Mouhamad Allaya
Ph.D. Université Pantheon-Sorbonne : Paris I 2013
Dissertation:
Méthodes de Monte Carlo EM et approximations particulaires : Application à
la calibration d’un modèle de volatilité stochastique
Mathematics Subject Classification: 62—Statistics
Advisor 1: Jean-Marc Bardet
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 187683 for the advisor ID.