Anton van der Stoep

Ph.D. Technische Universiteit Delft 2019 Netherlands
Dissertation: Pricing and Calibration with Stochastic Local Volatility Models in a Monte Carlo Setting

Advisor 1: Cornelis (Kees) Willebrordus Oosterlee

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 295401 for the advisor ID.