Bonn
- Year
- 2004
- Country
- Germany
- MGP identifier
- 99873
Dissertation: Finite dimensional realizations for Heath, Jarrow and Morton type forward rate models with jumps and an asymptotic expansion for the Black-Scholes model with generalized volatility
Mathematics Subject Classification: 60—Probability theory and stochastic processes
Advisors 2
- Manfred SchälInstitution not recorded
- Sergio AlbeverioETH Zürich · 1967
Students 1
| Name | Institution | Year | Students |
|---|---|---|---|
| Julian Sester | Not recorded | — | 0 |