Nikolay Aleksandrov
Ph.D. University of Oxford 2009
Dissertation:
Multiple optimal stopping. Applications in option pricing, liquidation in bond markets and oil extraction
Mathematics Subject Classification: 60—Probability theory and stochastic processes
Advisor 1: Benjamin Michael Hambly
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 200232 for the advisor ID.