Sovan Mitra

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

MathSciNet

Ph.D. Brunel University 2009

Dissertation: Stochastic Volatility Modelling and Option Pricing

Mathematics Subject Classification: 90—Operations research, mathematical programming

Advisor 1: Paresh Date

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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