Elena Vladimirovna Boguslavskaya
Doctor Universiteit van Amsterdam 2006
Dissertation:
Optimization Problems in Financial Mathematics: Explicit Solutions for Diffusion Models
Mathematics Subject Classification: 60—Probability theory and stochastic processes
Advisor 1: Albert Nikolayevich Shiryaev
Advisor 2: Christianus (Chris) Antonius Johannes Klaassen
Advisor 3: August Aimé Balkema
No students known.
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