Valdo Durrleman


Ph.D. Princeton University 2004 UnitedStates
Dissertation: From Implied to Spot Volatilities
Mathematics Subject Classification: 60—Probability theory and stochastic processes

Advisor: René A. Carmona

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 92602 for the advisor ID.