Michael Villaverde

MathSciNet

Ph.D. University of Cambridge 2003 UnitedKingdom
Dissertation: Stochastic Optimization Approaches to Pricing, Hedging and Investment in Incomplete Markets
Mathematics Subject Classification: 90—Operations research, mathematical programming

Advisor: M. A. H. (Michael Alan Howarth) Dempster

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 96800 for the advisor ID.