Ulrike Polte
Ph.D. Universität Leipzig 2007
Dissertation:
On hedging and pricing of derivatives in illiquid markets: A PDE approach
Mathematics Subject Classification: 60—Probability theory and stochastic processes
Advisor 1: Rüdiger Frey
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 165510 for the advisor ID.