Ph.D. University of California, Santa Barbara 2013
Dissertation: Asymptotic Behaviors of the Worst Case Scenario Prices in Uncertain Volatility Models
Mathematics Subject Classification: 60—Probability theory and stochastic processes
Advisor 1: Jean-Pierre Fouque
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 196871 for the advisor ID.