Marc Jean-Claude Jeannin
Ph.D. Imperial College London 2010
Dissertation:
On Pricing and Hedging Options and Related First-Passage Problems
Mathematics Subject Classification: 60—Probability theory and stochastic processes
Advisor 1: Martijn Roger Pistorius
Advisor 2: Lane Palmer Hughston
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 149706 for the advisor ID.