Christian Kahl

MathSciNet


Dr. rer. nat. Bergische Universität Wuppertal 2007 Germany
Dissertation: Modelling and Simulation of Stochastic Volatility in Finance
Mathematics Subject Classification: 60—Probability theory and stochastic processes

Advisor 1: Michael Günther
Advisor 2: Ansgar Jüngel

No students known.

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