Bernhard Antonin Johannes Vesenmayer

MathSciNet


Ph. D. Technische Universität München 2009 Germany
Dissertation: Efficient Numerical Solution Of The Variance-Optimal Hedging Problem In Geometric Lévy Models
Mathematics Subject Classification: 65—Numerical analysis

Advisor 1: Jan Kallsen

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 138472 for the advisor ID.