Vinicius Viana Luiz Albani
Ph.D. Instituto de Matemática Pura e Aplicada 2012
Dissertation:
Volatility Calibration in Equity and Commodity Markets by Convex Regularization
Mathematics Subject Classification: 65—Numerical analysis
Advisor 1: Jorge Passamani Zubelli
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 167748 for the advisor ID.