Ph.D. Defense by Allen Hoffmeyer

Event Details
  • Date/Time:
    • Tuesday January 6, 2015 - Wednesday January 7, 2015
      2:00 pm - 3:59 pm
  • Location: Skiles 005
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Summary Sentence: Small-time asyptotics of call prices and implied volatilities for exponential Lévy models

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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)

Vladimir Koltchinskii (School of Mathematics)Liang Peng (School of Mathematics) My abstract is attached.

 

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Graduate Studies

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Keywords
graduate students, Phd Defense
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  • Created By: Danielle Ramirez
  • Workflow Status: Published
  • Created On: Dec 11, 2014 - 5:18am
  • Last Updated: Oct 7, 2016 - 10:10pm