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Sturm, Stephan
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Santawisook, Patchara
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Price Impact in the VIX Futures Market and Mean-Field Games in two Order Books
Implied Volatility and Extracted Risk Neutral Density of VIX Options during the Crisis...
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PhD Dissertations
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2015
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2022
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O Criador
Santawisook, Patchara
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2
Advisor
Sturm, Stephan
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2
Contributor
Blais, Marcel Y.
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Osterrieder, Jörg
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Papanicolaou, Andrew
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Song, Qingshuo
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Sturm, Stephan
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Mathematical Sciences
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Worcester Polytechnic Institute
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Dissertation
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