Peng Liu

MathSciNet


Ph.D. North Carolina State University 2007 UnitedStates
Dissertation: A Stochastic Volatility Model and Inference for the Term Structure of Interest Rates
Mathematics Subject Classification: 62—Statistics

Advisor: Peter Bloomfield

No students known.

If you have additional information or corrections regarding this mathematician, please use the update form. To submit students of this mathematician, please use the new data form, noting this mathematician's MGP ID of 106184 for the advisor ID.