César Augusto Gómez Vélez
Ph.D. Instituto de Matemática Pura e Aplicada 2007
Dissertation:
On the Risk Premium for Option Pricing in a Stochastic-Volatility Financial Model: Malliavin and PDE Techniques.
Mathematics Subject Classification: 91—Game theory, economics, social and behavioral sciences
Advisor: Jorge Passamani Zubelli
No students known.
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