Dr. rer. nat. Technische Universität Kaiserslautern 2015
Dissertation: American Style Option Pricing and Improvement of Regression-Based Monte Carlo Methods by Machine Learning Techniques
Mathematics Subject Classification: 60—Probability theory and stochastic processes
Advisor 1: Ralf Korn
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 195759 for the advisor ID.