Allen Kyle Hoffmeyer
Ph.D. Georgia Institute of Technology 2015
Dissertation:
Small-Time Asymptotics of Call Prices and
Implied Volatilities for Exponential Lévy
Models
Mathematics Subject Classification: 60—Probability theory and stochastic processes
Advisor 1: Christian Houdré
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 189995 for the advisor ID.