Zhanyu Chen

MathSciNet


Ph.D. London School of Economics and Political Science 2014 UnitedKingdom
Dissertation: Pricing and Hedging Exotic Options in Stochastic Volatility Models
Mathematics Subject Classification: 60—Probability theory and stochastic processes

Advisor 1: Angelos Dassios
Advisor 2: Thorsten Rheinländer

No students known.

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