Ph.D. Cornell University 2003
Dissertation: Risk Measures and Optimal Strategies for Discrete Hedging
Mathematics Subject Classification: 60—Probability theory and stochastic processes
Advisor: Thomas Frederick Coleman
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 22988 for the advisor ID.