Applications of meromorphic Levy processes on a stochastic grid

  • Florian Kleinert

Student thesis: Phd

Abstract

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Date of Award1 Aug 2015
Original languageEnglish
Awarding Institution
  • The University of Manchester
SupervisorKees Van Schaik (Supervisor) & Goran Peskir (Supervisor)

Keywords

  • Optimal Stopping
  • Levy processes
  • Probability
  • Mathematical finance
  • Actuarial mathematics

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