Supervision of three master students from Xi'an Jiaotong University leading to graduation

Activity: SupervisionMaster Dissertation Supervision

Description

2011 X. Feng MasterEstimation of parameters in Interest-rate models and the application to commercial loans (Co-supervisor)

2011 D. Wang MasterComputation of Partial Difference Equation and its application to option Pricing (Co-supervisor)

2011 L. Wang MasterOption Pricing with Heston’s stochastic Volatility models (Main supervisor)
Period2011