Ph.D. Indiana University 2003
Dissertation: Pricing Currency Derivatives when the Foreign Exchange Rate and the Interest Rates follow Jump-Diffusion Processes
Mathematics Subject Classification: 60—Probability theory and stochastic processes
Advisor: Victor Wayne Goodman
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 92887 for the advisor ID.