Dominik Colangelo
Ph.D. Università della Svizzera italiana 2009
Dissertation:
Semi-parametric Implied Volatility Surface Models and Forecasts Based on a Regression Tree-boosting Algorithm
Mathematics Subject Classification: 62—Statistics
Advisor 1: Francesco Audrino
Advisor 2: Fabio Trojani
Advisor 3: Wolfgang Karl Härdle
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 140344 for the advisor ID.