Markus Jaeger

MathSciNet


Ph.D. Westfälische Wilhelms-Universität Münster 2005 Germany
Dissertation: Eine Verallgemeinerung der Itô-Formel zur Bewertung von Optionen in zeitstetigen Finanzmärkten|
Mathematics Subject Classification: 60—Probability theory and stochastic processes

Advisor 1: Gerold Alsmeyer
Advisor 2: Matthias Löwe

No students known.

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