Ilir Roko

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A service of the NDSU Department of Mathematics, in association with the American Mathematical Society.

MathSciNet

Ph.D. Université de Genève 2006

Dissertation: Alternative numerical approaches to portfolio construction and complex option pricing

Mathematics Subject Classification: 65—Numerical analysis

Advisor 1: Manfred Gilli

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 270176 for the advisor ID.

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The Mathematics Genealogy Project is in need of funds to help pay for student help and other associated costs. If you would like to contribute, please donate online using credit card or bank transfer or mail your tax-deductible contribution to:

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Fargo, North Dakota 58108-6050