Erwin Guillermo Hansen Silva
Ph.D. University of Manchester 2013
Dissertation:
Nonlinear conditional risk-neutral density estimation in discrete time with applications to option pricing, risk preference measurement and portfolio choice
Mathematics Subject Classification: 91—Game theory, economics, social and behavioral sciences
Advisor 1: Massimo Guidolin
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 215637 for the advisor ID.