Carlos Sanz Chacón


Dr. Johann Wolfgang Goethe-Universität Frankfurt am Main 2009 Germany
Dissertation: Efficient Estimation Methods of Stochastic Price Sensitivities of Financial Derivatives with Discontinuous Payoff in the Black-Scholes Model
Mathematics Subject Classification: 65—Numerical analysis

Advisor 1: Peter Eris Kloeden

No students known.

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