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)
Vladimir Koltchinskii (School of Mathematics)Liang Peng (School of Mathematics) My abstract is attached.
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- Created By: Danielle Ramirez
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- Created On: Dec 11, 2014 - 5:18am
- Last Updated: Oct 7, 2016 - 10:10pm