Abir Sridi
Ph.D. Université Pantheon-Sorbonne : Paris I 2012
Dissertation:
Monte Carlo Methods and Volatility Smile Modelling in a Multi-Dimensional Framework
Mathematics Subject Classification: 60—Probability theory and stochastic processes
Advisor 1: Bernard Cornet
Advisor 2: Damiano Brigo
Advisor 3: Etienne Koehler
Advisor 4: Francesco Rapisarda
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 277174 for the advisor ID.