Eva Lütkebohmert


Ph.D. Rheinische Friedrich-Wilhelms-Universität Bonn 2004 Germany
Dissertation: Finite dimensional realizations for Heath, Jarrow and Morton type forward rate models with jumps and an asymptotic expansion for the Black-Scholes model with generalized volatility
Mathematics Subject Classification: 60—Probability theory and stochastic processes

Advisor 1: Sergio Albeverio
Advisor 2: Manfred Schäl


Sester, JulianAlbert-Ludwigs-Universität Freiburg im Breisgau2019

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