Christian Jonen
Ph.D. Universität zu Köln 2011
Dissertation:
Efficient Pricing of High-Dimensional American-Style Derivatives: A Robust Regression Monte Carlo Method
Mathematics Subject Classification: 91—Game theory, economics, social and behavioral sciences
Advisor 1: Rüdiger U. Seydel
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 160442 for the advisor ID.