Prof. Dr. Victoria Steblovskaya

Aktuelle Kontaktadresse

LandUSA
OrtWaltham
Universität/InstitutionBentley University
Institut/AbteilungDepartment of Mathematical Sciences

Profil

FachgebietWahrscheinlichkeitstheorie,Analysis, Differentialgleichungen,Maß und Integration
KeywordsDiscrete and continuous financial market modeling, Smooth measures in infinite dimensional spaces, Asymptotics of intergals in infinite dimensions, Optimal hedging in incomplete markets