Patrick Cheridito

MathSciNet


Ph.D. ETH Zürich 2001 Switzerland
Dissertation: Regularizing Fractional Brownian Motion with a View Towards Stock Price Modelling

Advisor 1: Freddy Delbaen
Advisor 2: Paul Embrechts

Students:
Click here to see the students listed in chronological order.

NameSchoolYearDescendants
Gabrielli, AndreaETH Zürich2020
Klyman, JaredPrinceton University2011

According to our current on-line database, Patrick Cheridito has 2 students and 2 descendants.
We welcome any additional information.

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 54358 for the advisor ID.