Gallus Johannes Steiger

MathSciNet


Ph.D. ETH Zürich 2005 Switzerland
Dissertation: The Optimal Martingale Measure for Investors with Exponential Utility Function
Mathematics Subject Classification: 60—Probability theory and stochastic processes

Advisor 1: Freddy Delbaen
Advisor 2: Thorsten Rheinländer

No students known.

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