Matthew Lorig
Ph.D. University of California, Santa Barbara 2011
Dissertation:
Option-Pricing with Fast Mean-Reverting Stochastic Volatility Models
Mathematics Subject Classification: 60—Probability theory and stochastic processes
Advisor 1: Jean-Pierre Fouque
Student:
| Name | School | Year | Descendants |
|---|---|---|---|
| Barger, Weston | University of Washington | 2019 |
According to our current on-line database, Matthew Lorig has 1 student and 1 descendant.
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