Doctor's Theses (authored and supervised):
M. Siopacha:
"Taylor Expansions of Option Prices by means of Malliavin Calculus";
Supervisor, Reviewer: J. Teichmann, N. Touzi, W. Schachermayer;
Financial and Actuarial Mathematics, TU Vienna, Austria,
2007;
oral examination: 2007-01-25.
Related Projects:
Project Head Uwe Schmock:
Christian-Doppler-Labor für Portfolio Risk Management (PRisMa Lab)
Project Head Josef Teichmann:
START Preis Projekt: Geometrie stochastischer Differentialgleichungen
Created from the Publication Database of the Vienna University of Technology.