Tilman Sayer
Dr. rer. nat. Technische Universität Kaiserslautern 2012
Dissertation:
Valuation of American-style derivatives within the stochastic volatily model of Heston
Mathematics Subject Classification: 60—Probability theory and stochastic processes
Advisor 1: Ralf Korn
Advisor 2: Alexander Szimayer
No students known.
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