Barret Pengyuan Shao
Ph.D. State University of New York at Stony Brook 2013
Dissertation:
Approximation of long memory processes by short memory processes
-with application to option valuations
Mathematics Subject Classification: 41—Approximations and expansions
Advisor 1: Andrew Mullhaupt
Advisor 2: Svetlozar Todorov Rachev
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 179062 for the advisor ID.