Stanley Sijan Mathew


Dr. rer. nat. Johann Wolfgang Goethe-Universität Frankfurt am Main 2009 Germany
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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