Sergey A. Nadtochiy
Ph.D. Princeton University 2009
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:
| Name | School | Year | Descendants |
|---|---|---|---|
| Gambara, Matteo | ETH Zürich | 2022 |
According to our current on-line database, Sergey Nadtochiy has 1 student and 1 descendant.
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