Stanley Sijan Mathew
Dr. rer. nat. Johann Wolfgang Goethe-Universität Frankfurt am Main 2009
Dissertation:
Multicurrency Extension of a Multiple Stochastic Volatility Libor Market Model
Mathematics Subject Classification: 60—Probability theory and stochastic processes
Advisor 1: Peter Eris Kloeden
Advisor 2: John G.M. Schoenmakers
No students known.
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