Richard Vierthauer


Dr. rer. nat. Christian-Albrechts-Universität zu Kiel 2010 Germany
Dissertation: Hedging in affine stochastic volatility models
Mathematics Subject Classification: 60—Probability theory and stochastic processes

Advisor 1: Jan Kallsen
Advisor 2: Dirk Becherer

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 195053 for the advisor ID.