Jian Yang

MathSciNet


Ph.D. University of Illinois at Urbana-Champaign 2006 UnitedStates
Dissertation: Stochastic Volatility Models: Option Price Approximation, Asymptotics and Maximum Likelihood Estimation
Mathematics Subject Classification: 60—Probability theory and stochastic processes

Advisor: Richard Bucher Sowers

No students known.

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