Bruno Casella

MathSciNet


Ph.D. Università Commerciale Luigi Bocconi 2005 Italy
Dissertation: Exact Monte Carlo simulation of diffusion and jump-diffusion processes with financial applications
Mathematics Subject Classification: 60—Probability theory and stochastic processes

Advisor 1: Gareth Owen Roberts

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 178618 for the advisor ID.