Richard Vierthauer
Dr. rer. nat. Christian-Albrechts-Universität zu Kiel 2010
Dissertation:
Hedging in affine stochastic volatility models
Mathematics Subject Classification: 60—Probability theory and stochastic processes
Advisor 1: Jan Kallsen
Advisor 2: Dirk Becherer
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 195053 for the advisor ID.