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Ph.D. Defense by Allen Hoffmeyer

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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Tuesday
Jan 6 2015
02:00pm - 04:00pm

In campus calendar: No

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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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