Stephan Denkl


Dr. rer. pol. Christian-Albrechts-Universität zu Kiel 2013 Germany
Dissertation: Second-order approximations to pricing and hedging in presence of jumps and stochastic volatility
Mathematics Subject Classification: 60—Probability theory and stochastic processes

Advisor 1: Jan Kallsen
Advisor 2: Albrecht Irle

No students known.

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