Mark Rubtsov
Ph.D. Universitetet i Oslo 2011
Dissertation:
Backward Stochastic Partial Differential Equations and their Applications in Financial Mathematics and Life Insurance
Mathematics Subject Classification: 49—Calculus of variations and optimal control
Advisor 1: Frank Norbert Proske
Advisor 2: Bernt Karsten Øksendal
Advisor 3: Fred Espen Benth
No students known.
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