Piergiacomo Sabino

MathSciNet


Ph.D. Università di Bari 2009 Italy
Dissertation: Monte Carlo and Quasi-Monte Carlo methods in options pricing and hedging
Mathematics Subject Classification: 60—Probability theory and stochastic processes

Advisor 1: Nicola Cufaro Petroni
Advisor 2: Bernard Lapeyre

No students known.

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