Martin Groth
Ph.D. Universitetet i Oslo 2007
Dissertation:
Topics In Computational Finance: The Barndorff-Nielsen & Shepard Stochastic Volatility Model
Mathematics Subject Classification: 60—Probability theory and stochastic processes
Advisor 1: Fred Espen Benth
Advisor 2: Kenneth Hvistendahl Karlsen
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 147473 for the advisor ID.