Stefano Pagliarani
Ph.D. Università degli Studi di Padova 2014
Dissertation:
Portfolio optimization and option pricing under defaultable Levy driven model
Mathematics Subject Classification: 60—Probability theory and stochastic processes
Advisor 1: Tiziano Vargiolu
Advisor 2: Andrea Pascucci
Advisor 3: Agostino Capponi
No students known.
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