Tilman Sayer


Dr. rer. nat. Technische Universität Kaiserslautern 2012 Germany
Dissertation: Valuation of American-style derivatives within the stochastic volatily model of Heston
Mathematics Subject Classification: 60—Probability theory and stochastic processes

Advisor 1: Ralf Korn
Advisor 2: Alexander Szimayer

No students known.

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