Ph.D. Universitetet i Oslo 2008
Perpetuals, Malliavin Calculus and Stochastic Control of Jump-Diffusions with Applications to Finance
Mathematics Subject Classification: 60—Probability theory and stochastic processes
Advisor 1: Fred Espen Benth
Advisor 2: Kenneth Hvistendahl Karlsen
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 147474 for the advisor ID.