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Ph.D. Defense by Allen Hoffmeyer
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Ph.D. Defense by Allen Hoffmeyer
"Small-time asyptotics of call prices and implied volatilities for exponential Lévy models"
January 6th at 3pm
Skiles 005
My committee members are:
Christian Houdré (Adviser, School of Mathematics)
Yuri Bakhtin (Courant Institute of Mathematical Sciences, NYU)
José Enrique Figueroa-López (Department of Statistics, Purdue)
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- Workflow Status:Published
- Created By:Danielle Ramirez
- Created:12/11/2014
- Modified By:Fletcher Moore
- Modified:10/07/2016
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