Sergey A. Nadtochiy

MathSciNet


Ph.D. Princeton University 2009 UnitedStates
Dissertation: Market Models for European Options: Dynamic Local Volatility and Tangent Lévy Models
Mathematics Subject Classification: 60—Probability theory and stochastic processes

Advisor 1: René A. Carmona

Student:

NameSchoolYearDescendants
Gambara, MatteoETH Zürich2022

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