Minku Lee
Ph.D. Yonsei University 2013
Dissertation:
Option pricing problems under Markov and non-Markov models with multiscale stochastic volatility
Mathematics Subject Classification: 91—Game theory, economics, social and behavioral sciences
Advisor 1: Jeong Hoon Kim
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 298224 for the advisor ID.