Stefanie Kammer


Dr. rer. nat. Justus-Liebig-Universität Gießen 2007 Germany
Dissertation: A General First-Passage-Time Model for Multivariate Credit Spreads and a Note on Barrier Option Pricing
Mathematics Subject Classification: 60—Probability theory and stochastic processes

Advisor 1: Ludger Overbeck
Advisor 2: Winfried Stute

No students known.

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