Johannes Weckend
Dr. rer. nat. Justus-Liebig-Universität Gießen 2014
Dissertation:
Shifted Regime Switching CIR Diffusion Tree for Credit Options
Mathematics Subject Classification: 60—Probability theory and stochastic processes
Advisor 1: Ludger Overbeck
Advisor 2: Winfried Stute
No students known.
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