Master’s Thesis Defense: Ines Siebigteroth
EMS Building, Room E416 3200 N Cramer St, Milwaukee, WI, United StatesOptimal Trading Under the American Perpetual Put Option for Geometric Brownian Motion and Mean-Reverting Processes Ines Siebigteroth University of Wisconsin-Milwaukee MS Student "This thesis is focused on the perpetual American put option under the geometric Brownian motion and mean-reverting models.... Read More