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A Simulation Approach to the Stochastic Modeling of Stock Price Processes

Program

Fulbright Visiting Scholar Program

Program Country

Grant Activity Type

Research

Discipline

Academic Year

Flex

No

Scholar type

Non-U.S. (Visiting) Scholar

Project Title

A Simulation Approach to the Stochastic Modeling of Stock Price Processes

Scholar Information

Grantee

Aleksander Weron

Title

Professor

Institution

Technical University

Department

Institute of Mathematics

Host Institutions

Institution

University of California, Santa Barbara

Faculty

Dr. Svetlozar Rachev

Host Department

Department of Statistics and Applied Probability