Stefanie Grimm
Dr. rer. nat. Technische Universität Kaiserslautern 2016
Dissertation:
An Interest-Rate Model with Regime-Switching Mean-Reversion Level
Mathematics Subject Classification: 60—Probability theory and stochastic processes
Advisor 1: Ralf Korn
Advisor 2: Rogemar Sombong Mamon
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 211815 for the advisor ID.