Eva Lütkebohmert
Ph.D. Rheinische Friedrich-Wilhelms-Universität Bonn 2004
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
Student:
| Name | School | Year | Descendants |
|---|---|---|---|
| Sester, Julian | Albert-Ludwigs-Universität Freiburg im Breisgau | 2019 |
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