Students that have recently graduated, which I
supervised as main supervisor:
Value of information in continuous time finance models as well as
stochastic volatility, Malliavin calculus.
Jointly supervised with Christian Schlag (
PhD Frankfurt/Finance Aug. 2009)
Stochastic differential games in Economics and Finance, real options
and public goods. (PhD St. Andrews/Economics Dec. 2009)
Walailuck Chavansporn: Continuous time evolutionary
models for financial markets as well as numerical evaluation of real
options. Jointly supervised with Alan Cairns ( St. Andrews/Mathematics)
(PhD St. Andrews/Mathematics Sept. 2010)
Stochastic optimal control and applications to dynamic Macro Economics.
Jointly supervised with Charles Nolan ( St. Andrews/Economics ) (PhD
St. Andrews/Economics Sept. 2010)