Stefano Pagliarani

MathSciNet


Ph.D. Università degli Studi di Padova 2014 Italy
Dissertation: Portfolio optimization and option pricing under defaultable Levy driven model
Mathematics Subject Classification: 60—Probability theory and stochastic processes

Advisor 1: Tiziano Vargiolu
Advisor 2: Andrea Pascucci
Advisor 3: Agostino Capponi

No students known.

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