Barret Pengyuan Shao

Ph.D. State University of New York at Stony Brook 2013 UnitedStates
Dissertation: Approximation of long memory processes by short memory processes -with application to option valuations
Mathematics Subject Classification: 41—Approximations and expansions

Advisor 1: Andrew Mullhaupt
Advisor 2: Svetlozar Todorov Rachev

No students known.

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