Young Lee
Ph.D. London School of Economics and Political Science 2009
Dissertation:
The Minimal Entropy Martingale Measure and Hedging in Incomplete Markets
Mathematics Subject Classification: 60—Probability theory and stochastic processes
Advisor 1: Thorsten Rheinländer
No students known.
If you have additional information or corrections regarding this mathematician, please use the update form. To submit students of this mathematician, please use the new data form, noting this mathematician's MGP ID of 139702 for the advisor ID.