Tiziano De Angelis

MathSciNet


Ph.D. Università di Roma La Sapienza 2012 Italy
Dissertation: Galerkin-type approximation of the HJM forward interest rates dynamics and applications to the analytical pricing of American Bond Options
Mathematics Subject Classification: 49—Calculus of variations and optimal control

Advisor 1: Maria B. Chiarolla

No students known.

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