Romain Bompis

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A service of the NDSU Department of Mathematics, in association with the American Mathematical Society.

MathSciNet

Ph.D. École Polytechnique 2013

Dissertation: Stochastic expansion for the diffusion processes and applications to option pricing

Mathematics Subject Classification: 60—Probability theory and stochastic processes

Advisor 1: Emmanuel Gobet

No students known.

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The Mathematics Genealogy Project is in need of funds to help pay for student help and other associated costs. If you would like to contribute, please donate online using credit card or bank transfer or mail your tax-deductible contribution to:

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