Carlos Sanz Chacón
Dr. Johann Wolfgang Goethe-Universität Frankfurt am Main 2009
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.
If you have additional information or corrections regarding this mathematician, please use the update form. To submit students of this mathematician, please use the new data form, noting this mathematician's MGP ID of 142106 for the advisor ID.